The paper develops a computational method for efficient online filtering of diffusion processes.
problem Online filtering of discretely observed nonlinear diffusion processes.
method The approach involves Doob's h h h -transforms approximated by solving backward Kolmogorov equations using nonlinear Feynman-Kac formulas and neural networks. result The proposed method can be orders of magnitude more efficient than state-of-the-art particle filters.
In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time. The mesh of observations is not required to shrink to zero. As distance between…
The paper develops a neural network method for estimating drift functions of diffusion processes from discrete observations.
problem Nonparametric estimation of drift function for diffusion processes from high-frequency discrete observations.
method Neural network-based estimator for drift function estimation.
result Derives a non-asymptotic convergence rate for the neural network estimator.
The paper develops a neural network-based classifier for diffusion process drifts.
problem Classifying diffusion processes with distinct drift functions from discrete observations.
method Derives a Bayes rule and constructs a plug-in classifier using neural networks to estimate drifts.
result Establishes convergence rates for misclassification risk, highlighting benefits of diffusion structure.
This paper investigates a financial market where returns depend on an unobservable Gaussian drift process. While the observation of returns yields information about the underlying drift, we also incorporate discrete-time expert opinions as an external source of information. For estimating the hidden drift it is crucial…
Masking diffusion outperforms other discrete diffusion models by incorporating jump times into the model.
problem Improving the performance of discrete diffusion models.
method Conditioning on the jump schedule of discrete Markov processes.
result Schedule-conditioned discrete diffusion (SCUD) models outperform classical and masking diffusion models.
This study bridges discrete and continuous state spaces using the Ehrenfest process and diffusion models.
problem Understanding the relationship between discrete and continuous state spaces in stochastic processes.
method Investigates time-continuous Markov jump processes on discrete state spaces and their correspondence to state-continuous diffusion processes.
result The time-reversal of the Ehrenfest process converges to the time-reversed Ornstein-Uhlenbeck process, bridging discrete and continuous state spaces.
This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.
problem Error analysis for discrete diffusion models remains less understood.
method Proposes a comprehensive framework based on Lévy-type stochastic integrals.
result Obtains the first error bound for the τ τ τ -leaping scheme in KL divergence. Unified discrete diffusion for categorical data simplifies training and sampling.
problem Training and sampling in discrete diffusion models for categorical data.
method Mathematical simplifications and elegant unification of discrete-time and continuous-time discrete diffusion.
result Unified Simplified Discrete Denoising Diffusion (USD3) outperforms SOTA baselines.
Faster sampling in discrete diffusion models with predetermined transition time.
problem Efficiency in sampling discrete diffusion models.
method Discrete Non-Markov Diffusion Models (DNDM) with predetermined transition time.
result Significantly reduces the number of function evaluations for faster sampling.
Discretizes diffusions and harmonic functions on covering spaces.
problem Harmonic functions on covering spaces with bounded growth.
method Lyons-Sullivan discretizations of diffusion operators.
result Equivalence of discretized and continuous harmonic functions.
Discrete diffusion models improve text and image inference.
problem Challenges in posterior sampling with discrete diffusion models.
method Anchored Posterior Sampling (APS) with quantized expectation and anchored remasking.
result APS achieves state-of-the-art performance on various tasks.
LADD models improve discrete diffusion for faster language generation.
problem Practical discrete diffusion models ignore cross-token dependencies, degrading performance.
method Introduces a learnable auxiliary latent channel, diffusing over the joint (token, latent) space.
result LADD models yield improvements on unconditional generation metrics.
New method distills discrete diffusion models, maintaining quality and diversity.
problem Difficult to distill discrete diffusion models.
method Discrete Moment Matching Distillation (D-MMD)
result Maintains high quality and diversity in distilled models.
New framework for discrete-state diffusion models reduces sample complexity.
problem Lack of theoretical understanding and sample complexity analysis for discrete-state diffusion models.
method Developed a principled theoretical framework, decomposing score estimation error.
result Established sample complexity bound of O ~ ( ε − 2 ) \widetilde{\mathcal{O}}(ε^{-2}) O ( ε − 2 ) . Discrete diffusion models improve data generation for discrete data like language and graphs.
problem Adapting diffusion models to discrete state spaces for better data generation.
method Formulated as CTMCs, used uniformization of continuous Markov chains for sampling.
result Derive guarantees for sampling from any distribution on a hypercube, aligning with state-of-the-art achievements.
Unified framework for discrete diffusion modeling with flexible noising processes.
problem Efficient modeling of large discrete state spaces with arbitrary corruption dynamics.
method Generalized Discrete Diffusion from Snapshots (GDDS) framework that supports uniformization for fast noising and snapshot-based ELBO for reverse process.
result GDDS outperforms existing discrete diffusion methods in training efficiency and generation quality.
Framework for training-free guidance in discrete diffusion models for molecular generation.
problem No equivalent training-free guidance methods for discrete diffusion models.
method Framework using guidance functions for discrete data.
result Demonstrated utility on molecular graph generation tasks.
Generative models for function-valued data in infinite dimensions.
problem Lack of semantics relating discretized data to underlying functional forms.
method Generalized diffusion models to function space, using Gaussian measures on Hilbert spaces.
result Explicit specification of function space allows unconditional and conditional generation of function-valued data.
FunDPS improves PDE solution recovery from sparse data.
problem Recovering whole solutions from sparse or noisy measurements in PDEs.
method Function-space diffusion model with gradient-based guidance.
result FunDPS achieves 32% accuracy improvement over state-of-the-art methods.
New method fine-tunes discrete diffusion models for RLHF tasks.
problem Fine-tuning discrete diffusion models with policy gradient methods is challenging.
method Proposed SEPO algorithm for efficient fine-tuning over non-differentiable rewards.
result Numerical experiments show scalability and efficiency of SEPO.
CADD improves generative quality by augmenting discrete diffusion with continuous latent space.
problem Loss of semantic information between denoising steps in discrete diffusion models.
method Introduces a framework that augments discrete state space with a continuous latent space, allowing for graded, informative masked tokens.
result CADD improves generative quality across text generation, image synthesis, and code modeling.
This research explores how different discrete diffusion kernels affect graph generation quality.
problem The impact of different discrete diffusion kernels on graph generation quality.
method Developed a family of discrete diffusion kernels that converge to different Bernoulli priors.
result The quality of generated graphs is sensitive to the prior used, challenging previous intuitions.
FLDD improves discrete diffusion models by learning a non-Markovian noising process.
problem Efficiency and quality of discrete diffusion models in few-step generation.
method Introduces a learnable non-Markovian forward (noising) process to match the target distribution.
result FLDD produces higher quality samples in fewer steps compared to conventional discrete diffusion models.
Remasking improves the quality of discrete diffusion models for natural language and image generation.
problem Limited iterative refinement in masked discrete diffusion models.
method Introducing ReMDM sampler that allows remasking during inference.
result Remasking enables better quality outputs with increased sampling steps.
CANDI solves the gap between continuous and discrete diffusion models for text generation.
problem Underperformance of continuous diffusion models in discrete data domains.
method Introduces token identifiability and a hybrid framework (CANDI) to decouple discrete and continuous corruption.
result CANDI successfully avoids temporal dissonance, enabling continuous diffusion benefits for discrete spaces.
Discrete diffusion samplers improve sampling from unnormalised densities.
problem Sampling from discrete unnormalised densities efficiently.
method Introduce off-policy training techniques and data-to-energy Schrödinger bridge training for discrete diffusion samplers.
result Improved performance on synthetic and new benchmarks.
Unified framework for convergence of discrete diffusion models without state space size dependence.
problem Fundamental limitations in existing convergence theory for discrete diffusion models, especially under singular priors and large vocabularies.
method Unified adjoint-equation-based framework that establishes dimension-free convergence guarantees in any integral probability metric (IPM).
result First dimension-free convergence bounds applicable to both masked and uniform priors, free of state space size S S S . New method learns diffusion transition density for Bayesian inference.
problem Bayesian inference on diffusions with inaccessible boundaries.
method Neural Galerkin framework to solve FP equation with Dirac mass.
result Approximates likelihood function for efficient posterior sampling.
This study shows how DDPM can be represented by the OU process.
problem Designing optimal noise schedules for DDPM.
method Formal equivalence between DDPM and OU process, heuristic designs based on Fisher Information.
result Fisher-Information-motivated schedule corresponds to cosine noise schedule.
This paper analyzes discrete diffusion models, deriving convergence bounds for their generated samples.
problem Theoretical guarantees for discrete-state diffusion models remain under-explored.
method Continuous Time Markov Chain (CTMC) framework and discrete-time sampling algorithm.
result Convergence bounds for KL divergence and TV distance are derived, showing linear dependence on dimension.
Ghost points affect stability in finite difference schemes for diffusion equations.
problem Impact of ghost points on stability of finite difference schemes.
method Exploration of explicit Euler finite difference scheme with ghost points on diffusion equation.
result Stability of the scheme is affected by ghost points.
Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold M M M whose Brownian motion satisfies a certain recurrence property called ∗ \ast ∗ -recurrence. We study analogues of this discretization for tensor fields which are harmonic in the sense of the covariant Laplacian. We show that, un…
New method boosts performance of diffusion models on discrete data like natural language.
problem Performance of diffusion models on discrete data like natural language is poor.
method Proposes score entropy, a novel loss that extends score matching to discrete spaces.
result Significantly boosts performance on language modeling tasks.
New method infers diffusion equations from sparse data.
problem Statistical inference of diffusion equations from limited data.
method Neural network-based estimators for drift and diffusion tensor.
result Statistical convergence guarantees for Hölder continuous processes.
VADD enhances discrete diffusion models by capturing inter-dimensional correlations, improving sample quality.
problem Limited modeling of inter-dimensional dependencies in MDMs degrades performance with few denoising steps.
method Introduces an auxiliary recognition model for latent variable modeling, enabling stable training via variational lower bounds maximization and amortized inference.
result VADD consistently outperforms MDM baselines in sample quality with few denoising steps.
In this paper we consider two semimartingales driven by diffusions and jumps. We allow both for finite activity and for infinite activity jump components. Given discrete observations we disentangle the {\it integrated covariation} (the covariation between the two diffusion parts, indicated by IC) from the co-jumps. Thi…
This primer explains diffusion models in general state spaces.
problem Diffusion models in general state spaces are not well-introduced.
method Develops discrete-time and continuous-time views of diffusion models, deriving Fokker-Planck and master equations.
result Unified understanding of diffusion models across continuous and discrete domains.
Graph Beta Diffusion (GBD) generates graphs with mixed discrete and continuous components.
problem Generating graphs with mixed discrete and continuous components.
method Introduces Graph Beta Diffusion (GBD) using a beta diffusion process.
result Competes strongly with existing models across graph benchmarks.
Unified continuous diffusion model outperforms discrete alternatives in scalability and quality.
problem Continuous diffusion models were perceived as less scalable than discrete models.
method Reconstructed Plaid model and compared it with modern discrete DLMs, optimizing noise schedule and embeddings via likelihood.
result Unified continuous diffusion model (RePlaid) outperforms discrete models in compute efficiency and quality.
Cosine schedule is optimal for discrete diffusion models.
problem Choosing the best discretization schedule for diffusion models.
method Optimized using Fisher-Rao geometry.
result Cosine schedule is Fisher-Rao optimal.
New study on guidance in masked diffusion models, showing how it shapes sampling dynamics.
problem Understanding how guidance influences the sampling behavior of masked diffusion models.
method Derived explicit solution to guided reverse dynamics, analyzing effects in 1D and 2D.
result Guidance amplifies class-specific regions and suppresses shared regions, affecting covariance structures.
GADD accelerates uniform-rate discrete diffusion models by 2 orders of magnitude.
problem Slow sampling in uniform-rate discrete diffusion models.
method Gibbs-based corrector (GADD) that constructs Gibbs posterior likelihoods directly from the concrete score function.
result Achieves an overall sampling complexity of O ( p o l y l o g ( ε − 1 ) ) \mathcal{O}(\mathrm{polylog} (\varepsilon^{-1})) O ( polylog ( ε − 1 )) . A new diffusion model uses efficient conditional estimators for discrete data.
problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.
New method learns discrete graph diffusion via free-energy gradient flows.
problem Challenges in translating continuous diffusion models to discrete spaces.
method Proposes a novel computational approach using a specific metric on the simplex.
result Recover the underlying functional for various graph classes.
Simplified masked diffusion models improve discrete data generation.
problem Complex model formulations and unclear relationships hinder discrete data generative modeling.
method Developed a simple and general framework for masked diffusion models.
result Models trained on OpenWebText surpass prior diffusion language models and outperform autoregressive models.
Develops diffusion models for time-varying correlation on the circle.
problem Time-varying correlation modeling on the circle.
method Stochastic processes on the unit circle, specifically Brownian motion and von Mises diffusion.
result Derives an accurate analytical approximation to the transition density of the von Mises diffusion.
Study provides error estimates for approximating game options with diffusion asset prices.
problem Approximating fair prices of game options with diffusion asset prices.
method Error estimates for discrete approximations of diffusion processes, applied to game options.
result Effective tool for computing fair prices of game options in multi-asset markets.