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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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53106159212 · May 202619922001200920172026
48 results for high-dimensional diffusion

DiBO uses diffusion models to optimize high-dimensional black-box functions efficiently.

problem Optimizing high-dimensional and complex black-box functions efficiently.
method DiBO iterates two stages: training a diffusion model and casting candidate selection as posterior inference.
result DiBO outperforms state-of-the-art baselines across synthetic and real-world tasks.

Diffusion models achieve high-quality samples from complex high-dimensional Gaussian mixtures without scaling with dimension.

problem Achieving accurate sampling from high-dimensional distributions using diffusion models.
method Investigates the effectiveness of diffusion models in sampling from Gaussian Mixture Models (GMMs) without scaling with dimension.
result DDPM requires at most O(1/ε)O(1/\varepsilon) iterations to attain an ε\varepsilon-accurate distribution in total variation distance, independent of dimension and number of components.

Paper analyzes adaptive Lasso for high-dimensional diffusion processes, improving support recovery and bias.

problem Support recovery for high-dimensional diffusion processes under sparsity constraints.
method Adaptive Lasso estimator for d-dimensional ergodic diffusion process, focusing on linear models.
result Adaptive Lasso achieves support recovery and asymptotic normality for drift parameter under certain conditions.

Algorithm learns diffusion processes with high-dimensional state spaces.

problem Stochastic control of unbounded diffusion processes with high-dimensional state spaces.
method Adaptive partitioning and learning algorithm that refines discretization based on estimation bias and statistical confidence.
result Established regret bounds that depend on problem parameters, extending to unbounded diffusion processes.

New method improves counterfactual distribution learning for high-dimensional outcomes.

problem Counterfactual distribution learning for high-dimensional outcomes with concentrated structure.
method Geometry-adaptive diffusion-guided smoothing estimators combining causal nuisance adjustment and local outcome geometry.
result Geometry-adaptive methods show steeper error decay in semi-synthetic experiments.

Proposes a model to generate high-dimensional financial returns using latent factor structure.

problem Challenges in financial scenario simulation, especially in high-dimensional and small data settings.
method Integrates latent factor structure into generative diffusion processes, decomposing the score function using time-varying orthogonal projections.
result Establishes rigorous statistical guarantees for score estimation and generated distribution, surpassing dimension-dependent limits.

Diffusion models generate new samples with active guidance, but theory is limited.

problem Insufficient theoretical understanding of diffusion models.
method Review and progressive routine of diffusion models, including conditional sampling.
result Diffusion models can be used for high-dimensional optimization problems.

GDMaps reduces high-dimensional data to lower dimensions for better classification.

problem High-dimensional data classification and representation.
method Grassmannian Diffusion Maps technique for nonlinear dimensionality reduction.
result GDMaps effectively identifies intrinsic subspace structures in high-dimensional data.

Deep networks can approximate score functions in high-dimensional graphical models efficiently.

problem Approximation efficiency of score functions by deep neural networks in high-dimensional graphical models like Markov random fields.
method Variational inference denoising algorithms and efficient neural network representation.
result Efficient sample complexity bound for diffusion-based generative modeling when score functions are learned by deep neural networks.

Weak diffusion priors can still perform well in inverse problems.

problem Using mismatched or low-fidelity diffusion priors in inverse problems.
method Extensive experiments and theoretical analysis combining Bayesian-consistency theory and local-correlation analysis.
result Weak priors succeed when measurements are highly informative, and they fail in other regimes.

High-dimensional diffusion models suffer from distorted samples due to CFG.

problem Distortions in high-dimensional guided diffusion models.
method Analytical tools from statistical physics, dynamic mean-field theory.
result Distortions arise in high-dimensional settings due to class separability issues.

EnSF improves accuracy in tracking high-dimensional nonlinear systems.

problem Low accuracy in high-dimensional, nonlinear filtering problems.
method Score-based diffusion model, mini-batch Monte Carlo estimator.
result EnSF outperforms state-of-the-art methods in tracking high-dimensional systems.

A new model optimizes portfolios by learning stock return distributions conditioned on factors.

problem Optimizing portfolios with high-dimensional asset-specific factors.
method Conditional Diffusion Transformer architecture linking each asset's return to its factor vector.
result The model outperforms benchmarks in mean-variance and mean-CVaR optimization.

Paper proposes a method to reduce hallucinations in diffusion models using Laplacian score sharpening.

problem Hallucinations in diffusion models create incoherent or unrealistic samples.
method Post-hoc adjustment to the score function during inference using Laplacian approximation.
result Significantly reduces the rate of hallucinated samples across various data types.

New method speeds up diffusion models inference to sub-linear time.

problem Efficient inference of diffusion models for high-dimensional data.
method Parallel sampling with Picard iterations within blocks.
result Achieves sub-linear time complexity of O~(polylogd)\widetilde{\mathcal{O}}(\mathrm{poly} \log d).

Proposes GRAB-MDM for robust multiview data fusion.

problem Limited theoretical guarantees for multiview fusion methods in noisy high-dimensional data.
method Generalized Robust Adaptive-Bandwidth Multiview Diffusion Maps (GRAB-MDM) with adaptive bandwidth selection.
result Adaptive bandwidths lead to robust recovery of shared intrinsic structure in noisy multiview data.

Proposes a new method for efficient manifold denoising robust to high dimensional noise.

problem Efficiently denoise manifolds in high dimensional spaces with complicated noise.
method Landmark diffusion and optimal shrinkage under high dimensional noise and compact manifold setup.
result Systematic comparison with other algorithms on simulated and real datasets shows superior performance.

New method improves sampling from high-dimensional target densities.

problem Sampling from high-dimensional target densities using Monte Carlo algorithms.
method Extends Metropolis-Adjusted Langevin Diffusion algorithm with random precondition matrix modeling.
result Significantly improves performance and computational efficiency over standard MCMC methods.

New method uses neural networks to solve complex PDEs from optimal control theory.

problem Solving high-dimensional Hamilton-Jacobi-Bellman PDEs.
method Iterative diffusion optimization techniques, focusing on path measures and divergences.
result Favourable properties of log-variance divergence for Monte Carlo estimators.

CoTj improves diffusion model quality and stability via graph planning.

problem Rigidity in diffusion models due to high-dimensional state space.
method Chain-of-Trajectories (CoTj) framework using Diffusion DNA for graph planning.
result CoTj discovers context-aware trajectories improving output quality and stability.

The paper analyzes diffusion condensation for data geometry and topology.

problem Understanding the geometry and topology of high-dimensional data.
method Time-inhomogeneous diffusion process with geometric, spectral, and topological analysis.
result The condensation process defines intrinsic condensation homology and ambient persistent homology.

Diffusion models learn multi-modal distributions with optimal efficiency.

problem Learning high-dimensional distributions with low-dimensional multi-modal structures.
method Score-based diffusion models, focusing on subgaussian distributions within subspaces.
result Diffusion models require O~(εk2)\widetilde{O}(\varepsilon^{-k \vee 2}) samples for 1-Wasserstein ε\varepsilon error, improving over prior guarantees.

Paper optimizes approximating high-dimensional diffusions by independent coordinates.

problem Optimizing approximations of high-dimensional diffusions by independent coordinates.
method Introduces independent projection as optimal for two criteria.
result Independent projection is optimal for two criteria related to entropy and convergence.

A new method trains and samples from energy-based models using diffusion recovery likelihood.

problem Training and sampling high-dimensional datasets with energy-based models is challenging.
method Trains EBMs with a diffusion recovery likelihood method, maximizing conditional probabilities of data at different noise levels.
result Generates high-fidelity images with low FID and inception scores, and accurately estimates normalized data density.

Study shows diffusion models adapt to manifold hypothesis without dimensionality issues.

problem Empirical success of diffusion models in high-dimensional data.
method Developed a new framework connecting diffusion models to Gaussian Processes theory.
result Achieves rates independent of ambient dimension in terms of score learning and sampling complexity.

Method infers parameters in complex diffusion processes.

problem Parameter inference in high-dimensional, non-linear diffusion processes.
method Differentiable score matching to approximate diffusion bridges, used in an importance sampler.
result Numerically stable framework for parameter inference and diffusion mean estimation.

Non-linear manifold learning enables high-dimensional data analysis, but requires out-of-sample-extension methods to process new data points. In this paper, we propose a manifold learning algorithm based on deep learning to create an encoder, which maps a high-dimensional dataset and its low-dimensional embedding, and …

2015-06-25abs ↗pdf ↗

Paper reviews methods for conditional sampling in generative diffusion models.

problem Extending generative diffusion models to sample from conditional distributions.
method Review of existing computational approaches to conditional sampling.
result Highlight key methodologies for constructing conditional generative samplers.

An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near spatial neighbors. The explicit incorporation of spatial regularity into the diffusion…

2019-02-08abs ↗pdf ↗

We consider the problem of constructing diffusion operators high dimensional data XX to address counterfactual functions FF, such as individualized treatment effectiveness. We propose and construct a new diffusion metric KFK_F that captures both the local geometry of XX and the directions of variance of FF. The res…

2016-10-31abs ↗pdf ↗

We introduce multi-frequency vector diffusion maps (MFVDM), a new framework for organizing and analyzing high dimensional datasets. The new method is a mathematical and algorithmic generalization of vector diffusion maps (VDM) and other non-linear dimensionality reduction methods. MFVDM combines different nonlinear emb…

2019-06-06abs ↗pdf ↗

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~(ε2)\widetilde{\mathcal{O}}(ε^{-2}).

The paper analyzes statistical guarantees for denoising reflected diffusion models.

problem The mismatch between theoretical design and implementation of diffusion models introduces issues in high-dimensional target data.
method The paper uses a reflected diffusion process as the driver of noise and establishes rates of convergence in total variation.
result The statistical guarantees for denoising reflected diffusion models match the minimax lower bound up to a polylogarithmic factor.