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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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68137205273 · May 202619922001200920172026
48 results for regular diffusion

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 ↗

Diffusion models generalize better with hierarchical data structure and regularization.

problem Understanding generalization in diffusion models with finite data.
method Analyzing diffusion models through data covariance spectra and developing a theoretical framework based on linear neural networks.
result Generalization in diffusion models improves with hierarchical data structure and regularization.

Diffusion models' sampling paths lie in a low-dimensional subspace, resembling boomerangs.

problem Understanding the geometric structure of diffusion-based generative models.
method Characterization of deterministic sampling trajectories using low-dimensional subspace and kernel-estimated data modeling.
result Sampling trajectories in diffusion models are confined to a low-dimensional subspace and exhibit a boomerang shape.

Improved diffusion map enhances manifold regularization for semi-supervised learning.

problem Limited performance of manifold regularization models in capturing global structure.
method Enhanced diffusion map with improved label propagation function.
result Proposed method improves manifold regularization model's performance.

Sharp Lipschitz bounds for flow-matching and diffusion models with optimal sampling rates.

problem Establishing optimal Lipschitz regularity for flow-matching and diffusion models.
method Sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores.
result Achieves optimal sampling rate of d/N\sqrt{d}/N for Euler-type samplers in dimension dd.

Bi-Lipschitz flows approximate a wide range of distributions.

problem Characterizing the expressivity of bi-Lipschitz normalizing flows.
method Linking score regularity to transport map bi-Lipschitzness via probability flow ODE.
result Gaussian pullbacks induced by bi-Lipschitz variance-preserving transport maps are L1L^1-dense among all probability densities.

DDVI uses diffusion models for variational inference, improving latent variable model performance.

problem Improving variational inference in latent variable models.
method Introduces diffusion-based variational posteriors trained with a regularized ELBO.
result Outperforms alternative variational posteriors on various benchmarks and a biology task.

We propose regularization strategies for learning discriminative models that are robust to in-class variations of the input data. We use the Wasserstein-2 geometry to capture semantically meaningful neighborhoods in the space of images, and define a corresponding input-dependent additive noise data augmentation model. …

2019-09-15abs ↗pdf ↗

Gradient guidance improves diffusion models for optimizing specific objectives.

problem Improving diffusion models for specific optimization tasks.
method Established a mathematical framework for gradient-guided diffusion, linking it to optimization theory. Developed a modified gradient guidance method and iteratively fine-tuned version.
result Gradient-guided diffusion models are essentially solutions to regularized optimization problems, preserving latent structure.

Paper shows equivalence between NA and ACLMM in diffusion models.

problem No arbitrage condition and existence of ACLMM in general diffusion models.
method Investigates equivalence between NA and ACLMM in single asset diffusion market models.
result NA is equivalent to ACLMM plus mild conditions on scale function and absence of reflecting boundaries.

New analysis improves convergence guarantees for diffusion-based samplers in Wasserstein distance.

problem Improving convergence guarantees for diffusion-based generative models.
method Simple framework to analyze discretization, initialization, and score estimation errors.
result First Wasserstein convergence bound for the Heun sampler and improved results for Euler sampler.

This paper examines how Higher-Order Langevin Dynamics reduces memorization in diffusion models.

problem Memorization of training samples in diffusion models, violating copyright and privacy.
method Introduces Higher-Order Langevin Dynamics (HOLD) to regularize diffusion model trajectories.
result The dynamics of the data variable in HOLD are governed by a low-pass-filtered version of the learned score function, with smoothness increasing with model order.

New sampling and diffusion models methods introduced without density function assumptions.

problem Sampling and diffusion models without regularity assumptions.
method Inspired by reverse diffusion process, novel sampling and diffusion algorithms.
result Explicit convergence rate and dimension-free particle approximation convergence result.

Paper proves existence of solutions for complex surface diffusion equation.

problem Existence of solutions for anisotropic surface diffusion with elasticity.
method Cahn-Taylor minimizing movement scheme for three-dimensional analysis.
result Proves existence of classical solutions without curvature regularization.

Diffusion models can generalize well even with coarse scores, thanks to the manifold hypothesis.

problem Understanding why diffusion models generate novel samples with coarse scores.
method Exploring the manifold hypothesis to explain diffusion model behavior.
result Diffusion models trained with coarse scores can achieve near-parametric rates of generalization, faster than estimating the full data distribution.

We study the problem of identifying the source of a diffusion spreading over a regular tree. When the degree of each node is at least three, we show that it is possible to construct confidence sets for the diffusion source with size independent of the number of infected nodes. Our estimators are motivated by analogous …

2015-10-19abs ↗pdf ↗

The purpose of this work is to develop and study a distributed strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the expectation of some loss function with unknown probability distribution while the regularizers are assumed deterministic, but are not required…

2019-09-20abs ↗pdf ↗

Recently, Mahoney and Orecchia demonstrated that popular diffusion-based procedures to compute a quick \emph{approximation} to the first nontrivial eigenvector of a data graph Laplacian \emph{exactly} solve certain regularized Semi-Definite Programs (SDPs). In this paper, we extend that result by providing a statistica…

2011-10-08abs ↗pdf ↗

The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the singularity of the Lévy measure, this paper shows that the value function of this op…

2009-02-15abs ↗pdf ↗

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

Research provides explicit NPV expressions for double barrier strategies.

problem Calculating expected NPVs of double barrier strategies for regular diffusions.
method Explicit expression using bivariate q-scale function with perturbation technique.
result Explicit expressions for expected NPVs are derived for certain cases.

RL for jump-diffusions applies to financial portfolio selection and option hedging.

problem Optimizing control in systems with jump-diffusion dynamics.
method Entropy-regularized exploratory control with stochastic policies, using existing diffusion algorithms with modifications.
result RL algorithms and parameterizations are invariant to jumps in jump-diffusion systems.

Graph diffusion processes approximate manifold heat semigroups using graph transition matrices.

problem Approximating manifold heat semigroups from graph data under low regularity conditions.
method Iterating graph transition matrix PP to approximate Qt=etΔQ_t = e^{tΔ}, bounding error in \infty-norm.
result Convergence rates O(N2/(d+6))O(N^{-2/(d+6)}) for manifold heat semigroup approximation, valid for in-sample and out-of-sample.

In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area and the stopping time of another associated time-homogeneous diffusion. Then we …

2013-12-01abs ↗pdf ↗

Study optimal stopping for diffusion processes with unknown primitives, applying RL and martingale methods.

problem Optimal stopping for diffusion processes with unknown model primitives.
method Continuous-time reinforcement learning framework, variational inequality formulation, stochastic optimal control, entropy regularizer, semi-analytical optimal Bernoulli distribution, policy improvement theorem, policy iterations.
result Demonstrated high accuracy in learning value functions and characterizing free boundaries for various optimal stopping problems.

New algorithm enhances generative modeling for bounded domains.

problem Ad-hoc thresholding techniques for boundary enforcement in diffusion models.
method Reflected Schrödinger Bridge algorithm for entropy-regularized optimal transport.
result Generative modeling in diverse bounded domains with optimal transport properties.

There are several (mathematical) reasons why Dupire's formula fails in the non-diffusion setting. And yet, in practice, ad-hoc preconditioning of the option data works reasonably well. In this note we attempt to explain why. In particular, we propose a regularization procedure of the option data so that Dupire's local …

2013-02-22abs ↗pdf ↗

This paper improves generative models by using data scaling and theoretical analysis.

problem Challenges in selecting noise distributions for stable learning in generative models.
method Introduces Scale-GAN, which uses data scaling and variance-based regularization.
result Data scaling controls the bias-variance trade-off and improves stability and accuracy.

Diffusion-QL uses diffusion models to improve offline RL performance.

problem Offline RL struggles with function approximation errors on out-of-distribution actions.
method Diffusion-QL represents the policy as a conditional diffusion model and optimizes action-values.
result Diffusion-QL achieves state-of-the-art performance on D4RL benchmark tasks.

SNORE applies denoiser only on images with noise of adequate level for image restoration.

problem Image restoration challenges with iterative algorithms and denoising.
method SNORE framework using stochastic regularization and stochastic gradient descent.
result SNORE is competitive with state-of-the-art methods on deblurring and inpainting tasks.

Variational approach improves diffusion models for solving inverse problems.

problem Challenges in solving inverse problems with diffusion models due to the nonlinear and iterative nature of the diffusion process.
method Proposes a variational approach to approximate the posterior distribution, leading to regularization by denoising diffusion process (RED-Diff).
result Demonstrates improved performance in image restoration tasks compared to state-of-the-art sampling-based diffusion models.

Paper establishes a density formula for diffusion models, linking target density to score function.

problem Lack of theoretical foundation for optimizing DDPMs using ELBO.
method Developed a density formula for continuous-time diffusion processes, revealing the connection between target density and score function.
result The minimizer of the ELBO objective for DDPMs nearly coincides with the true objective, providing a theoretical foundation.

The paper develops stochastic methods on geometric spaces for transformations.

problem Existence and uniqueness of stochastic processes on geometric spaces.
method Stochastic parallel transport and equivariant diffusions on the group of diffeomorphisms.
result Existence and uniqueness of stochastic parallel transport and equivariant diffusions.