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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.

168,695 papers · 148 categories

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213427640853 · Jun 202019922001200920172026
48 results for score-based approach

Paper analyzes stability and forgetting in score-based generative models.

problem Understanding the stability and long-time behavior of generative models.
method Quantitative bounds on sampling error using stability and forgetting properties of the Markov chain.
result Provides practical consequences of stability and contraction mechanism in sampling.

RSGMs extend SGMs to Riemannian manifolds for better data modeling.

problem Current SGMs are limited to Euclidean spaces; RSGMs handle Riemannian manifolds.
method RSGMs use a noising stage with a diffusion process and a denoising model approximating the time-reversal of the diffusion on Riemannian manifolds.
result RSGMs improve generative modeling for data on Riemannian manifolds.

BaM improves BBVI by optimizing a score-based divergence, leading to faster convergence.

problem Slow convergence of black-box variational inference methods.
method Batch and match (BaM) approach based on a score-based divergence.
result BaM converges exponentially quickly to the target mean and covariance.

This research analyzes and accelerates score-based diffusion models using discretization and Hessian information.

problem Theoretical foundations and convergence analysis of score-based diffusion models.
method Investigation of various discretization schemes, including Euler, exponential integrators, and midpoint randomization. Proposal of an accelerated sampler based on local linearization method.
result Hessian-based approach achieves faster convergence rates of order $\widetilde{\mathcal{O}}\left(\frac{1}{\varepsilon} ight)$, significantly improving upon vanilla diffusion models.

CSDI improves time series imputation by 40-65% over existing methods.

problem Imputing missing values in time series data.
method Conditional Score-based Diffusion models conditioned on observed data.
result CSDI improves by 40-65% over existing probabilistic imputation methods on popular metrics.

Improved image compression with diffusion models outperforming state-of-the-art methods.

problem Difficulties in replicating text-to-image success in image compression.
method Two-stage approach combining autoencoder targeting MSE followed by score-based decoder.
result Significantly improved perceptual quality at a given bit-rate, measured by FID score.

Unified approach unites GANs and diffusion models using particle methods.

problem Combining GANs and diffusion models for generative tasks.
method Proposes a unified framework where generator training is seen as a generalization of particle models.
result Demonstrates that GANs and diffusion models can be integrated within a unified framework.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

Unified kernel-based methods improve nonlinear causal discovery.

problem Identifying nonlinear causal relationships between time series variables.
method Unified Kernel Principal Component Regression (KPCR) and Gaussian Process score-based model with Smooth Information Criterion.
result Improved performance in time series nonlinear causal discovery.

Adaptive learning of SPDE solutions using score-based diffusion models.

problem Model errors and reduced accuracy in SPDE solutions due to incomplete physical knowledge and environmental variability.
method Score-based diffusion models with recursive Bayesian inference, incorporating simulation data and observational information.
result Accuracy and robustness of the proposed method demonstrated on benchmark SPDEs.

New method combines gradient optimization with constraint-based techniques for causal discovery.

problem Causal discovery from observational data, especially with small sample sizes.
method Differentiable dd-separation scores using percolation theory and soft logic for gradient-based optimization of conditional independence constraints.
result Empirical evaluations show robust performance in low-sample regimes, surpassing traditional methods.

Unified score and distance-based GoF tests for model adequacy.

problem Difficulty in extending score-based GoF tests to nonparametric alternatives.
method Introducing semiparametric kernelized Stein discrepancy (SKSD) test.
result SKSD test is computationally efficient and universally consistent.

A new method improves density ratio estimation with fewer function evaluations.

problem Stable and accurate estimation of density ratios with high variance issues.
method Diffusion Secant Alignment for Score-Based Density Ratio Estimation (ISA-DRE)
result ISA-DRE achieves comparable or superior results with fewer function evaluations.

Score-based models improve diffuse optical tomography accuracy.

problem Improving accuracy in diffuse optical tomography with uncertainty quantification.
method Score-based diffusion models with a mixed score function to prevent overfitting.
result Data-driven prior distribution results in posterior samples with low variance and centred around the ground truth.

Polynomial convergence proved for SGM, improving over previous methods.

problem Learning probability distributions from data and generating samples efficiently.
method Proved polynomial convergence for SGM using accurate score estimates.
result First polynomial convergence guarantees for SGM, independent of dimensionality.

Framework uses diffusion models to infer material properties from noisy mechanical measurements.

problem Inference of spatially varying material properties from noisy mechanical responses.
method Conditional score-based diffusion models approximating the score function of a conditional distribution.
result Framework can efficiently solve large-scale physics-based inverse problems.

A novel score-based method solves high-dimensional Fokker-Planck equations with improved accuracy and speed.

problem High-dimensional Fokker-Planck equations suffer from the curse of dimensionality, leading to numerical errors and slow sampling.
method Score-based Physics-Informed Neural Networks (PINNs) that fit the score function in SDEs, using three methods: Score Matching, Sliced Score Matching, and Score-PINN.
result The score-based method outperforms traditional Monte Carlo and vanilla PINNs in high-dimensional settings, offering faster sampling and reduced errors.

A new algorithm learns MAGs from data more efficiently using entropy.

problem Learning MAGs from data is unstable and computationally expensive.
method Uses entropy estimation and refined Markov property to score MAGs.
result Algorithm is polynomial in number of nodes and outperforms existing methods.

Develops methods to simulate rare transitions in molecular systems.

problem Rare transitions between metastable states in molecular systems are difficult to study due to limited data.
method Two novel methods: chain-based and midpoint-based approaches.
result Demonstrates effectiveness of methods in both data-rich and data-scarce scenarios.

MASF improves score-based filters for high-dimensional nonlinear systems with spatially sparse measurements.

problem Challenges in data assimilation for nonlinear, high-dimensional systems with spatially sparse measurements.
method Developed a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score.
result MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters, achieving up to a 28.2× wall-clock speedup.

Abstract: Generalizes SGMs to infinite-dimensional Hilbertian setting.

problem Difficulties in extending SGMs to infinite-dimensional settings.
method Uses Gamma and Malliavin Calculus, Dirichlet forms, Wiener chaoses, and time-reversal formula.
result Generalized SGMs to Hilbertian setting with finite-dimensional entropic convergence bounds.

Reflected Diffusion Models improve on score-based models by incorporating data constraints.

problem Numerical error in score-based models leads to unnatural samples.
method Reverses a reflected stochastic differential equation on data support, learning perturbed score function through generalized score matching loss.
result Improves sample quality and fidelity without architectural modifications.

We solve the paradox of score-based methods by minimizing path variance.

problem Score-based methods are path-dependent, leading to inaccurate and unstable estimators.
method Propose MVP Principle to minimize path variance, derive closed-form expression, and use flexible Kumaraswamy Mixture Model.
result Establishes new state-of-the-art results on challenging benchmarks.

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

A new method improves density ratio estimation efficiency and accuracy.

problem Density ratio estimation trade-off between quality and efficiency.
method One-step Score-based Density Ratio Estimation (OS-DRE) combining analytic and solver-free approach.
result OS-DRE offers a favorable balance between estimation quality and inference efficiency.

We introduce SADs to reveal how network architecture shapes score-based generative models.

problem Understanding and predicting the inductive biases of score-based generative models.
method Introducing Score Anisotropy Directions (SADs) to analyze network architecture.
result SADs reliably capture model behavior and correlate with performance.

This research creates efficient models for cyclo-stationary systems using generative methods.

problem Efficiently modeling systems with periodic forcing.
method Score-based generative modeling for reduced-order models.
result Accurately reproduces statistical properties and temporal correlations of cyclo-stationary time series.