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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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17335066 · Nov 201919922001200920172026
48 results for score-based filters

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.

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 particle filter uses diffusion models to improve state estimation from noisy data.

problem Sequentially estimating the state of a dynamical system from noisy and incomplete observations.
method Uses a diffusion model to simulate and predict system dynamics, incorporating noisy observations to refine predicted states.
result An unbiased particle filtering method that rigorously fuses observational data with diffusion model simulations.

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.

LD-EnSF speeds up data assimilation with sparse observations.

problem Efficiently assimilate sparse and noisy data into complex dynamical systems.
method LD-EnSF uses latent dynamics networks and history-aware LSTM encoders to process sparse observations without full-space simulations.
result Achieves significant speedups over existing methods while maintaining high accuracy.

Training-free model learns SDE dynamics without training, accelerating parameter studies.

problem High computational cost of simulating parameter-dependent SDEs.
method Training-free conditional diffusion model with joint kernel-weighted Monte Carlo estimator.
result Accurate approximation of conditional distributions across varying parameter values.

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.

A new method for signal recovery in high dimensions using projections and diffusion models.

problem Recovering a latent signal from noisy observations with unknown support.
method Metric projection estimator based on score matching in a diffusion model.
result The posterior distribution concentrates near the metric projection of the observed signal.

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.

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.

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.

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.

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.

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.

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.

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.

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.

SFG improves on-manifold sampling without labels or additional training.

problem Guiding score-based models on manifolds without labeled data or extra training.
method Developed saddle-free guidance (SFG) that uses curvature of log density estimates.
result SFG achieves state-of-the-art metrics in image generation without labeled data or additional training.

New method speeds up diffusion models without requiring complex assumptions.

problem Slow sampling in diffusion models due to high computational cost.
method Training-free acceleration scheme under minimal assumptions.
result Provable acceleration within O~(d5/4/ε)\widetilde{O}(d^{5/4}/\sqrt{\varepsilon}) iterations.

This paper bridges the gap between ODE and SDE in diffusion models using Fokker-Planck equations.

problem Empirical evidence shows that ODE-based samples from score-based diffusion models are inferior to SDE-based samples.
method The paper rigorously describes dynamics and approximations in training score-based diffusion models, linking them to Fokker-Planck equations.
result Adding a regularisation term based on the Fokker-Planck residual can close the gap between ODE- and SDE-induced distributions.

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.

Study tackles contamination and heterogeneity in multi-task learning, improving robustness and personalization.

problem Challenges in integrating related tasks due to contamination and heterogeneity.
method Proposes a filtering-based robust multi-task gradient descent method to estimate global and clean task-specific minimizers.
result Demonstrates improved robustness and personalization compared to existing methods.

ScoreAG generates unrestricted adversarial images maintaining semantic integrity.

problem Limited robustness evaluations due to p\ell_p-norm constraints.
method Score-Based Adversarial Generation (ScoreAG) using score-based generative models.
result ScoreAG improves robustness assessments across multiple benchmarks.

New framework uses score-based priors to solve ill-conditioned polynomial equations, improving signal recovery from noisy data.

problem Recovering signals from low-order moments in inverse problems, especially ill-conditioned polynomial equations.
method Integrates score-based diffusion priors with moment-based estimators to regularize and solve nonlinear inverse problems.
result Diffusion priors improve recovery from third-order moments and make super-resolution MTD feasible.

MAFLA improves sampling from heavy-tailed distributions using MH-inspired corrections.

problem Sampling from heavy-tailed and multimodal distributions when neither target nor proposal densities can be evaluated.
method Metropolis-Adjusted Fractional Langevin Algorithm (MAFLA) with Score Balance Matching.
result MAFLA significantly improves finite-time sampling accuracy over unadjusted fractional Langevin dynamics.

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.

Mathematical analysis improves SGMs, resolving memorization issues.

problem Improving performance and avoiding memorization in SGMs.
method Formulated SGMs using Wasserstein proximal operators and mean-field games.
result Improved SGM performance in terms of training samples and time.

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.

Score-based methods fail with isolated components and incorrect mixing proportions.

problem Score-based methods struggle with distributions having isolated components and incorrect mixing proportions.
method Score-based methods, including score matching, are used but fail in the presence of isolated components and incorrect mixing proportions.
result Score-based methods cannot discover isolated components or identify correct mixing proportions.

The paper analyzes the error accumulation in a compositional score-based algorithm for SBI.

problem How to effectively combine multiple observations to improve parameter inference.
method Study of the GAUSS algorithm's compositional score and its mean squared error.
result Established an upper bound on the mean squared error of the compositional score.

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.