The paper introduces Moment Guided Diffusion (MGD), a new method that blends diffusion-based generative modeling with classical maximum entropy techniques. MGD samples maximum entropy distributions by solving a stochastic differential equation that steers moments toward specified values in finite time, thereby avoiding the slow mixing of traditional MCMC or Langevin dynamics. The authors prove convergence to the maximum entropy distribution in the large-volatility limit and provide a tractable entropy estimator, demonstrating the method on financial time series, turbulent flows, and cosmological fields using wavelet scattering moments.
arXiv:2607. 10067v1 Announce Type: new Abstract: While autoregressive models optimize the exact data likelihood via the chain rule, diffusion models are typically trained with denoising objectives.
arXiv:2601. 21026v2 Announce Type: replace-cross Abstract: Sampling configurations at thermodynamic equilibrium is a central challenge in statistical physics.
arXiv:2601. 08527v3 Announce Type: replace-cross Abstract: We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants.
arXiv:2509.26364v3 Announce Type: replace Abstract: The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certa...
arXiv:2608. 02799v1 Announce Type: cross Abstract: Score-based diffusion models are typically formulated using continuous-time stochastic differential equations and measure-theoretic stochastic calculus.
arXiv:2606. 00293v1 Announce Type: new Abstract: Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified.
arXiv:2606. 16610v1 Announce Type: cross Abstract: Diffusion Flow Matching (DFM) has recently emerged as a versatile framework for generative modeling, yet its theoretical convergence properties remain only partially understood.
arXiv:2607. 26285v1 Announce Type: cross Abstract: Two central challenges in diffusion-based sampling are the theoretical one of understanding their remarkable effectiveness even in high-dimensional settings, and the practical one of designing algorithms with certified performance guarantees.
Parameter estimation in stochastic differential equations is a classical statistical problem of much importance in many scientific fields. Recent work of Tapia Costa et al.
arXiv:2607. 19332v1 Announce Type: new Abstract: Generative models have undergone many generations of evolution, from VAEs/GANs to diffusion/flow matching.
arXiv:2602.19600v2 Announce Type: replace Abstract: Many high-dimensional datasets concentrate near a low-dimensional structure embedded in the ambient space. Generative models for such data must con...
arXiv:2606. 30574v1 Announce Type: new Abstract: Many modern generative modeling methods, including diffusion models, normalizing flows, and flow matching, estimate transport maps or plans between distributions without explicitly targeting an optimal transport (OT) map.