arXiv Machine Learning

Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming

arXiv:2606. 05649v1 Announce Type: cross Abstract: Scenario generation is a critical component in stochastic programming (SP), as it directly influences the quality of decision-making under uncertainty.

arXiv Machine Learning
Jun 4

Contextual Scenario Generation for Two-Stage Stochastic Programming

arXiv:2502. 05349v2 Announce Type: replace-cross Abstract: Two-stage stochastic programs (2SPs) are widely used for decision-making under uncertainty, but their practical deployment is often limited by the large number of scenarios needed to approximate the conditional distribution of uncertain outcomes.

By David Islip, Roy H. Kwon, Sanghyeon Bae, Woo Chang Kim
arXiv AI
Jun 2

Efficient Weighted Sampling via Score-based Generative Models

arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.

By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana
arXiv Machine Learning
Jul 2

Decision-Aware Training for Sample-Based Generative Models

arXiv:2607. 01171v1 Announce Type: new Abstract: Sample-based generative models are increasingly used for probabilistic forecasting in high-stakes decision settings, yet their training objectives are blind to the decision maker's cost structure.

By Kornelius Raeth, Nicole Ludwig
arXiv Machine Learning
Aug 31

Conditional Diffusion Models for Energy-Efficient Driving

The paper presents a conditional diffusion model that generates electric vehicle battery‑current profiles conditioned on route features such as velocity and ambient temperature. Using a latent conditioning encoder and a temporal 1D U‑Net denoising backbone, the model produces realistic current trajectories that capture both the overall envelope and sharp transient events. On a dataset of 12,000 trips from nine vehicles, the model achieves a Wasserstein distance of 0.0029, outperforming direct condition injection by 89.1% in Wasserstein distance and 52.8% in MAE.

By Hemanth Neelgund Ramesh, Andr\'e Snoeck, Chyi-Fu Hong, Shijing Sun
arXiv Machine Learning
Jul 2

TRIE: An Evaluation Framework for Stochastic PDE Surrogates

arXiv:2607. 00196v1 Announce Type: new Abstract: Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise.

By Bharat Srikishan, Javier E. Santos, Nikhil Muralidhar, Charles D. Young