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
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
arXiv AI
Jun 10

MMD Guidance: Training-Free Distribution Adaptation for Diffusion Models via Maximum Mean Discrepancy Guidance

arXiv:2601. 08379v2 Announce Type: replace-cross Abstract: Pre-trained diffusion models have emerged as powerful generative priors for both unconditional and conditional sample generation, yet their outputs often deviate from the characteristics of user-specific target data.

By Matina Mahdizadeh Sani, Nima Jamali, Mohammad Jalali, Farzan Farnia