arXiv:2607. 01693v1 Announce Type: new Abstract: These notes give a proof-oriented introduction to diffusion models from the viewpoint of sampling, tracing a single arc from classical sampling dynamics to modern diffusion samplers, their error analysis, and inference-time control.
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:2606. 02115v1 Announce Type: cross Abstract: Parameter estimation in stochastic differential equations is a classical statistical problem of much importance in many scientific fields.
arXiv:2606. 01645v1 Announce Type: cross Abstract: Diffusion models have emerged as a leading framework for deep generative modeling.
arXiv:2606. 15835v1 Announce Type: cross Abstract: Diffusion models have achieved impressive empirical success in generative tasks, and their convergence theory is now relatively well understood.
arXiv:2505. 06800v2 Announce Type: replace-cross Abstract: Diffusion-based generative models have renewed interest in stochastic differential equation methods for sampling from complex distributions.
Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow. This paper develops a non-asymptotic error analysis for such SMC samplers.
arXiv:2512. 08022v2 Announce Type: replace-cross Abstract: We propose a novel diffusion-based posterior sampling method within a plug-and-play framework.
arXiv:2606. 04324v1 Announce Type: new Abstract: One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function.
We’ve simplified, stabilized, and scaled continuous-time consistency models, achieving comparable sample quality to leading diffusion models, while using only two sampling steps.
arXiv:2607. 04780v1 Announce Type: cross Abstract: Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow.
One of the primary challenges in Bayesian inference on the parameters of a diffusion model from discrete observations is the unavailability of an analytical expression for the transition density function between consecutive observation times, which is needed to derive the likelihood function. Extending previous studies that solve Fokker-Planck (FP) type partial differential equations with Normalizing Flows, we propose a new Normalizing Flow architecture to learn the transition density function of the diffusion process between two observation times.
arXiv:2603. 18907v2 Announce Type: replace Abstract: We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass.