arXiv AI

Strong Stochastic Flow Maps

arXiv:2606. 01086v1 Announce Type: cross Abstract: Flow and diffusion models generate high-quality samples in many modalities; however, many network evaluations are required during inference due to numerical integration of an underlying differential equation.

arXiv Machine Learning
Jun 10

It\^o maps for any-step SDEs

arXiv:2606. 11156v1 Announce Type: cross Abstract: Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics.

By Zhengkai Pan, Peter Potaptchik, Wenxi Yao, Michael S. Albergo, Jakiw Pidstrigach
arXiv Machine Learning
Sep 11

Deep operator learning for efficient sampling from invariant measures of stochastic differential equations

The paper presents an amortized neural sampler that merges operator learning with flow-based methods to efficiently sample from invariant measures of stochastic differential equations (SDEs). By mapping SDE coefficient functions to pushforwards from a reference measure, the approach shifts the sampling cost to an initial training phase, after which new SDE instances can be sampled with a single encoder pass and a few ODE solver steps, independent of mixing time. The framework incorporates Lagrangian trajectory sensors and cross attention to handle high-dimensional problems, and the authors provide theoretical guarantees of expressivity and resolution invariance, demonstrating competitive accuracy and significant speedups over MCMC in 1D, 2D, and 64D SDE families.

By Lin Guo, Li Lei, Jingtong Zhang
arXiv Machine Learning
Aug 27

Data-driven Effective Modeling of Stochastic Chemical Reaction Networks

The paper introduces a data-driven effective model for stochastic chemical reaction networks that bypasses the high computational cost of the Stochastic Simulation Algorithm (SSA). By approximating the finite-time transition kernel of the SSA-induced continuous-time Markov chain with a generative machine learning model, the method operates on a user-defined coarse time step independent of microscopic reaction events. Using a conditional normalizing flow as the stochastic propagator, the trained model recursively generates statistically consistent trajectories, achieving significant computational savings while maintaining accuracy, as demonstrated through numerous numerical examples.

By Yuan Chen, Weize Mao, Dongbin Xiu
arXiv Machine Learning
Jun 30

Neural Galerkin Normalizing Flow for Transition Probability Density Functions of Diffusion Models

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.

By Riccardo Saporiti, Fabio Nobile
arXiv Machine Learning
Aug 10

Sampling via Stochastic Interpolants by Langevin-based Velocity and Initialization Estimation in Flow ODEs

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.

By Chenguang Duan, Yuling Jiao, Gabriele Steidl, Christian Wald, Jerry Zhijian Yang, Ruizhe Zhang
arXiv AI
Aug 28

The Principles of Diffusion Models

The book "The Principles of Diffusion Models" outlines the foundational concepts behind diffusion models, tracing their evolution from a forward process that corrupts data into noise to a reverse process that reconstructs data. It presents three complementary perspectives—variational, score-based, and flow-based—each describing how a time-dependent velocity field transports a simple prior to the data distribution. The text also covers practical guidance for controllable generation, efficient solvers, and diffusion-inspired flow-map models, providing a mathematically grounded framework for readers with basic deep‑learning knowledge.

By Chieh-Hsin Lai, Yang Song, Dongjun Kim, Yuki Mitsufuji, Stefano Ermon
arXiv Machine Learning
Jul 22

Neural Kolmogorov Equations: Parallelizable Learning of Stochastic Dynamics under General Noise

arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.

By Arthur Bizzi, Olga Fink