arXiv Machine Learning

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.

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 AI
Jun 2

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.

By Sam McCallum, Zander W. Blasingame, Timothy Herschell, Niklas Rindtorff, Alexander Tong, James Foster
arXiv Machine Learning
Jun 9

In-Context Learning of Stochastic Differential Equations with Foundation Inference Models

arXiv:2502. 19049v3 Announce Type: replace Abstract: Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function.

By Patrick Seifner, Kostadin Cvejoski, David Berghaus, Cesar Ojeda, Ramses J. Sanchez
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
arXiv AI
Jun 3

Physics-informed diffusion models in spectral space

arXiv:2602. 09708v2 Announce Type: replace-cross Abstract: We propose physics-informed spectral diffusion (PISD), a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of partial differential equations (PDEs) conditioned on partial observations, which includes, in particular, forward and inverse PDE problems.

By Davide Gallon, Philippe von Wurstemberger, Patrick Cheridito, Arnulf Jentzen