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Papers

Infinite-dimensional Diffusion Bridge Simulation via Operator Learning

2024-05-28 · Gefan Yang, Elizabeth Louise Baker, Michael L. Severinsen, Christy Anna Hipsley, Stefan Sommer

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling natural data can be challenging due to both the intractability of the drift term and continuous representations of the data. Although several methods are available to simulate finite-dimensional diffusion bridges, infinite-dimensional cases remain under explored. This paper presents a method that merges score matching techniques with operator learning, enabling a direct approach to learn the infinite-dimensional bridge and achieving a discretization equivariant bridge simulation. We conduct a series of experiments, ranging from synthetic examples with closed-form solutions to the stochastic nonlinear evolution of real-world biological shape data. Our method demonstrates high efficacy, particularly due to its ability to adapt to any resolution without extra training.

📄 PDF Abstract BibTeX arXiv:2405.18353

Code (1)

bookdiver/scoreoperator 공식 구현 jax

Tasks

Bayesian InferenceOperator learning

Methods 이 논문이 사용한 방법론

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