A Continuous Time Framework for Discrete Denoising Models
- URL: http://arxiv.org/abs/2205.14987v1
- Date: Mon, 30 May 2022 10:37:41 GMT
- Title: A Continuous Time Framework for Discrete Denoising Models
- Authors: Andrew Campbell, Joe Benton, Valentin De Bortoli, Tom Rainforth,
George Deligiannidis, Arnaud Doucet
- Abstract summary: We provide the first complete continuous time framework for denoising diffusion models of discrete data.
This is achieved by formulating the forward noising process and corresponding reverse time generative process as Continuous Time Markov Chains (CTMCs)
- Score: 43.135447812798155
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We provide the first complete continuous time framework for denoising
diffusion models of discrete data. This is achieved by formulating the forward
noising process and corresponding reverse time generative process as Continuous
Time Markov Chains (CTMCs). The model can be efficiently trained using a
continuous time version of the ELBO. We simulate the high dimensional CTMC
using techniques developed in chemical physics and exploit our continuous time
framework to derive high performance samplers that we show can outperform
discrete time methods for discrete data. The continuous time treatment also
enables us to derive a novel theoretical result bounding the error between the
generated sample distribution and the true data distribution.
Related papers
- Convergence of Score-Based Discrete Diffusion Models: A Discrete-Time Analysis [56.442307356162864]
We study the theoretical aspects of score-based discrete diffusion models under the Continuous Time Markov Chain (CTMC) framework.
We introduce a discrete-time sampling algorithm in the general state space $[S]d$ that utilizes score estimators at predefined time points.
Our convergence analysis employs a Girsanov-based method and establishes key properties of the discrete score function.
arXiv Detail & Related papers (2024-10-03T09:07:13Z) - Convergence Analysis of Discrete Diffusion Model: Exact Implementation
through Uniformization [17.535229185525353]
We introduce an algorithm leveraging the uniformization of continuous Markov chains, implementing transitions on random time points.
Our results align with state-of-the-art achievements for diffusion models in $mathbbRd$ and further underscore the advantages of discrete diffusion models in comparison to the $mathbbRd$ setting.
arXiv Detail & Related papers (2024-02-12T22:26:52Z) - Fast Sampling via Discrete Non-Markov Diffusion Models [49.598085130313514]
We propose a discrete non-Markov diffusion model, which admits an accelerated reverse sampling for discrete data generation.
Our method significantly reduces the number of function evaluations (i.e., calls to the neural network), making the sampling process much faster.
arXiv Detail & Related papers (2023-12-14T18:14:11Z) - ChiroDiff: Modelling chirographic data with Diffusion Models [132.5223191478268]
We introduce a powerful model-class namely "Denoising Diffusion Probabilistic Models" or DDPMs for chirographic data.
Our model named "ChiroDiff", being non-autoregressive, learns to capture holistic concepts and therefore remains resilient to higher temporal sampling rate.
arXiv Detail & Related papers (2023-04-07T15:17:48Z) - Score-based Continuous-time Discrete Diffusion Models [102.65769839899315]
We extend diffusion models to discrete variables by introducing a Markov jump process where the reverse process denoises via a continuous-time Markov chain.
We show that an unbiased estimator can be obtained via simple matching the conditional marginal distributions.
We demonstrate the effectiveness of the proposed method on a set of synthetic and real-world music and image benchmarks.
arXiv Detail & Related papers (2022-11-30T05:33:29Z) - Modeling Temporal Data as Continuous Functions with Stochastic Process
Diffusion [2.2849153854336763]
temporal data can be viewed as discretized measurements of the underlying function.
To build a generative model for such data we have to model the process that governs it.
We propose a solution by defining the denoising diffusion model in the function space.
arXiv Detail & Related papers (2022-11-04T17:02:01Z) - Online Time Series Anomaly Detection with State Space Gaussian Processes [12.483273106706623]
R-ssGPFA is an unsupervised online anomaly detection model for uni- and multivariate time series.
For high-dimensional time series, we propose an extension of Gaussian process factor analysis to identify the common latent processes of the time series.
Our model's robustness is improved by using a simple to skip Kalman updates when encountering anomalous observations.
arXiv Detail & Related papers (2022-01-18T06:43:32Z) - Continuous Latent Process Flows [47.267251969492484]
Partial observations of continuous time-series dynamics at arbitrary time stamps exist in many disciplines. Fitting this type of data using statistical models with continuous dynamics is not only promising at an intuitive level but also has practical benefits.
We tackle these challenges with continuous latent process flows (CLPF), a principled architecture decoding continuous latent processes into continuous observable processes using a time-dependent normalizing flow driven by a differential equation.
Our ablation studies demonstrate the effectiveness of our contributions in various inference tasks on irregular time grids.
arXiv Detail & Related papers (2021-06-29T17:16:04Z) - Symbolic Music Generation with Diffusion Models [4.817429789586127]
We present a technique for training diffusion models on sequential data by parameterizing the discrete domain in the continuous latent space of a pre-trained variational autoencoder.
We show strong unconditional generation and post-hoc conditional infilling results compared to autoregressive language models operating over the same continuous embeddings.
arXiv Detail & Related papers (2021-03-30T05:48:05Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.