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math.ST2025
Model-free filtering in high dimensions via projection and score-based diffusions
Sören Christensen, Jan Kallsen, Claudia Strauch +1
We consider the problem of recovering a latent signal from its noisy observation . The unknown law of , and in particular its support , are ac…
stat.ML2025
Beyond Fixed Horizons: A Theoretical Framework for Adaptive Denoising Diffusions
Sören Christensen, Jan Kallsen, Claudia Strauch +1
We introduce a new class of generative diffusion models that, unlike conventional denoising diffusion models, achieve a time-homogeneous structure for both the noising and denoisin…