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cs.LG2025
Generating solution paths of Markovian stochastic differential equations using diffusion models
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI metho…
cs.LG2024★ 1 cited
Reward-Directed Score-Based Diffusion Models via q-Learning
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functi…