3 papers
q-fin.ST2026
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
Minshuo Chen, Renyuan Xu, Yumin Xu +1
Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common…
cs.LG2025
Diffusion Transformers for Imputation: Statistical Efficiency and Uncertainty Quantification
Zeqi Ye, Minshuo Chen
Imputation methods play a critical role in enhancing the quality of practical time-series data, which often suffer from pervasive missing values. Recently, diffusion-based generati…
stat.ML2024
On Statistical Rates of Conditional Diffusion Transformers: Approximation, Estimation and Minimax Optimality
Jerry Yao-Chieh Hu, Weimin Wu, Yi-Chen Lee +3
We investigate the approximation and estimation rates of conditional diffusion transformers (DiTs) with classifier-free guidance. We present a comprehensive analysis for ``in-conte…