The University of Arizona
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Space-Time Bridge-Diffusion

Mathematical Physics and Probability Seminar

Space-Time Bridge-Diffusion
Series: Mathematical Physics and Probability Seminar
Location: MATH 402
Presenter: Hamidreza Behjoo, University of Arizona

In this paper, we present a novel method for generating i.i.d. samples from complex, high-dimensional real-valued probability distributions. These target distributions are implicitly defined by a set of Ground Truth (GT) samples. Our approach hinges on the design of a continuous and finite-time stochastic diffusion process, as well as its reverse counterpart. These processes are engineered to facilitate  optimal transport from a tractable initial probability distribution to the target distribution represented by the GT samples. A key feature of our method is the integration of space-time mixing strategies -- across both temporal and spatial dimensions. This integration exploits the inherent linearity of the spatio-temporal aspects of the stochastic process, along with the Gaussian nature of the conditional probability densities involved.

(zoom: https://arizona.zoom.us/j/86800353711)