Figure 1 (top panels): Numerical validation of the Malliavin score formula for the heat equation and Ornstein–Uhlenbeck process
Score-Based Diffusion Models in Infinite Dimensions: A Malliavin Calculus Perspective
Figure 1 (top panels): Numerical validation of the Malliavin score formula for the heat equation and Ornstein–Uhlenbeck process
Score-Based Diffusion Models in Infinite Dimensions: A Malliavin Calculus Perspective
Abstract
Malliavin calculus provides a foundation for score-based diffusion models in infinite dimensions, with score formulas for generative modelling in function spaces.
Type
Publication
Journal of Machine Learning for Modeling and Computing, 7(2)
Figure 1 (top panels): Numerical validation of the Malliavin score formula for the heat equation and Ornstein–Uhlenbeck process. Source paper, page 20.