The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation through approximate SDE solutions, which limit scalability. In this work, we propose SDE Matching, a new simulation-free method for training Latent SDEs. Inspired by modern Score- and Flow Matching algorithms for learning generative dynamics, we extend these ideas to the domain of stochastic dynamics for time series and sequence modeling, eliminating the need for costly numerical simulations. Our results demonstrate that SDE Matching achieves performance comparable to adjoint sensitivity methods while drastically reducing computational complexity.

We present a formulation of flow matching as variational inference, which we refer to as variational flow matching (VFM). Based on this formulation we develop CatFlow, a flow matching method for categorical data. CatFlow is easy to implement, computationally efficient, and achieves strong results on graph generation tasks. In VFM, the objective is to approximate the posterior probability path, which is a distribution over possible end points of a trajectory. We show that VFM admits both the CatFlow objective and the original flow matching objective as special cases. We also relate VFM to score-based models, in which the dynamics are stochastic rather than deterministic, and derive a bound on the model likelihood based on a reweighted VFM objective. We evaluate CatFlow on one abstract graph generation task and two molecular generation tasks. In all cases, CatFlow exceeds or matches performance of the current state-of-the-art models.

Conventional diffusion models often rely on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative trajectories, and results in costly inference for diffusion models. To address these limitations, we introduce Neural Flow Diffusion Models (NFDM), a novel framework that enhances diffusion models by supporting a broader range of forward processes beyond the standard linear Gaussian. We also propose a novel parameterization technique for learning the forward process. Our framework provides an end-to-end, simulation-free optimization objective, effectively minimizing a variational upper bound on the negative log-likelihood. Experimental results demonstrate NFDM's strong performance, evidenced by state-of-the-art likelihoods across a range of image generation tasks. Furthermore, we investigate NFDM's capacity for learning generative dynamics with specific characteristics, such as deterministic straight lines trajectories, and demonstrate how the framework can be adopted for learning bridges between two distributions. The results underscores NFDM's versatility and its potential for a wide range of applications.

Drawing inspiration from the success of diffusion models in various domains, numerous research papers proposed methods for adapting them to text data. Despite these efforts, none of them has managed to achieve the quality of the large language models. In this paper, we conduct a comprehensive analysis of key components of the text diffusion models and introduce a novel approach named Text Encoding Diffusion Model (TEncDM). Instead of the commonly used token embedding space, we train our model in the space of the language model encodings. Additionally, we propose to use a Transformer-based decoder that utilizes contextual information for text reconstruction. We also analyse self-conditioning and find that it increases the magnitude of the model outputs, allowing the reduction of the number of denoising steps at the inference stage. Evaluation of TEncDM on two downstream text generation tasks, QQP and XSum, demonstrates its superiority over existing non-autoregressive models.

Denoising Diffusion Probabilistic Models (DDPMs) provide the foundation for the recent breakthroughs in generative modeling. Their Markovian structure makes it difficult to define DDPMs with distributions other than Gaussian or discrete. In this paper, we introduce Star-Shaped DDPM (SS-DDPM). Its star-shaped diffusion process allows us to bypass the need to define the transition probabilities or compute posteriors. We establish duality between star-shaped and specific Markovian diffusions for the exponential family of distributions and derive efficient algorithms for training and sampling from SS-DDPMs. In the case of Gaussian distributions, SS-DDPM is equivalent to DDPM. However, SS-DDPMs provide a simple recipe for designing diffusion models with distributions such as Beta, von Mises$\unicode{x2013}$Fisher, Dirichlet, Wishart and others, which can be especially useful when data lies on a constrained manifold. We evaluate the model in different settings and find it competitive even on image data, where Beta SS-DDPM achieves results comparable to a Gaussian DDPM. Our implementation is available at https://github.com/andrey-okhotin/star-shaped .

Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of transformations can potentially help train generative distributions more efficiently, simplifying the reverse process and closing the gap between the true negative log-likelihood and the variational approximation. In this paper, we present Neural Diffusion Models (NDMs), a generalization of conventional diffusion models that enables defining and learning time-dependent non-linear transformations of data. We show how to optimise NDMs using a variational bound in a simulation-free setting. Moreover, we derive a time-continuous formulation of NDMs, which allows fast and reliable inference using off-the-shelf numerical ODE and SDE solvers. Finally, we demonstrate the utility of NDMs with learnable transformations through experiments on standard image generation benchmarks, including CIFAR-10, downsampled versions of ImageNet and CelebA-HQ. NDMs outperform conventional diffusion models in terms of likelihood and produce high-quality samples.