We derive a general change of variables formula for score functions, showing that for a smooth, invertible transformation $\mathbf{y} = \phi(\mathbf{x})$, the transformed score function $\nabla_{\mathbf{y}} \log q(\mathbf{y})$ can be expressed directly in terms of $\nabla_{\mathbf{x}} \log p(\mathbf{x})$. Using this result, we develop two applications: First, we establish a reverse-time It\^o lemma for score-based diffusion models, allowing the use of $\nabla_{\mathbf{x}} \log p_t(\mathbf{x})$ to reverse an SDE in the transformed space without directly learning $\nabla_{\mathbf{y}} \log q_t(\mathbf{y})$. This approach enables training diffusion models in one space but sampling in another, effectively decoupling the forward and reverse processes. Second, we introduce generalized sliced score matching, extending traditional sliced score matching from linear projections to arbitrary smooth transformations. This provides greater flexibility in high-dimensional density estimation. We demonstrate these theoretical advances through applications to diffusion on the probability simplex and empirically compare our generalized score matching approach against traditional sliced score matching methods.

Precise positioning and navigation information has been increasingly important with the development of the consumer electronics market. Due to some deficits of Global Navigation Satellite System (GNSS), such as susceptible to interferences, integrating of GNSS with additional alternative sensors is a promising approach to overcome the performance limitations of GNSS-based localization systems. Ultra-Wideband (UWB) can be used to enhance GNSS in constructing an integrated localization system. However, most low-cost UWB devices lack a hardware-level time synchronization feature, which necessitates the estimation and compensation of the time-offset in the tightly coupled GNSS/UWB integration. Given the flexibility of probabilistic graphical models, the time-offset can be modeled as an invariant constant in the discretization of the continuous model. This work proposes a novel architecture in which Factor Graph Optimization (FGO) is hybrid with Extend Kalman Filter (EKF) for tightly coupled GNSS/UWB integration with online Temporal calibration (FE-GUT). FGO is utilized to precisely estimate the time-offset, while EKF provides initailization for the new factors and performs time-offset compensation. Simulation-based experiments validate the integrated localization performance of FE-GUT. In a four-wheeled robot scenario, the results demonstrate that, compared to EKF, FE-GUT can improve horizontal and vertical localization accuracy by 58.59\% and 34.80\%, respectively, while the time-offset estimation accuracy is improved by 76.80\%. All the source codes and datasets can be gotten via https://github.com/zhaoqj23/FE-GUT/.

Transformers are the dominant architecture for sequence modeling, but there is growing interest in models that use a fixed-size latent state that does not depend on the sequence length, which we refer to as "generalized state space models" (GSSMs). In this paper we show that while GSSMs are promising in terms of inference-time efficiency, they are limited compared to transformer models on tasks that require copying from the input context. We start with a theoretical analysis of the simple task of string copying and prove that a two layer transformer can copy strings of exponential length while GSSMs are fundamentally limited by their fixed-size latent state. Empirically, we find that transformers outperform GSSMs in terms of efficiency and generalization on synthetic tasks that require copying the context. Finally, we evaluate pretrained large language models and find that transformer models dramatically outperform state space models at copying and retrieving information from context. Taken together, these results suggest a fundamental gap between transformers and GSSMs on tasks of practical interest.