Can diffusion models capture extreme event statistics?

DOI10.1016/J.CMA.2024.117589MaRDI QIDQ7019024zbMATH OpenFDO

Authors Stamatis Stamatelopoulos, T. P. Sapsis

Publication date 5 March 2025

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CMA.2024.117589

zbMATH Keywords

diffusion modelingextreme eventsgeometry

Mathematics Subject Classification ID

NLS equations (nonlinear Schrödinger equations) (35Q55) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Statistics of extreme values; tail inference (62G32) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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Cited in

(1)

• Modeling partially observed nonlinear dynamical systems and efficient data assimilation via discrete-time conditional Gaussian Koopman network

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