Feb. 9, 2024, 5:43 a.m. | Jonathan Crabb\'e Nicolas Huynh Jan Stanczuk Mihaela van der Schaar

cs.LG updates on arXiv.org arxiv.org

Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope of time series diffusion models. More specifically, we analyze whether representing time series in the frequency domain is a useful inductive bias for score-based diffusion models. By starting from the canonical SDE formulation of diffusion in the time domain, we show that a dual …

analysis analyze benefit cs.ai cs.lg development diffusion diffusion models domain explore fourier framework generative leads modelling paper processing question series signal through time series tool

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