Generative modelling with jump-diffusions

Adrian Baule

doi:10.1088/1742-5468/ae5a22

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Generative modelling with jump-diffusions

2026-05-01

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Adrian Baule *

DOI：10.1088/1742-5468/ae5a22

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Abstract

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Score-based diffusion models generate samples from an unknown target distribution using a time-reversed diffusion process. While such models represent state-of-the-art approaches in industrial applications such as artificial image generation, it has recently been noted that their performance can be further improved by considering injection noise with heavy tailed characteristics. Here, I present a generalization of generative diffusion processes to a wide class of non-Gaussian noise processes. I consider forward processes driven by standard Gaussian noise with super-imposed Poisson jumps representing a finite activity L & eacute;vy process. The generative process is shown to be governed by a generalized score function that depends on the jump amplitude distribution and can be estimated by minimizing a simple MSE loss as in conventional Gaussian models. Both probability flow ordinary differential equation and stochastic differential equation formulations are derived using basic technical effort. A detailed implementation for a pure jump process with Laplace distributed amplitudes yields a generalized score function in closed analytical form and is shown to outperform the equivalent Gaussian model in specific parameter regimes.

Keywords:

machine learning