A Jump-Diffusion Framework for Irregular Time Series Generation

arXiv:2505.23215 · math.NA, cs.LG, cs.NA · Submitted 2025-05-29 · Read on arXiv

math.NA, cs.LG, cs.NA

Submitted: 2025-05-29

Updated: 2026-09-09

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Flow Matching — 6× in this paper · explained in 8 episodes
• Generative Modeling — 6× in this paper · explained in 3 episodes
• Trace — 6× in this paper · explained in 2 episodes
• Loss Function — 5× in this paper · explained in 2 episodes
• Adam — 2× in this paper · explained in 2 episodes
• Diffusion Model — 2× in this paper · explained in 8 episodes
• Diffusion Models — 2× in this paper · explained in 6 episodes
• Generative Model — 2× in this paper · explained in 2 episodes
• Activation Function — 1× in this paper · explained in 1 episode
• Adversarial Training — 1× in this paper · explained in 1 episode
• Diffusion Process — 1× in this paper · explained in 2 episodes
• Generative Models — 1× in this paper · explained in 2 episodes
• Gradient Flow — 1× in this paper · explained in 2 episodes
• Latent Diffusion Model — 1× in this paper · explained in 2 episodes
• Latent Diffusion Models — 1× in this paper · explained in 2 episodes
• Maximum Mean Discrepancy — 1× in this paper
• Normalizing Flow — 1× in this paper · explained in 3 episodes
• Normalizing Flows — 1× in this paper · explained in 4 episodes
• Optimal Transport — 1× in this paper · explained in 5 episodes
• Rectified Flow — 1× in this paper · explained in 3 episodes
• Uncertainty Quantification — 1× in this paper · explained in 8 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• Stochastic Interpolants: A Unifying Framework for Flows and Diffusions
• Deep Hedging
• Adam: A Method for Stochastic Optimization
• Flow Matching: Markov Kernels, Stochastic Processes and Transport Plans
• Schr\"odinger Bridge Problem for Jump Diffusions

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