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Niels Cariou-Kotlarek

Publications and source records attributed to Niels Cariou-Kotlarek.

2 recordsLinked to original sources

Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter

Diffusion models achieve state-of-the-art generative performance but remain computationally expensive at inference, often requiring many discretization steps. We propose Sig-DEG (Signature-based Differential Equation Generator), a generator for distilling pre-trained diffusion models. Inspired by high-order stochastic Taylor expansions, Sig-DEG combines partial signatures that summarize Brownian motion over subintervals with a recurrent structure to approximate stochastic differential equation solutions to achieve universality. We formulate distillation as supervised learning, matching fine-resolution teacher trajectories on a coarse time grid. At inference, Sig-DEG enables fast generation, as the partial signatures can be simulated exactly from their known distributions without requiring fine-grained Brownian paths. Experiments on image and time-series generation demonstrate competitive sample quality with inference speedups of up to several hundred times over the teacher. A Schrödinger bridge example further demonstrates Sig-DEG's applicability beyond diffusion distillation.

cs.LG↗

From Jumps to Signatures: a Generative Method for Temporal Point Processes

Rough path signatures are a universal feature map for continuous paths and, via the expected signature, characterise path distributions. These guarantees do not directly extend to cadlag paths of Temporal Point Processes (TPPs), limiting the use of signature methods for event sequences. Furthermore, neural TPP models, including recent generative approaches, optimise per-event objectives with no global sequence-level loss, while evaluation of variable-length event sequences lacks distributional discrepancy measures. This paper proposes a common pathwise framework for addressing these limitations. We introduce the interarrival embedding, a stable, injective lift from jump paths to continuous paths of bounded variation, extending signature methods to discrete event sequences. Our theoretical contributions give rise to sigTPP, the first signature-based generative model for TPPs, trained using a path-level loss on complete trajectories. We further analyse the space of counting paths and derive three distributional discrepancies, providing mathematically justified tools for evaluating generative TPP models. Across synthetic and real-world datasets, sigTPP achieves the best average rank based on eight complementary metrics, outperforms or is within a standard error of the strongest baseline in 64% of the dataset-metric pairs, and according to a relative score, improves against every baseline by at least 19% on average.

cs.LG↗