# Deep Generative Modeling with Backward Stochastic Differential Equations

arXiv: https://arxiv.org/abs/2304.04049 · HTML: https://mlsanity.com/paper/2304.04049/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 32 of its 46 references that are in the map.
- First posted on arXiv 8 Apr 2023.

## Builds on (most cited first, 30 of 32)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Diffusion Models Beat GANs on Image Synthesis](https://mlsanity.com/paper/2105.05233/) (2021)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Hierarchical Text-Conditional Image Generation with CLIP Latents](https://mlsanity.com/paper/2204.06125/) (2022)
- [Photorealistic Text-to-Image Diffusion Models with Deep Language Understanding](https://mlsanity.com/paper/2205.11487/) (2022)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [GLIDE: Towards Photorealistic Image Generation and Editing with Text-Guided Diffusion Models](https://mlsanity.com/paper/2112.10741/) (2021)
- [DreamFusion: Text-to-3D using 2D Diffusion](https://mlsanity.com/paper/2209.14988/) (2022)
- [Make-A-Video: Text-to-Video Generation without Text-Video Data](https://mlsanity.com/paper/2209.14792/) (2022)
- [Diffusion Models: A Comprehensive Survey of Methods and Applications](https://mlsanity.com/paper/2209.00796/) (2022)
- [Diffusion Models in Vision: A Survey](https://mlsanity.com/paper/2209.04747/) (2022)
- [Solving high-dimensional partial differential equations using deep learning](https://mlsanity.com/paper/1707.02568/) (2017)
- [Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations](https://mlsanity.com/paper/1706.04702/) (2017)
- [Training generative neural networks via Maximum Mean Discrepancy optimization](https://mlsanity.com/paper/1505.03906/) (2015)
- [Neural Jump Stochastic Differential Equations](https://mlsanity.com/paper/1905.10403/) (2019)
- [Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations](https://mlsanity.com/paper/1804.07010/) (2018)
- [Score-based Generative Modeling Secretly Minimizes the Wasserstein Distance](https://mlsanity.com/paper/2212.06359/) (2022)
- [Convergence of the Deep BSDE Method for Coupled FBSDEs](https://mlsanity.com/paper/1811.01165/) (2018)
- [Three algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning](https://mlsanity.com/paper/1907.05327/) (2019)
- [Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions](https://mlsanity.com/paper/1909.11532/) (2019)
- [Learning High-Dimensional McKean-Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence](https://mlsanity.com/paper/2204.11924/) (2022)
- [From Points to Functions: Infinite-dimensional Representations in Diffusion Models](https://mlsanity.com/paper/2210.13774/) (2022)
- [Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems](https://mlsanity.com/paper/2210.04118/) (2022)
- [Convergence of the Deep BSDE method for FBSDEs with non-Lipschitz coefficients](https://mlsanity.com/paper/2101.01869/) (2021)
- [Geometry of Score Based Generative Models](https://mlsanity.com/paper/2302.04411/) (2023)
- [Deep BSDE-ML Learning and Its Application to Model-Free Optimal Control](https://mlsanity.com/paper/2201.01318/) (2022)
- [Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps](https://mlsanity.com/paper/2301.12895/) (2023)

## Abstract (arXiv)

This paper proposes a novel deep generative model, called BSDE-Gen, which combines the flexibility of backward stochastic differential equations (BSDEs) with the power of deep neural networks for generating high-dimensional complex target data, particularly in the field of image generation. The incorporation of stochasticity and uncertainty in the generative modeling process makes BSDE-Gen an effective and natural approach for generating high-dimensional data. The paper provides a theoretical framework for BSDE-Gen, describes its model architecture, presents the maximum mean discrepancy (MMD) loss function used for training, and reports experimental results.