# Time-dependent density estimation using binary classifiers

arXiv: https://arxiv.org/abs/2506.15505 · HTML: https://mlsanity.com/paper/2506.15505/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 41 of its 76 references that are in the map.
- First posted on arXiv 18 Jun 2025.

## Builds on (most cited first, 30 of 41)

- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms](https://mlsanity.com/paper/1708.07747/) (2017)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Flow Straight and Fast: Learning to Generate and Transfer Data with Rectified Flow](https://mlsanity.com/paper/2209.03003/) (2022)
- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Fourier Features Let Networks Learn High Frequency Functions in Low Dimensional Domains](https://mlsanity.com/paper/2006.10739/) (2020)
- [An overview of gradient descent optimization algorithms](https://mlsanity.com/paper/1609.04747/) (2016)
- [Building Normalizing Flows with Stochastic Interpolants](https://mlsanity.com/paper/2209.15571/) (2022)
- [Stochastic Interpolants: A Unifying Framework for Flows and Diffusions](https://mlsanity.com/paper/2303.08797/) (2023)
- [Automatic differentiation in machine learning: a survey](https://mlsanity.com/paper/1502.05767/) (2015)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Models](https://mlsanity.com/paper/1810.01367/) (2018)
- [Solving high-dimensional partial differential equations using deep learning](https://mlsanity.com/paper/1707.02568/) (2017)
- [Your Classifier is Secretly an Energy Based Model and You Should Treat it Like One](https://mlsanity.com/paper/1912.03263/) (2019)
- [Flow Matching Guide and Code](https://mlsanity.com/paper/2412.06264/) (2024)
- [Rectified Flow: A Marginal Preserving Approach to Optimal Transport](https://mlsanity.com/paper/2209.14577/) (2022)
- [How to Train Your Energy-Based Models](https://mlsanity.com/paper/2101.03288/) (2021)
- [ADBench: Anomaly Detection Benchmark](https://mlsanity.com/paper/2206.09426/) (2022)
- [Likelihood Training of Schr"odinger Bridge using Forward-Backward SDEs Theory](https://mlsanity.com/paper/2110.11291/) (2021)
- [Dual Diffusion Implicit Bridges for Image-to-Image Translation](https://mlsanity.com/paper/2203.08382/) (2022)
- [OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport](https://mlsanity.com/paper/2006.00104/) (2020)
- [MNIST-C: A Robustness Benchmark for Computer Vision](https://mlsanity.com/paper/1906.02337/) (2019)
- [Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations](https://mlsanity.com/paper/1811.02033/) (2018)
- [Improved Contrastive Divergence Training of Energy Based Models](https://mlsanity.com/paper/2012.01316/) (2020)
- [Telescoping Density-Ratio Estimation](https://mlsanity.com/paper/2006.12204/) (2020)
- [Metric Flow Matching for Smooth Interpolations on the Data Manifold](https://mlsanity.com/paper/2405.14780/) (2024)
- [Flow Contrastive Estimation of Energy-Based Models](https://mlsanity.com/paper/1912.00589/) (2019)
- [Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker-Planck Equation and Physics-informed Neural Networks](https://mlsanity.com/paper/2008.10653/) (2020)
- [Solving the Kolmogorov PDE by means of deep learning](https://mlsanity.com/paper/1806.00421/) (2018)

## Abstract (arXiv)

We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel time-dependent binary classifier trained using a contrastive estimation-based objective that trains the classifier to discriminate between realizations of the stochastic process at two nearby time instants. Significantly, the proposed method explicitly models the time-dependent probability distribution, which means that it is possible to obtain the value of the probability density within the time horizon of interest. Additionally, the input before the final activation in the time-dependent classifier is a second-order approximation to the partial derivative, with respect to time, of the logarithm of the density. We apply the proposed approach to approximate the time-dependent probability density functions for systems driven by stochastic excitations. We also use the proposed approach to synthesize new samples of a random vector from a given set of its realizations. In such applications, we generate sample paths necessary for training using stochastic interpolants. Subsequently, new samples are generated using gradient-based Markov chain Monte Carlo methods because automatic differentiation can efficiently provide the necessary gradient. Further, we demonstrate the utility of an explicit approximation to the time-dependent probability density function through applications in unsupervised outlier detection. Through several numerical experiments, we show that the proposed method accurately reconstructs complex time-dependent, multi-modal, and near-degenerate densities, scales effectively to moderately high-dimensional problems, and reliably detects rare events among real-world data.