# Diffusion Models for Adaptive Sequential Data Generation

arXiv: https://arxiv.org/abs/2606.06007 · HTML: https://mlsanity.com/paper/2606.06007/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 78 of its 106 references that are in the map.
- First posted on arXiv 4 Jun 2026.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 30 of 78)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [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)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Taming Transformers for High-Resolution Image Synthesis](https://mlsanity.com/paper/2012.09841/) (2020)
- [Conditional Generative Adversarial Nets](https://mlsanity.com/paper/1411.1784/) (2014)
- [Autoregressive Image Generation using Residual Quantization](https://mlsanity.com/paper/2203.01941/) (2022)
- [Equivariant Diffusion for Molecule Generation in 3D](https://mlsanity.com/paper/2203.17003/) (2022)
- [Autoregressive Image Generation without Vector Quantization](https://mlsanity.com/paper/2406.11838/) (2024)
- [Offline Reinforcement Learning as One Big Sequence Modeling Problem](https://mlsanity.com/paper/2106.02039/) (2021)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions](https://mlsanity.com/paper/2209.11215/) (2022)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [Breaking the Curse of Dimensionality with Convex Neural Networks](https://mlsanity.com/paper/1412.8690/) (2014)
- [Nearly d-Linear Convergence Bounds for Diffusion Models via Stochastic Localization](https://mlsanity.com/paper/2308.03686/) (2023)
- [Improved Analysis of Score-based Generative Modeling: User-Friendly Bounds under Minimal Smoothness Assumptions](https://mlsanity.com/paper/2211.01916/) (2022)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [Convergence of score-based generative modeling for general data distributions](https://mlsanity.com/paper/2209.12381/) (2022)
- [Convergence for score-based generative modeling with polynomial complexity](https://mlsanity.com/paper/2206.06227/) (2022)
- [Score Approximation, Estimation and Distribution Recovery of Diffusion Models on Low-Dimensional Data](https://mlsanity.com/paper/2302.07194/) (2023)
- [Diffusion Models are Minimax Optimal Distribution Estimators](https://mlsanity.com/paper/2303.01861/) (2023)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [Quant GANs: Deep Generation of Financial Time Series](https://mlsanity.com/paper/1907.06673/) (2019)
- [Deep Generative Learning via Schr"odinger Bridge](https://mlsanity.com/paper/2106.10410/) (2021)
- [Let us Build Bridges: Understanding and Extending Diffusion Generative Models](https://mlsanity.com/paper/2208.14699/) (2022)
- [q-Learning in Continuous Time](https://mlsanity.com/paper/2207.00713/) (2022)

## Built on by (most cited first, 1 of 1)

- [Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation](https://mlsanity.com/paper/2608.19394/) (2026)

## Abstract (arXiv)

Generating realistic synthetic sequential data is critical in real-world applications across operations research, finance, healthcare, energy systems, and scientific computing, where time-indexed observations are used for prediction, simulation, risk assessment, and data-driven decision-making. While diffusion models have achieved remarkable success in generating static data, their direct extensions to sequential settings often fail to capture temporal dependence and information structure. Designing diffusion models that can simulate sequential data in an adapted manner, and hence without anticipation of future information, therefore remains an open challenge. In this work, we propose a sequential forward-backward diffusion framework for adapted time series generation. Our approach progressively injects and removes noise along the sequence, conditioning on the previously generated history to ensure adaptiveness. A novel score-matching objective is introduced for efficient parallel training. We derive rigorous statistical guarantees under a generic framework, then establish score approximation, score estimation, and distribution estimation results with ReLU networks serving as a concrete instance. Empirically, we validate our method on synthetic data, including ARMA models and Gaussian processes, and demonstrate its effectiveness in constructing mean-variance optimal portfolios.