Gaussian processes at the Helm(holtz): A more fluid model for ocean currents

Oceanographers are interested in predicting ocean currents and identifying divergences in a current vector field based on sparse observations of buoy velocities. Since we expect current dynamics to be smooth but highly non-linear, Gaussian processes (GPs) offer an attractive model. But we show that applying a GP with a standard stationary kernel directly to buoy data can struggle at both current prediction and divergence identification -- due to some physically unrealistic prior assumptions. To better reflect known physical properties of currents, we propose to instead put a standard stationary kernel on the divergence and curl-free components of a vector field obtained through a Helmholtz decomposition. We show that, because this decomposition relates to the original vector field just via mixed partial derivatives, we can still perform inference given the original data with only a small constant multiple of additional computational expense. We illustrate the benefits of our method on synthetic and real ocean data.

Subspace Diffusion Generative Models

Score-based models generate samples by mapping noise to data (and vice versa) via a high-dimensional diffusion process. We question whether it is necessary to run this entire process at high dimensionality and incur all the inconveniences thereof. Instead, we restrict the diffusion via projections onto subspaces as the data distribution evolves toward noise. When applied to state-of-the-art models, our framework simultaneously improves sample quality -- reaching an FID of 2.17 on unconditional CIFAR-10 -- and reduces the computational cost of inference for the same number of denoising steps. Our framework is fully compatible with continuous-time diffusion and retains its flexible capabilities, including exact log-likelihoods and controllable generation. Code is available at https://github.com/bjing2016/subspace-diffusion.