{"id":"https://openalex.org/W7127899083","doi":"https://doi.org/10.48550/arxiv.2602.05533","title":"Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach","display_name":"Conditional Diffusion Guidance under Hard Constraint: A Stochastic Analysis Approach","publication_year":2026,"publication_date":"2026-02-05","ids":{"openalex":"https://openalex.org/W7127899083","doi":"https://doi.org/10.48550/arxiv.2602.05533"},"language":null,"primary_location":{"id":"pmh:doi:10.48550/arxiv.2602.05533","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":null,"any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5125197162","display_name":"Zhengyi Guo","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Guo, Zhengyi","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5058487048","display_name":"Wenpin Tang","orcid":"https://orcid.org/0000-0001-7228-1954"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tang, Wenpin","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5068576165","display_name":"Renyuan Xu","orcid":"https://orcid.org/0000-0003-4293-3450"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xu, Renyuan","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5125197162"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.5098999738693237,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.5098999738693237,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.1762000024318695,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.08900000154972076,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.6046000123023987},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.5813000202178955},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.4984999895095825},{"id":"https://openalex.org/keywords/quadratic-variation","display_name":"Quadratic variation","score":0.3982999920845032},{"id":"https://openalex.org/keywords/logarithm","display_name":"Logarithm","score":0.3776000142097473},{"id":"https://openalex.org/keywords/conditional-probability","display_name":"Conditional probability","score":0.37119999527931213},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.3564999997615814},{"id":"https://openalex.org/keywords/minification","display_name":"Minification","score":0.3246999979019165}],"concepts":[{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.6046000123023987},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.5813000202178955},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.4984999895095825},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4706999957561493},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4596000015735626},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.44859999418258667},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4269999861717224},{"id":"https://openalex.org/C90087638","wikidata":"https://www.wikidata.org/wiki/Q7268374","display_name":"Quadratic variation","level":3,"score":0.3982999920845032},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.3776000142097473},{"id":"https://openalex.org/C44492722","wikidata":"https://www.wikidata.org/wiki/Q327069","display_name":"Conditional probability","level":2,"score":0.37119999527931213},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3702999949455261},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.3564999997615814},{"id":"https://openalex.org/C147764199","wikidata":"https://www.wikidata.org/wiki/Q6865248","display_name":"Minification","level":2,"score":0.3246999979019165},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.3077000081539154},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.30630001425743103},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.303600013256073},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.2976999878883362},{"id":"https://openalex.org/C177148314","wikidata":"https://www.wikidata.org/wiki/Q170084","display_name":"Generalization","level":2,"score":0.29420000314712524},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.2854999899864197},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.2793000042438507},{"id":"https://openalex.org/C104824951","wikidata":"https://www.wikidata.org/wiki/Q830124","display_name":"Girsanov theorem","level":3,"score":0.2612000107765198},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.2590999901294708},{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.25360000133514404},{"id":"https://openalex.org/C2778334786","wikidata":"https://www.wikidata.org/wiki/Q1586270","display_name":"Variation (astronomy)","level":2,"score":0.2529999911785126}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:doi:10.48550/arxiv.2602.05533","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"doi:10.48550/arxiv.2602.05533","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2602.05533","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:doi:10.48550/arxiv.2602.05533","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"sustainable_development_goals":[{"score":0.5387723445892334,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"We":[0,131],"study":[1],"conditional":[2,55,138],"generation":[3],"in":[4,24,28,140,167],"diffusion":[5,49,56,77],"models":[6],"under":[7],"hard":[8,169],"constraints,":[9],"where":[10,31],"generated":[11],"samples":[12],"must":[13],"satisfy":[14],"prescribed":[15],"events":[16],"with":[17,78],"probability":[18],"one.":[19],"Such":[20],"constraints":[21,170],"arise":[22],"naturally":[23],"safety-critical":[25],"applications":[26],"and":[27,65,99,114,121,144,154,171],"rare-event":[29,173],"simulation,":[30],"soft":[32],"or":[33],"reward-based":[34],"guidance":[35,57,155],"methods":[36,166],"offer":[37],"no":[38],"guarantee":[39],"of":[40,48,87,151,163,177],"constraint":[41],"satisfaction.":[42],"Building":[43],"on":[44,60,110],"a":[45,53,75,88,111,115],"probabilistic":[46],"interpretation":[47],"models,":[50],"we":[51,102],"develop":[52],"principled":[54],"framework":[58],"based":[59,109],"Doob's":[61],"h-transform,":[62],"martingale":[63,98,112],"representation":[64],"quadratic":[66],"variation":[67,143],"process.":[68],"Specifically,":[69],"the":[70,84,93,128,136,149,161,164,178],"resulting":[71,137],"guided":[72],"dynamics":[73],"augment":[74],"pretrained":[76,94,129],"an":[79],"explicit":[80],"drift":[81],"correction":[82],"involving":[83],"logarithmic":[85],"gradient":[86,123],"conditioning":[89],"function,":[90],"without":[91],"modifying":[92],"score":[95,152],"network.":[96],"Leveraging":[97],"quadratic-variation":[100],"identities,":[101],"propose":[103],"two":[104],"novel":[105],"off-policy":[106],"learning":[107],"algorithms":[108],"loss":[113,117],"martingale-covariation":[116],"to":[118],"estimate":[119],"h":[120],"its":[122],"using":[124],"only":[125],"trajectories":[126],"from":[127],"model.":[130],"provide":[132],"non-asymptotic":[133],"guarantees":[134],"for":[135],"sampler":[139],"both":[141],"total":[142],"Wasserstein":[145],"distances,":[146],"explicitly":[147],"characterizing":[148],"impact":[150],"approximation":[153],"estimation":[156],"errors.":[157],"Numerical":[158],"experiments":[159,180],"demonstrate":[160],"effectiveness":[162],"proposed":[165],"enforcing":[168],"generating":[172],"samples.":[174],"The":[175],"code":[176],"numerical":[179],"can":[181],"be":[182],"found":[183],"at":[184],"https://github.com/ZhengyiGuo2002/CDG_Finance.":[185]},"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2026-02-07T00:00:00"}
