Generative modelling with jump-diffusions (jumpAI)

https://arxiv.org/abs/2503.06558

This GitHub repository contains the Mathematica implementation of the jump-Laplace model for the example of a standardized swiss roll distribution:

1. Routines to generate samples from the multivariate Laplace distribution and the jump increments.
2. Estimation of the rescaled generalized score function by minimizing the denoising score matching loss function for a simple neural network architecture
3. ODE and SDE generation of new samples using exponential integrators.