Graph Signal Generative Diffusion Models

We introduce U-shaped encoder-decoder graph neural networks (U-GNNs) for stochastic graph signal generation using denoising diffusion processes. The architecture learns node features at different resolutions with skip connections between the encoder and decoder paths, analogous to the convolutional U-Net for image generation. The U-GNN is prominent for a pooling operation that leverages zero-padding and avoids arbitrary graph coarsening, with graph convolutions layered on top to capture local dependencies. This technique permits learning feature embeddings for sampled nodes at deeper levels of the architecture that remain convolutional with respect to the original graph. Applied to stock price prediction—where deterministic forecasts struggle to capture uncertainties and tail events that are paramount—we demonstrate the effectiveness of the diffusion model in probabilistic forecasting of stock prices.

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Publication Details

Published
2026-04-21
DOI
https://doi.org/10.1109/icassp55912.2026.11462986
Primary Topic
Bioinformatics and Genomic Networks
Type
article
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article

Graph Signal Generative Diffusion Models

Yiğit Berkay Uslu, Samar Hadou, Sergio Rozada, Alejandro Ribeiro et al.
Bioinformatics and Genomic Networks
article

Graph Signal Generative Diffusion Models

Yiğit Berkay Uslu, Samar Hadou, Sergio Rozada, Alejandro Ribeiro, Shirin Saeedi Bidokhti
article en

Abstract

We introduce U-shaped encoder-decoder graph neural networks (U-GNNs) for stochastic graph signal generation using denoising diffusion processes. The architecture learns node features at different resolutions with skip connections between the encoder and decoder paths, analogous to the convolutional U-Net for image generation. The U-GNN is prominent for a pooling operation that leverages zero-padding and avoids arbitrary graph coarsening, with graph convolutions layered on top to capture local dependencies. This technique permits learning feature embeddings for sampled nodes at deeper levels of the architecture that remain convolutional with respect to the original graph. Applied to stock price prediction—where deterministic forecasts struggle to capture uncertainties and tail events that are paramount—we demonstrate the effectiveness of the diffusion model in probabilistic forecasting of stock prices.

Universidad Rey Juan Carlos (ES), University of Pennsylvania (US)
Openalex Percentile: Top 100%
Bioinformatics and Genomic Networks
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