Wei Liu

Haoxuan Wu, Lai Man Po, Mengyang Liu et al.

Evaluating video generation with clean, pixel-based reward models disconnects evaluation from the noisy diffusion process and incurs massive VAE decoding costs. In this paper, we challenge this paradigm by asking a fundamental question: Can a powerful video generator inherently discriminate preferences directly from noisy latents? To answer this, we introduce \textbf{PRISM} (\textbf{P}reference \textbf{R}epresentation in \textbf{I}ntermediate \textbf{S}tates of Diffusion \textbf{M}odels). PRISM employs a lightweight Query-based Aggregation head with a frozen video diffusion backbone to decode preference signals from noisy latents. Surprisingly, PRISM not only achieves SOTA preference accuracy but also unlocks strong noise-robustness, which enables early-stage Best-of-$N$ sampling. This allows for filtering suboptimal candidates at the very beginning of denoising, drastically reducing computation while boosting video quality. We also reveal a strong positive correlation between a backbone's generative performance and its inherent evaluative power, enabling self-improving video backbones.

Xiaotong Li, Wei Liu, Wenjie Xiao

The stochastic theta method is proposed to approximate invariant measures of stochastic differential equations (SDEs), both of whose drift and diffusion coefficients may grow super-linearly. For the numerical solution generated by the stochastic theta method, we show the existence and uniqueness of the numerical invariant measure first. Then, we prove that the numerical invariant measure is convergent to the exact invariant measure of the underlying SDE. We also provide some numerical simulations to illustrate our theoretical results. This work could be regarded as an extension of the results in [Y. Jiang et al, Numer. Algorithms 83(4)(2020), pp. 1531-1553] to the case of super-linearly growing diffusion coefficient. As the backward Euler-Maruyama (EM) method is a special case of the stochastic theta method, the results derived in this work could also be regarded as a generalization of the results for the backward EM method in [W. Liu et al. Appl. Numer. Math. 184(2023), pp. 137-150] to the stochastic theta method.