Diffusion and Flow-based Copulas: Forgetting and Remembering Dependencies

ArXi:2509.19707v2 Announce Type: replace-cross Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is hindered by restrictive assumptions and poor scaling. In this work, we present methods for modelling copulas based on the principles of diffusions and flows.