Related papers: Langevin diffusions and the Metropolis-adjusted La…

In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…

Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous probability distributions. In many cases, the underlying Hamiltonian dynamics exhibit a phenomenon of resonance which decreases the efficiency of the algorithm and makes…

Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…

We introduce the Linearized Diffusion Map (LDM), a novel linear dimensionality reduction method constructed via a linear approximation of the diffusion-map kernel. LDM integrates the geometric intuition of diffusion-based nonlinear methods…

The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…

This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…

Sampling from constrained statistical distributions is a fundamental task in various fields including Bayesian statistics, computational chemistry, and statistical physics. This article considers the cases where the constrained distribution…

We utilise a sampler originating from nonequilibrium statistical mechanics, termed here Jarzynski-adjusted Langevin algorithm (JALA), to build statistical estimation methods in latent variable models. We achieve this by leveraging…

It is well known that adding any skew symmetric matrix to the gradient of Langevin dynamics algorithm results in a non-reversible diffusion with improved convergence rate. This paper presents a gradient algorithm to adaptively optimize the…

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Diffusion models have successfully been applied to generative tasks in various continuous domains. However, applying diffusion to discrete categorical data remains a non-trivial task. Moreover, generation in continuous domains often…

Let $(X_t)_{t \ge 0}$ be solution of a one-dimensional stochastic differential equation. Our aim is to study the convergence rate for the estimation of the invariant density in intermediate regime, assuming that a discrete observation of…

In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear…

The diffusion models (DMs) have demonstrated the remarkable capability of generating images via learning the noised score function of data distribution. Current DM sampling techniques typically rely on first-order Langevin dynamics at each…

Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

We investigate local MCMC algorithms, namely the random-walk Metropolis and the Langevin algorithms, and identify the optimal choice of the local step-size as a function of the dimension $n$ of the state space, asymptotically as…

We study the Proximal Langevin Algorithm (PLA) for sampling from a probability distribution $\nu = e^{-f}$ on $\mathbb{R}^n$ under isoperimetry. We prove a convergence guarantee for PLA in Kullback-Leibler (KL) divergence when $\nu$…

This paper explores the application of methods from information geometry to the sequential Monte Carlo (SMC) sampler. In particular the Riemannian manifold Metropolis-adjusted Langevin algorithm (mMALA) is adapted for the transition kernels…

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…