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We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…

Machine Learning · Computer Science 2025-11-14 Eliot Beyler , Francis Bach

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Probability · Mathematics 2025-03-25 Benjamin Gess , Daniel Heydecker

Despite of its importance for safe machine learning, uncertainty quantification for neural networks is far from being solved. State-of-the-art approaches to estimate neural uncertainties are often hybrid, combining parametric models with…

Machine Learning · Computer Science 2021-12-03 Joachim Sicking , Maram Akila , Maximilian Pintz , Tim Wirtz , Asja Fischer , Stefan Wrobel

It is well-known that many diffusion equations can be recast as Wasserstein gradient flows. Moreover, in recent years, by modifying the Wasserstein distance appropriately, this technique has been transferred to further evolution equations…

Probability · Mathematics 2020-10-15 Kaveh Bashiri , Anton Bovier

We show some level-2 large deviation principles for rational maps satisfying a strong form of non-uniform hyperbolicity, called "Topological Collet-Eckmann". More precisely, we prove a large deviation principle for the distribution of…

Dynamical Systems · Mathematics 2015-12-04 Henri Comman , Juan Rivera-Letelier

We study variational principles for metric mean dimension. First we prove that in the variational principle of Lindenstrauss and Tsukamoto it suffices to take supremum over ergodic measures. Second we derive a variational principle for…

Dynamical Systems · Mathematics 2022-02-04 Yonatan Gutman , Adam Śpiewak

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

Probability · Mathematics 2024-10-10 Louis-Pierre Chaintron

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

The Ehrenfest theorem and the Robertson uncertainty relation are well-known basic equations in quantum mechanics. However, there exist problematic cases, where the Ehrenfest theorem and the Robertson uncertainty relation are not correct.…

Quantum Physics · Physics 2019-09-24 Klaus Renziehausen , Ingo Barth

The Wasserstein distance between mixing measures has come to occupy a central place in the statistical analysis of mixture models. This work proposes a new canonical interpretation of this distance and provides tools to perform inference on…

Statistics Theory · Mathematics 2024-09-10 Xin Bing , Florentina Bunea , Jonathan Niles-Weed

We establish the moderate deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, we derive the moderate deviation principle for two…

Probability · Mathematics 2016-11-04 Parisa Fatheddin , Jie Xiong

I present a generalization of the Ehrenfest urn model that is aimed at simulating the approach to equilibrium in a dilute gas. The present model differs from the original one in two respects: 1) the two boxes have different volumes and are…

Statistical Mechanics · Physics 2009-11-10 S. Prestipino

The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail…

Statistics Theory · Mathematics 2011-05-19 Fuqing Gao , Xingqiu Zhao

In this paper, we establish a moderate deviations principle for the Langevin dynamics with strong damping. The weak convergence approach plays an important role in the proof.

Probability · Mathematics 2018-02-05 Lingyan Cheng , Ruinan Li , Wei Liu

The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. An upper bound for a new class of random…

Probability · Mathematics 2018-10-16 Boris Tsirelson

In this paper, we establish normalized and self-normalized Cram\'er-type moderate deviations for Euler-Maruyama scheme for SDE. As a consequence of our results, Berry-Esseen's bounds and moderate deviation principles are also obtained. Our…

Probability · Mathematics 2023-05-19 Xiequan Fan , Haijuan Hu , Lihu Xu

In this paper we establish a general form of the Mass Transference Principle for systems of linear forms conjectured in [1]. We also present a number of applications of this result to problems in Diophantine approximation. These include a…

Number Theory · Mathematics 2019-02-20 Demi Allen , Victor Beresnevich

The reduced dynamics formalism has recently emerged as a powerful tool to study the dynamics of non-equilibrium quantum impurity models in strongly correlated regimes. Examples include the non-equilibrium Anderson impurity model near the…

Mesoscale and Nanoscale Physics · Physics 2013-07-10 Guy Cohen , Eli Y. Wilner , Eran Rabani

We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…

Mathematical Physics · Physics 2009-11-10 K. Netocny , F. Redig

Reports on experiments recently performed in Vienna [Erhard et al, Nature Phys. 8, 185 (2012)] and Toronto [Rozema et al, Phys. Rev. Lett. 109, 100404 (2012)] include claims of a violation of Heisenberg's error-disturbance relation. In…

Quantum Physics · Physics 2014-02-04 Paul Busch , Pekka Lahti , Reinhard F Werner
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