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Various machine learning tasks, from generative modeling to domain adaptation, revolve around the concept of dataset transformation and manipulation. While various methods exist for transforming unlabeled datasets, principled methods to do…

Machine Learning · Computer Science 2021-06-17 David Alvarez-Melis , Nicolò Fusi

We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify…

Information Theory · Computer Science 2015-06-17 Christopher J. Quinn , Ali Pinar , Negar Kiyavash

Differentially private data generation techniques have become a promising solution to the data privacy challenge -- it enables sharing of data while complying with rigorous privacy guarantees, which is essential for scientific progress in…

Cryptography and Security · Computer Science 2022-11-09 Dingfan Chen , Raouf Kerkouche , Mario Fritz

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…

Machine Learning · Computer Science 2024-02-27 Chen Xu , Jonghyeok Lee , Xiuyuan Cheng , Yao Xie

In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Zhisheng Xiao , Qing Yan , Yali Amit

We study the design of interpolation schedules in flow and diffusion-based generative models from both statistical and numerical perspectives. Within the stochastic interpolants framework, we first show that scalar interpolation schedules…

Machine Learning · Statistics 2026-05-19 Yifan Chen , Eric Vanden-Eijnden , Jiawei Xu

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…

Machine Learning · Computer Science 2026-04-14 Chengyu Liu , Xiang Zhou

Generative Adversarial Networks (GANs) have achieved a great success in unsupervised learning. Despite its remarkable empirical performance, there are limited theoretical studies on the statistical properties of GANs. This paper provides…

Machine Learning · Computer Science 2022-07-22 Minshuo Chen , Wenjing Liao , Hongyuan Zha , Tuo Zhao

Probability metrics have become an indispensable part of modern statistics and machine learning, and they play a quintessential role in various applications, including statistical hypothesis testing and generative modeling. However, in a…

Machine Learning · Statistics 2020-03-02 Soheil Kolouri , Kimia Nadjahi , Umut Simsekli , Shahin Shahrampour

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…

Computation · Statistics 2024-05-22 Hanwen Huang

This paper proposes a novel approach to adaptive step sizes in stochastic gradient descent (SGD) by utilizing quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local…

Optimization and Control · Mathematics 2024-09-19 Frederik Köhne , Leonie Kreis , Anton Schiela , Roland Herzog

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

Deep generative models are universal tools for learning data distributions on high dimensional data spaces via a mapping to lower dimensional latent spaces. We provide a study of latent space geometries and extend and build upon previous…

Machine Learning · Computer Science 2019-02-07 Max F. Frenzel , Bogdan Teleaga , Asahi Ushio

Thompson sampling (TS) is a class of algorithms for sequential decision-making, which requires maintaining a posterior distribution over a model. However, calculating exact posterior distributions is intractable for all but the simplest…

Machine Learning · Statistics 2019-02-21 Ruiyi Zhang , Zheng Wen , Changyou Chen , Lawrence Carin

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

Generative models are typically trained on grid-like data such as images. As a result, the size of these models usually scales directly with the underlying grid resolution. In this paper, we abandon discretized grids and instead…

Machine Learning · Computer Science 2022-02-18 Emilien Dupont , Yee Whye Teh , Arnaud Doucet

Given (small amounts of) time-series' data from a high-dimensional, fine-grained, multiscale dynamical system, we propose a generative framework for learning an effective, lower-dimensional, coarse-grained dynamical model that is predictive…

Machine Learning · Statistics 2021-01-18 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis
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