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Diffusion or score-based models recently showed high performance in image generation. They rely on a forward and a backward stochastic differential equations (SDE). The sampling of a data distribution is achieved by numerically solving the…

Machine Learning · Computer Science 2025-06-04 Emile Pierret , Bruno Galerne

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

Numerical Analysis · Mathematics 2024-05-20 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

We study the density estimation problem defined as follows: given $k$ distributions $p_1, \ldots, p_k$ over a discrete domain $[n]$, as well as a collection of samples chosen from a ``query'' distribution $q$ over $[n]$, output $p_i$ that…

Data Structures and Algorithms · Computer Science 2024-10-31 Anders Aamand , Alexandr Andoni , Justin Y. Chen , Piotr Indyk , Shyam Narayanan , Sandeep Silwal , Haike Xu

Diffusion models have shown remarkable success in text-to-image generation, making preference alignment for these models increasingly important. The preference labels are typically available only at the terminal of denoising trajectories,…

Computer Vision and Pattern Recognition · Computer Science 2025-03-14 Dingyuan Shi , Yong Wang , Hangyu Li , Xiangxiang Chu

Diffusion models learn to denoise data and the trained denoiser is then used to generate new samples from the data distribution. In this paper, we revisit the diffusion sampling process and identify a fundamental cause of sample quality…

Machine Learning · Computer Science 2024-11-05 Yunshu Wu , Yingtao Luo , Xianghao Kong , Evangelos E. Papalexakis , Greg Ver Steeg

Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can also be used to sample from posterior distributions and, more…

Computation · Statistics 2023-08-29 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…

Machine Learning · Statistics 2023-12-12 Yinuo Ren , Yiping Lu , Lexing Ying , Grant M. Rotskoff

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

Statistics Theory · Mathematics 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

We consider a linear diffusion equation on $\Omega:=\mathbb{R}^2\setminus\bar{\Omega_\mathcal{O}}$, where $\Omega_\mathcal{O}$ is a bounded domain. The time-dependent flux on the boundary $\Gamma:=\partial\Omega_\mathcal{O}$ is prescribed.…

Analysis of PDEs · Mathematics 2014-10-14 Joep H. M. Evers , Sander C. Hille , Adrian Muntean

Decentralized stochastic gradient descent (D-SGD) is an efficient method for large-scale distributed learning. Existing generalization studies mainly address expected results, achieving rates limited to $\mathcal{O}\left(\frac{1}{\delta…

Machine Learning · Computer Science 2026-05-12 Jiahuan Wang , Ping Luo , Ziqing Wen , Dongsheng Li , Tao Sun

The unadjusted Langevin algorithm is commonly used to sample probability distributions in extremely high-dimensional settings. However, existing analyses of the algorithm for strongly log-concave distributions suggest that, as the dimension…

Machine Learning · Statistics 2025-09-05 Yifan Chen , Xiaoou Cheng , Jonathan Niles-Weed , Jonathan Weare

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Machine Learning · Statistics 2026-01-23 Lei Qian , Wu Su , Yanqi Huang , Song Xi Chen

This paper investigates how diffusion generative models leverage (unknown) low-dimensional structure to accelerate sampling. Focusing on two mainstream samplers -- the denoising diffusion implicit model (DDIM) and the denoising diffusion…

Machine Learning · Statistics 2025-06-18 Jiadong Liang , Zhihan Huang , Yuxin Chen

The local intrinsic dimension (LID) of data is a fundamental quantity in signal processing and learning theory, but quantifying the LID of high-dimensional, complex data has been a historically challenging task. Recent works have discovered…

Machine Learning · Computer Science 2025-11-27 Eric Yeats , Aaron Jacobson , Darryl Hannan , Yiran Jia , Timothy Doster , Henry Kvinge , Scott Mahan

Score-based generative models have emerged as a powerful approach for sampling high-dimensional probability distributions. Despite their effectiveness, their theoretical underpinnings remain relatively underdeveloped. In this work, we study…

Machine Learning · Computer Science 2025-04-22 Daniel Zhengyu Huang , Jiaoyang Huang , Zhengjiang Lin

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

Numerical Analysis · Mathematics 2007-11-02 Claudio Albanese

Diffusion probabilistic models generate samples by learning to reverse a noise-injection process that transforms data into noise. A key development is the reformulation of the reverse sampling process as a deterministic probability flow…

Machine Learning · Computer Science 2025-08-15 Daniel Zhengyu Huang , Jiaoyang Huang , Zhengjiang Lin

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato