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In this paper, we propose a new numerical method for the underdamped Langevin diffusion (ULD) and present a non-asymptotic analysis of its sampling error in the 2-Wasserstein distance when the $d$-dimensional target distribution…

Machine Learning · Statistics 2025-08-25 Maximilian Scott , Dáire O'Kane , Andraž Jelinčič , James Foster

In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…

Methodology · Statistics 2026-03-10 Roxana Darvishi , David C. Stenning , Ted von Hippel , Owen G. Ward

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Diffusion and flow-based models are ubiquitously used for generative modelling and density estimation. They admit a deterministic probability flow ordinary differential equation (PF-ODE), analogous to continuous normalizing flows (CNFs),…

Machine Learning · Statistics 2026-05-19 Gurjeet Jagwani , Stephen Thorp , Sinan Deger , Hiranya Peiris

One of the popular measures of central tendency that provides better representation and interesting insights of the data compared to the other measures like mean and median is the metric mode. If the analytical form of the density function…

Machine Learning · Computer Science 2019-06-04 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Prabuchandran K. J. , Shalabh Bhatnagar

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

Optimization and Control · Mathematics 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

Out-of-distribution (OOD) detection is a critical task for safe deployment of learning systems in the open world setting. In this work, we investigate the use of feature density estimation via normalizing flows for OOD detection and present…

Computer Vision and Pattern Recognition · Computer Science 2024-05-01 Evan D. Cook , Marc-Antoine Lavoie , Steven L. Waslander

Continuous normalizing flows (CNFs) and diffusion models (DMs) generate high-quality data from a noise distribution. However, their sampling process demands multiple iterations to solve an ordinary differential equation (ODE) with high…

Machine Learning · Computer Science 2025-11-19 Denis Gudovskiy , Wenzhao Zheng , Tomoyuki Okuno , Yohei Nakata , Kurt Keutzer

Score-based diffusion models, which generate new data by learning to reverse a diffusion process that perturbs data from the target distribution into noise, have achieved remarkable success across various generative tasks. Despite their…

Machine Learning · Computer Science 2025-01-23 Gen Li , Yuling Yan

We study the problem of estimating the score function using both implicit score matching and denoising score matching. Assuming that the data distribution exhibiting a low-dimensional structure, we prove that implicit score matching is able…

Statistics Theory · Mathematics 2026-01-01 Konstantin Yakovlev , Anna Markovich , Nikita Puchkin

Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is…

Statistics Theory · Mathematics 2015-10-14 Aaditya Ramdas , Nicolas Garcia , Marco Cuturi

We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…

Analysis of PDEs · Mathematics 2021-12-14 Lisa Beck , Daniel Matthes , Martina Zizza

We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. $N$-sample of a given probability distribution on…

Probability · Mathematics 2023-03-15 Nicolas Fournier

We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…

Machine Learning · Computer Science 2022-01-12 Swann Marx , Edouard Pauwels

The two-sample homogeneity testing problem is fundamental in statistics and becomes particularly challenging in high dimensions, where classical tests can suffer substantial power loss. We develop a learning-assisted procedure based on the…

Methodology · Statistics 2026-01-30 Xiaoyu Hu , Zhenhua Lin

Flow matching is a recent state-of-the-art framework for generative modeling based on ordinary differential equations (ODEs). While closely related to diffusion models, it provides a more general perspective on generative modeling. Although…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Jeongsol Kim , Bryan Sangwoo Kim , Jong Chul Ye

We develop a unified theoretical framework for data-free one-step sampling from unnormalized target distributions based on Wasserstein gradient flows. For a broad class of standard f-divergence objectives, we show that the induced velocity…

Machine Learning · Computer Science 2026-05-19 Chenguang Wang , Tianshu Yu

In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…

Machine Learning · Computer Science 2025-08-28 Jannis Chemseddine , Paul Hagemann , Gabriele Steidl , Christian Wald

In this article, we study the problem of sampling from distributions whose densities are not necessarily smooth nor logconcave. We propose a simple Langevin-based algorithm that does not rely on popular but computationally challenging…

Machine Learning · Statistics 2025-12-02 Tim Johnston , Iosif Lytras , Nikolaos Makras , Sotirios Sabanis

Diffusion models have demonstrated remarkable performance in generating high-dimensional samples across domains such as vision, language, and the sciences. Although continuous-state diffusion models have been extensively studied both…

Machine Learning · Computer Science 2026-02-17 Aadithya Srikanth , Mudit Gaur , Vaneet Aggarwal
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