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Recently, Approximate Message Passing (AMP) has been integrated with stochastic localization (diffusion model) by providing a computationally efficient estimator of the posterior mean. Existing (rigorous) analysis typically proves the…

Statistics Theory · Mathematics 2025-03-18 Han Cui , Zhiyuan Yu , Jingbo Liu

Diffusion generative models have emerged as powerful tools for producing synthetic data from an empirically observed distribution. A common approach involves simulating the time-reversal of an Ornstein-Uhlenbeck (OU) process initialized at…

Machine Learning · Statistics 2025-12-02 Valentin de Bortoli , Romuald Elie , Anna Kazeykina , Zhenjie Ren , Jiacheng Zhang

We study the problem of nonnegative rank-one approximation of a nonnegative tensor, and show that the globally optimal solution that minimizes the generalized Kullback-Leibler divergence can be efficiently obtained, i.e., it is not NP-hard.…

Signal Processing · Electrical Eng. & Systems 2017-11-22 Kejun Huang , Nicholas D. Sidiropoulos

We provide novel information-theoretic generalization bounds for stochastic gradient Langevin dynamics (SGLD) under the assumptions of smoothness and dissipativity, which are widely used in sampling and non-convex optimization studies. Our…

Machine Learning · Computer Science 2023-11-03 Futoshi Futami , Masahiro Fujisawa

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

The paper revisits the $\alpha$--regression framework for compositional data. The model uses a flexible power transformation parameterized by $\alpha$ to interpolate between raw data analysis and log--ratio methods, naturally handling zeros…

Methodology · Statistics 2026-05-14 Michail Tsagris , Yannis Pantazis

A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to difference-of-convex (DC) functions with smooth convex…

Optimization and Control · Mathematics 2023-10-31 Jingyi Wang , Cosmin G. Petra

We present new and improved non-asymptotic deviation bounds for Dirichlet processes (DPs), formulated using the Kullback-Leibler (KL) divergence, which is known for its optimal characterization of the asymptotic behavior of DPs. Our method…

Probability · Mathematics 2025-03-24 Pierre Perrault

Mutual Information (MI) is a fundamental measure of statistical dependence widely used in representation learning. While direct optimization of MI via its definition as a Kullback-Leibler divergence (KLD) is often intractable, many recent…

Machine Learning · Computer Science 2026-03-18 Reuben Dorent , Polina Golland , William Wells

We propose a generalization of modern representation learning objectives by reframing them as recursive divergence alignment processes over localized conditional distributions While recent frameworks like Information Contrastive Learning…

Machine Learning · Computer Science 2025-05-02 Anthony D Martin

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…

Machine Learning · Computer Science 2021-01-01 Ya-Ping Hsieh , Ali Kavis , Paul Rolland , Volkan Cevher

We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdamped Langevin diffusion. We analyze these methods under a…

Machine Learning · Statistics 2018-02-16 Niladri S. Chatterji , Nicolas Flammarion , Yi-An Ma , Peter L. Bartlett , Michael I. Jordan

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

\emph{Kullback-Leibler} (KL) regularization is ubiquitous in reinforcement learning algorithms in the form of \emph{reverse} or \emph{forward} KL. Recent studies have demonstrated $\epsilon^{-1}$-type fast rates for decision making under…

Machine Learning · Computer Science 2026-05-12 Qingyue Zhao , Kaixuan Ji , Heyang Zhao , Quanquan Gu

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

Knowledge distillation (KD), transferring knowledge from a cumbersome teacher model to a lightweight student model, has been investigated to design efficient neural architectures. Generally, the objective function of KD is the…

Machine Learning · Computer Science 2021-05-20 Taehyeon Kim , Jaehoon Oh , NakYil Kim , Sangwook Cho , Se-Young Yun

Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

Methodology · Statistics 2025-08-08 Johannes Resin , Daniel Wolffram , Johannes Bracher , Timo Dimitriadis

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Probability · Mathematics 2007-05-23 Giovanni Peccati , Murad S. Taqqu

We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small $L^2$ error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order…

Machine Learning · Computer Science 2023-02-03 Hongrui Chen , Holden Lee , Jianfeng Lu