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We establish a sharp uniform-in-time error estimate for the Stochastic Gradient Langevin Dynamics (SGLD), which is a widely-used sampling algorithm. Under mild assumptions, we obtain a uniform-in-time $O(\eta^2)$ bound for the KL-divergence…

Probability · Mathematics 2025-03-20 Lei Li , Yuliang Wang

This work explores the clustering of wireless users by examining the distances between their channel covariance matrices, which reside on the Riemannian manifold of positive definite matrices. Specifically, we consider an estimator of the…

Signal Processing · Electrical Eng. & Systems 2024-08-09 Roberto Pereira , Xavier Mestre

Score-based diffusion models synthesize samples by reversing a stochastic process that diffuses data to noise, and are trained by minimizing a weighted combination of score matching losses. The log-likelihood of score-based diffusion models…

Machine Learning · Statistics 2021-10-22 Yang Song , Conor Durkan , Iain Murray , Stefano Ermon

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate…

Machine Learning · Statistics 2025-10-14 Jinyuan Chang , Zhao Ding , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang

Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this…

Machine Learning · Computer Science 2022-08-16 Ki-Ung Song

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Machine Learning · Statistics 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

We consider the problem of sampling from a distribution governed by a potential function. This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles rather than a…

Machine Learning · Statistics 2023-10-03 Hong Ye Tan , Stanley Osher , Wuchen Li

Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence rate of sampling algorithms obtained by discretizing smooth…

Machine Learning · Statistics 2020-02-04 Xuechen Li , Denny Wu , Lester Mackey , Murat A. Erdogdu

We show that the out-of-equilibrium driving protocol of score-based generative models (SGMs) can be learned via local learning rules. The gradient with respect to the parameters of the driving protocol is computed directly from force…

Machine Learning · Computer Science 2025-08-28 Cyrill Bösch , Geoffrey Roeder , Marc Serra-Garcia , Ryan P. Adams

We study the behavior of the Wasserstein-$2$ distance between discrete measures $\mu$ and $\nu$ in $\mathbb{R}^d$ when both measures are smoothed by small amounts of Gaussian noise. This procedure, known as Gaussian-smoothed optimal…

Statistics Theory · Mathematics 2022-06-15 Yunzi Ding , Jonathan Niles-Weed

We establish a diffusion approximation for a class of multi-agent controlled queueing systems, demonstrating their convergence to a system of interacting reflected Ornstein--Uhlenbeck (OU) processes. The limiting process captures essential…

Probability · Mathematics 2026-01-12 Thoa Thieu , Roderick Melnik

We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

Score-based generative models can effectively learn the distribution of data by estimating the gradient of the distribution. Due to the multi-step denoising characteristic, researchers have recently considered combining score-based…

Machine Learning · Computer Science 2024-12-17 Changyuan Zhao , Hongyang Du , Guangyuan Liu , Dusit Niyato

This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lipschitz-type conditions on the score function and for a broad…

Machine Learning · Statistics 2026-05-19 Yuta Koike

An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…

Machine Learning · Computer Science 2025-11-13 Semih Cayci

A clear understanding the behavior of the error probability (EP) as a function of signal-to-noise ratio (SNR) and other system parameters is fundamental for assessing the design of digital wireless communication systems.We propose an…

Information Theory · Computer Science 2016-11-15 Andrea Conti , Dmitry Panchenko , Sergiy Sidenko , Velio Tralli

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

Machine Learning · Statistics 2025-08-25 Hao Chen , Lili Zheng , Raed Al Kontar , Garvesh Raskutti