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We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…

Machine Learning · Statistics 2018-06-13 Charlie Frogner , Tomaso Poggio

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

Sampling from unnormalized target distributions is a fundamental yet challenging task in machine learning and statistics. Existing sampling algorithms typically require many iterative steps to produce high-quality samples, leading to high…

Machine Learning · Statistics 2026-02-27 Pascal Jutras-Dube , Jiaru Zhang , Ziran Wang , Ruqi Zhang

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…

Analysis of PDEs · Mathematics 2023-12-29 José A. Carrillo , Jakub Skrzeczkowski

Discrete diffusion models have emerged as a powerful paradigm for generative modeling on sequence data; however, the information-theoretic principles governing their reverse processes remain significantly less understood than those of their…

Machine Learning · Computer Science 2026-02-10 Alberto Foresti , Mustapha Bounoua , Giulio Franzese , Luca Ambrogioni , Pietro Michiardi

Despite the remarkable empirical success of generative models, the available theory on their statistical accuracy in scientific computing remains largely pessimistic. This paper develops a theoretical framework for understanding the…

Machine Learning · Computer Science 2026-05-21 Likun Lin , Zhongjian Wang , Jack Xin , Zhiwen Zhang

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

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

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

We study variance reduction for score estimation and diffusion-based sampling in settings where the clean (target) score is available or can be approximated. Starting from the Target Score Identity (TSI), which expresses the noisy marginal…

Machine Learning · Statistics 2026-01-26 Alois Duston , Tan Bui-Thanh

We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…

Statistics Theory · Mathematics 2026-02-04 Suhan Liu , Mo Liu

We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a…

Numerical Analysis · Mathematics 2026-03-12 Chenguang Duan , Yuling Jiao , Gabriele Steidl , Christian Wald , Jerry Zhijian Yang , Ruizhe Zhang

Drifting models train one-step generators by optimizing a kernel-induced mean-shift discrepancy between the data and model distributions, with Laplace kernels used by default in practice. At each point, this discrepancy compares the…

Machine Learning · Computer Science 2026-05-18 Chieh-Hsin Lai , Bac Nguyen , Naoki Murata , Yuhta Takida , Toshimitsu Uesaka , Yuki Mitsufuji , Stefano Ermon , Molei Tao

We provide theoretical convergence guarantees for score-based generative models (SGMs) such as denoising diffusion probabilistic models (DDPMs), which constitute the backbone of large-scale real-world generative models such as DALL$\cdot$E…

Machine Learning · Computer Science 2023-04-18 Sitan Chen , Sinho Chewi , Jerry Li , Yuanzhi Li , Adil Salim , Anru R. Zhang

Current discriminative depth estimation methods often produce blurry artifacts, while generative approaches suffer from slow sampling due to curvatures in the noise-to-depth transport. Our method addresses these challenges by framing depth…

Computer Vision and Pattern Recognition · Computer Science 2024-12-20 Ming Gui , Johannes Schusterbauer , Ulrich Prestel , Pingchuan Ma , Dmytro Kotovenko , Olga Grebenkova , Stefan Andreas Baumann , Vincent Tao Hu , Björn Ommer

Score-based diffusion models have become a foundational paradigm for modern generative modeling, demonstrating exceptional capability in generating samples from complex high-dimensional distributions. Despite the dominant adoption of…

Machine Learning · Computer Science 2025-03-13 Changxiao Cai , Gen Li

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini