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We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…

Statistics Theory · Mathematics 2025-10-28 Mara Daniels

We construct and analyze generative diffusions that transport a point mass to a prescribed target distribution over a finite time horizon using the stochastic interpolant framework. The drift is expressed as a conditional expectation that…

Statistics Theory · Mathematics 2026-05-21 Yifan Chen , Eric Vanden-Eijnden

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

Machine Learning · Statistics 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…

Machine Learning · Computer Science 2025-10-10 Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

Flow-based generative models can face significant challenges when modeling scientific data with multiscale Fourier spectra, often producing large errors in fine-scale features. We address this problem within the framework of stochastic…

Machine Learning · Statistics 2025-09-04 Yifan Chen , Eric Vanden-Eijnden

Stochastic interpolants unify flows and diffusions, popular generative modeling frameworks. A primary hyperparameter in these methods is the interpolation schedule that determines how to bridge a standard Gaussian base measure to an…

Machine Learning · Statistics 2026-02-04 Gabriel Damsholt , Jes Frellsen , Susanne Ditlevsen

Given a set of $K$ probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify…

Machine Learning · Computer Science 2023-10-06 Michael S. Albergo , Nicholas M. Boffi , Michael Lindsey , Eric Vanden-Eijnden

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

Statistics Theory · Mathematics 2026-04-08 Arthur Stéphanovitch

We build a new class of generative algorithms capable of efficiently learning an arbitrary target distribution from possibly scarce, high-dimensional data and subsequently generate new samples. These generative algorithms are particle-based…

Machine Learning · Statistics 2024-08-29 Hyemin Gu , Panagiota Birmpa , Yannis Pantazis , Luc Rey-Bellet , Markos A. Katsoulakis

Many generative models synthesize data by transforming a standard Gaussian random variable using a deterministic neural network. Among these models are the Variational Autoencoders and the Generative Adversarial Networks. In this work, we…

Machine Learning · Statistics 2022-10-13 Antoine Salmona , Valentin de Bortoli , Julie Delon , Agnès Desolneux

Generative models inspired by dynamical transport of measure -- such as flows and diffusions -- construct a continuous-time map between two probability densities. Conventionally, one of these is the target density, only accessible through…

Machine Learning · Computer Science 2024-09-24 Michael S. Albergo , Mark Goldstein , Nicholas M. Boffi , Rajesh Ranganath , Eric Vanden-Eijnden

Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only…

Machine Learning · Statistics 2020-07-27 Ricky T. Q. Chen , Jens Behrmann , David Duvenaud , Jörn-Henrik Jacobsen

We propose a framework for learning maps between probability distributions that broadly generalizes the time dynamics of flow and diffusion models. To enable this, we generalize stochastic interpolants by replacing the scalar time variable…

Machine Learning · Computer Science 2026-02-26 Hugo Negrel , Florentin Coeurdoux , Michael S. Albergo , Eric Vanden-Eijnden

A generative model based on a continuous-time normalizing flow between any pair of base and target probability densities is proposed. The velocity field of this flow is inferred from the probability current of a time-dependent density that…

Machine Learning · Computer Science 2023-03-10 Michael S. Albergo , Eric Vanden-Eijnden

This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…

Numerical Analysis · Mathematics 2026-02-09 Xueqi Wen , Guozhen Li , Yuanping Cui , Xiaoyue Li

An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…

Information Theory · Computer Science 2026-02-10 Qiang Sun , H. Vincent Poor , Wenyi Zhang

Techniques known as Nonlinear Set Membership prediction, Kinky Inference or Lipschitz Interpolation are fast and numerically robust approaches to nonparametric machine learning that have been proposed to be utilised in the context of system…

Machine Learning · Computer Science 2017-03-01 Jan-Peter Calliess

We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of…

Machine Learning · Computer Science 2024-08-29 Yifan Chen , Mark Goldstein , Mengjian Hua , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation…

Machine Learning · Computer Science 2025-02-18 Stefano Bruno , Ying Zhang , Dong-Young Lim , Ömer Deniz Akyildiz , Sotirios Sabanis

Generative models based on dynamical equations such as flows and diffusions offer exceptional sample quality, but require computationally expensive numerical integration during inference. The advent of consistency models has enabled…

Machine Learning · Computer Science 2025-06-04 Nicholas M. Boffi , Michael S. Albergo , Eric Vanden-Eijnden
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