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Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
In this work, we investigate the margin-maximization bias exhibited by gradient-based algorithms in classifying linearly separable data. We present an in-depth analysis of the specific properties of the velocity field associated with…
Multiscale dynamical systems characterized by interacting fast and slow processes are ubiquitous across scientific domains, from climate dynamics to fluid mechanics. Accurate modeling of such systems requires capturing both the long-term…
Empirical Bayes provides a powerful approach to learning and adapting to latent structure in data. Theory and algorithms for empirical Bayes have a rich literature for sequence models, but are less understood in settings where latent…
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…
We study learning to learn for regression problems through the lens of hyperparameter tuning. We propose the Langevin Gradient Descent Algorithm (LGD), which approximates the mean of the posterior distribution defined by the loss function…
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),…
Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…
Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…
We analyze a recently proposed class of algorithms for the problem of sampling from probability distributions $\mu^\ast$ in $\mathbb{R}^d$ with a Lebesgue density of the form $\mu^\ast(x) \propto \exp(-f(Kx)-g(x))$, where $K$ is a linear…
The reverse process in score-based diffusion models is formally equivalent to overdamped Langevin dynamics in a time-dependent energy landscape. In our prior work we showed that a bilinearly-coupled analog substrate can physically realize…
We study the convergence of Langevin-Simulated Annealing type algorithms with multiplicative noise, i.e. for $V : \mathbb{R}^d \to \mathbb{R}$ a potential function to minimize, we consider the stochastic differential equation $dY_t = -…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…
Consider $n$ agents connected over a network collaborating to minimize the average of their local cost functions combined with a common nonsmooth function. This paper introduces a unified algorithmic framework for solving such a problem…
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…
Source imaging based on magnetoencephalography (MEG) and electroencephalography (EEG) allows for the non-invasive analysis of brain activity with high temporal and good spatial resolution. As the bioelectromagnetic inverse problem is…
This paper introduces Discrete Markov Probabilistic Models (DMPMs), a novel discrete diffusion algorithm for discrete data generation. The algorithm operates in discrete bit space, where the noising process is a continuous-time Markov chain…