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In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with super-linear drifts, we propose a novel modified Euler scheme…

Probability · Mathematics 2025-12-09 Jianhai Bao , Jiaqing Hao , Panpan Ren

In this paper, we study the problem of sampling from log-concave distributions supported on convex, compact sets, with a particular focus on the randomized midpoint discretization of both vanilla and kinetic Langevin diffusions in this…

Machine Learning · Statistics 2025-05-27 Yifeng Yu , Lu Yu

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

Statistics Theory · Mathematics 2026-04-15 Ziang Niu , Zhimei Ren

We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…

Computation · Statistics 2024-12-02 Chi Wing Chu , Hok Kan Ling , Chaoyu Yuan

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Machine Learning · Statistics 2026-01-23 Lei Qian , Wu Su , Yanqi Huang , Song Xi Chen

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…

Machine Learning · Statistics 2023-03-06 Kazusato Oko , Shunta Akiyama , Taiji Suzuki

Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…

Machine Learning · Computer Science 2024-06-25 Zehao Dou , Minshuo Chen , Mengdi Wang , Zhuoran Yang

In Statistics, log-concave density estimation is a central problem within the field of nonparametric inference under shape constraints. Despite great progress in recent years on the statistical theory of the canonical estimator, namely the…

Computation · Statistics 2023-03-01 Wenyu Chen , Rahul Mazumder , Richard J. Samworth

In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

Probability · Mathematics 2023-04-06 Pierre Monmarché

Established approaches to obtain generalization bounds in data-driven optimization and machine learning mostly build on solutions from empirical risk minimization (ERM), which depend crucially on the functional complexity of the hypothesis…

Optimization and Control · Mathematics 2022-10-14 Yibo Zeng , Henry Lam

Score-based diffusion models have emerged as effective approaches for both conditional and unconditional generation. Still conditional generation is based on either a specific training of a conditional model or classifier guidance, which…

Machine Learning · Computer Science 2024-12-25 Davide Scassola , Sebastiano Saccani , Ginevra Carbone , Luca Bortolussi

Flow matching (FM) has gained significant attention as a simulation-free generative model. Unlike diffusion models, which are based on stochastic differential equations, FM employs a simpler approach by solving an ordinary differential…

Machine Learning · Computer Science 2024-10-14 Kenji Fukumizu , Taiji Suzuki , Noboru Isobe , Kazusato Oko , Masanori Koyama

Prior work (Klochkov $\&$ Zhivotovskiy, 2021) establishes at most $O\left(\log (n)/n\right)$ excess risk bounds via algorithmic stability for strongly-convex learners with high probability. We show that under the similar common assumptions…

Machine Learning · Computer Science 2025-10-31 Bowei Zhu , Shaojie Li , Mingyang Yi , Yong Liu

We derive nearly sharp bounds for the bidirectional GAN (BiGAN) estimation error under the Dudley distance between the latent joint distribution and the data joint distribution with appropriately specified architecture of the neural…

Machine Learning · Computer Science 2021-10-26 Shiao Liu , Yunfei Yang , Jian Huang , Yuling Jiao , Yang Wang

In the context of linear regression, we construct a data-driven convex loss function with respect to which empirical risk minimisation yields optimal asymptotic variance in the downstream estimation of the regression coefficients. At the…

Statistics Theory · Mathematics 2025-05-29 Oliver Y. Feng , Yu-Chun Kao , Min Xu , Richard J. Samworth

Predictive machine learning models generally excel on in-distribution data, but their performance degrades on out-of-distribution (OOD) inputs. Reliable deployment therefore requires robust OOD detection, yet this is particularly…

Machine Learning · Computer Science 2026-02-19 David Graber , Victor Armegioiu , Rebecca Buller , Siddhartha Mishra

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

Statistics Theory · Mathematics 2025-01-14 Adrian Fischer , Robert E. Gaunt , Gesine Reinert , Yvik Swan

Diffusion and flow-based models are ubiquitously used for generative modelling and density estimation. They admit a deterministic probability flow ordinary differential equation (PF-ODE), analogous to continuous normalizing flows (CNFs),…

Machine Learning · Statistics 2026-05-19 Gurjeet Jagwani , Stephen Thorp , Sinan Deger , Hiranya Peiris
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