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In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…

Optimization and Control · Mathematics 2023-03-01 Zijian Liu , Ta Duy Nguyen , Thien Hang Nguyen , Alina Ene , Huy Lê Nguyen

Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…

Machine Learning · Computer Science 2026-05-29 Jiayi Fu , Yuxia Wang

Sampling in score-based diffusion models can be performed by solving either a reverse-time stochastic differential equation (SDE) parameterized by an arbitrary time-dependent stochasticity parameter or a probability flow ODE, corresponding…

Machine Learning · Computer Science 2025-07-31 Bernardo P. Schaeffer , Ricardo M. S. Rosa , Glauco Valle

Score-based diffusion models, which generate new data by learning to reverse a diffusion process that perturbs data from the target distribution into noise, have achieved remarkable success across various generative tasks. Despite their…

Machine Learning · Computer Science 2025-01-23 Gen Li , Yuling Yan

We study the problem of sampling from strongly log-concave distributions over $\mathbb{R}^d$ using the Poisson midpoint discretization (a variant of the randomized midpoint method) for overdamped/underdamped Langevin dynamics. We prove its…

Probability · Mathematics 2025-10-02 Rishikesh Srinivasan , Dheeraj Nagaraj

Diffusion models have quickly become some of the most popular and powerful generative models for high-dimensional data. The key insight that enabled their development was the realization that access to the score -- the gradient of the…

Machine Learning · Computer Science 2025-12-01 Zhenghan Fang , Mateo Díaz , Sam Buchanan , Jeremias Sulam

In this paper, we propose a new numerical method for the underdamped Langevin diffusion (ULD) and present a non-asymptotic analysis of its sampling error in the 2-Wasserstein distance when the $d$-dimensional target distribution…

Machine Learning · Statistics 2025-08-25 Maximilian Scott , Dáire O'Kane , Andraž Jelinčič , James Foster

We establish global well-posedness and convergence of the score-based generative models (SGM) under minimal general assumptions of initial data for score estimation. For the smooth case, we start from a Lipschitz bound of the score function…

Machine Learning · Computer Science 2024-05-28 Connor Mooney , Zhongjian Wang , Jack Xin , Yifeng Yu

This paper explores the problem of generative modeling, aiming to simulate diverse examples from an unknown distribution based on observed examples. While recent studies have focused on quantifying the statistical precision of popular…

Statistics Theory · Mathematics 2024-06-07 Elen Vardanyan , Sona Hunanyan , Tigran Galstyan , Arshak Minasyan , Arnak Dalalyan

The score function for the diffusion process, also known as the gradient of the log-density, is a basic concept to characterize the probability flow with important applications in the score-based diffusion generative modelling and the…

Numerical Analysis · Mathematics 2025-12-12 Yuanfei Huang , Chengyu Liu , Xiang Zhou

Flow Matching has become a cornerstone of modern generative models like Stable Diffusion 3, largely due to the efficiency of its Rectified Flow (RF) variant. The success of RF hinges on iteratively learning straight trajectories, pushing…

Machine Learning · Computer Science 2026-05-19 Vansh Bansal , Saptarshi Roy , Purnamrita Sarkar , Alessandro Rinaldo

Diffusion and flow matching models generate high-fidelity data by simulating paths defined by Ordinary or Stochastic Differential Equations (ODEs/SDEs), starting from a tractable prior distribution. The probability flow ODE formulation…

Computer Vision and Pattern Recognition · Computer Science 2026-03-19 Liangyu Yuan , Ruoyu Wang , Tong Zhao , Dingwen Fu , Mingkun Lei , Beier Zhu , Chi Zhang

We study a general framework of distributional computational graphs: computational graphs whose inputs are probability distributions rather than point values. We analyze the discretization error that arises when these graphs are evaluated…

Machine Learning · Statistics 2026-02-13 Olof Hallqvist Elias , Michael Selby , Phillip Stanley-Marbell

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

Score-based methods, such as diffusion models and Bayesian inverse problems, are often interpreted as learning the data distribution in the low-noise limit ($\sigma \to 0$). In this work, we propose an alternative perspective: their success…

Machine Learning · Statistics 2026-03-17 Xiang Li , Zebang Shen , Ya-Ping Hsieh , Niao He

We analyze the posterior contraction rates of parameters in Bayesian models via the Langevin diffusion process, in particular by controlling moments of the stochastic process and taking limits. Analogous to the non-asymptotic analysis of…

Statistics Theory · Mathematics 2022-08-18 Wenlong Mou , Nhat Ho , Martin J. Wainwright , Peter Bartlett , Michael I. Jordan

Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs),…

Machine Learning · Computer Science 2024-04-09 Kaiwen Zheng , Cheng Lu , Jianfei Chen , Jun Zhu

Consistency models have recently emerged as a compelling alternative to traditional SDE-based diffusion models. They offer a significant acceleration in generation by producing high-quality samples in very few steps. Despite their empirical…

Machine Learning · Computer Science 2025-05-27 Nishant Jain , Xunpeng Huang , Yian Ma , Tong Zhang

Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based…

Machine Learning · Statistics 2025-06-30 Xiuyuan Cheng , Jianfeng Lu , Yixin Tan , Yao Xie

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, the canonical Euler Maruyama discretization of the Langevin diffusion process, referred as Unadjusted Langevin Algorithm (ULA),…

Computation · Statistics 2021-07-28 Dao Nguyen , Xin Dang , Yixin Chen