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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

Diffusion models have demonstrated state-of-the-art performance across vision, language, and scientific domains. Despite their empirical success, prior theoretical analyses of the sample complexity suffer from poor scaling with input data…

Machine Learning · Computer Science 2026-04-14 Mudit Gaur , Prashant Trivedi , Sasidhar Kunapuli , Amrit Singh Bedi , Vaneet Aggarwal

Denoising diffusion models are a recent class of generative models exhibiting state-of-the-art performance in image and audio synthesis. Such models approximate the time-reversal of a forward noising process from a target distribution to a…

Machine Learning · Statistics 2023-05-30 Valentin De Bortoli

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

Machine Learning · Computer Science 2024-03-07 Gen Li , Yu Huang , Timofey Efimov , Yuting Wei , Yuejie Chi , Yuxin Chen

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate…

Machine Learning · Statistics 2025-10-14 Jinyuan Chang , Zhao Ding , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang

Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…

Computation · Statistics 2025-07-14 Fuqun Han , Stanley Osher , Wuchen Li

Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…

Machine Learning · Statistics 2025-06-12 Vahan Arsenyan , Elen Vardanyan , Arnak Dalalyan

We present theoretical convergence guarantees for ODE-based generative models, specifically flow matching. We use a pre-trained autoencoder network to map high-dimensional original inputs to a low-dimensional latent space, where a…

Machine Learning · Statistics 2024-04-30 Yuling Jiao , Yanming Lai , Yang Wang , Bokai Yan

We propose a deterministic sampling framework using Score-Based Transport Modeling for sampling an unnormalized target density $\pi$ given only its score $\nabla \log \pi$. Our method approximates the Wasserstein gradient flow on…

Machine Learning · Computer Science 2025-10-21 Vasily Ilin , Peter Sushko , Jingwei Hu

Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…

Probability · Mathematics 2021-02-24 Massimiliano Tamborrino , Petr Lansky

In this paper, we study a method to sample from a target distribution $\pi$ over $\mathbb{R}^d$ having a positive density with respect to the Lebesgue measure, known up to a normalisation factor. This method is based on the Euler…

Statistics Theory · Mathematics 2016-12-20 Alain Durmus , Eric Moulines

Through an uncertainty quantification (UQ) perspective, we show that score-based generative models (SGMs) are provably robust to the multiple sources of error in practical implementation. Our primary tool is the Wasserstein uncertainty…

Machine Learning · Statistics 2024-05-27 Nikiforos Mimikos-Stamatopoulos , Benjamin J. Zhang , Markos A. Katsoulakis

Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in…

Machine Learning · Computer Science 2025-12-22 Herlock Rahimi

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

Score-based diffusion models demonstrate superior performance in generative tasks but encounter fundamental bottlenecks in inverse problems due to the analytical intractability of the time-dependent likelihood score. To bridge this gap, we…

Optimization and Control · Mathematics 2026-05-28 Boyang Zhang , Zhiguo Wang , Ya-Feng Liu

In this paper, we are concerned with a non-asymptotic analysis of sampling algorithms used in nonconvex optimization. In particular, we obtain non-asymptotic estimates in Wasserstein-1 and Wasserstein-2 distances for a popular class of…

Statistics Theory · Mathematics 2022-10-17 Ying Zhang , Ömer Deniz Akyildiz , Theodoros Damoulas , Sotirios Sabanis

We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the…

Machine Learning · Computer Science 2023-03-07 Sitan Chen , Giannis Daras , Alexandros G. Dimakis

Score-based generative models have excellent performance in terms of generation quality and likelihood. They model the data distribution by matching a parameterized score network with first-order data score functions. The score network can…

Machine Learning · Statistics 2022-06-28 Cheng Lu , Kaiwen Zheng , Fan Bao , Jianfei Chen , Chongxuan Li , Jun Zhu

This paper is motivated by structured sparsity for deep neural network training. We study a weighted group L0-norm constraint, and present the projection and normal cone of this set. Using randomized smoothing, we develop zeroth and…

Optimization and Control · Mathematics 2022-12-22 Michael R. Metel

We obtain non asymptotic bounds for the Monte Carlo algorithm associated to the Euler discretization of some diffusion processes. The key tool is the Gaussian concentration satisfied by the density of the discretization scheme. This…

Probability · Mathematics 2018-02-20 Vincent Lemaire , Stephane Menozzi
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