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We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…
Score-based Generative Models (SGMs) have achieved impressive performance in data generation across a wide range of applications and benefit from strong theoretical guarantees. Recently, methods inspired by statistical mechanics, in…
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…
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…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…
Denoising diffusion probabilistic models (DDPMs) represent a recent advance in generative modelling that has delivered state-of-the-art results across many domains of applications. Despite their success, a rigorous theoretical understanding…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…
Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…
We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdamped Langevin diffusion. We analyze these methods under a…
Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…
We provide a new convergence analysis of stochastic gradient Langevin dynamics (SGLD) for sampling from a class of distributions that can be non-log-concave. At the core of our approach is a novel conductance analysis of SGLD using an…
The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…
Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities. It depends on availability of (approximate) Stein score functions for various levels of…
We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…
Minimum distance estimation (MDE) gained recent attention as a formulation of (implicit) generative modeling. It considers minimizing, over model parameters, a statistical distance between the empirical data distribution and the model. This…
In this work, we look at Score-based generative models (also called diffusion generative models) from a geometric perspective. From a new view point, we prove that both the forward and backward process of adding noise and generating from…
The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global…
This paper investigates the score-based diffusion models for density estimation when the target density admits a factorizable low-dimensional nonparametric structure. To be specific, we show that when the log density admits a $d^*$-way…