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This paper proposes a scoring-rule-based method for ranking predictive distributions in the Fr\'echet domain that is able to distinguish between different tail indices. The approach is built on normalized order statistics and exploits…

Methodology · Statistics 2026-03-26 Martin Bladt , Christoffer Øhlenschlæger

Diffusion-based models have shown the merits of generating high-quality visual data while preserving better diversity in recent studies. However, such observation is only justified with curated data distribution, where the data samples are…

Computer Vision and Pattern Recognition · Computer Science 2023-06-16 Yiming Qin , Huangjie Zheng , Jiangchao Yao , Mingyuan Zhou , Ya Zhang

We study mean change point testing problems for high-dimensional data, with exponentially- or polynomially-decaying tails. In each case, depending on the $\ell_0$-norm of the mean change vector, we separately consider dense and sparse…

Statistics Theory · Mathematics 2025-10-14 Mengchu Li , Yudong Chen , Tengyao Wang , Yi Yu

We study variance reduction for score estimation and diffusion-based sampling in settings where the clean (target) score is available or can be approximated. Starting from the Target Score Identity (TSI), which expresses the noisy marginal…

Machine Learning · Statistics 2026-01-26 Alois Duston , Tan Bui-Thanh

Both parametric distribution functions appearing in extreme value theory - the generalized extreme value distribution and the generalized Pareto distribution - have log-concave densities if the extreme value index gamma is in [-1,0].…

Statistics Theory · Mathematics 2023-04-17 Samuel Müller , Kaspar Rufibach

Score-based models have achieved remarkable results in the generative modeling of many domains. By learning the gradient of smoothed data distribution, they can iteratively generate samples from complex distribution e.g. natural images.…

Artificial Intelligence · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

Generative modeling has drawn much attention in creative and scientific data generation tasks. Score-based Diffusion Models, a type of generative model that iteratively learns to denoise data, have shown state-of-the-art results on tasks…

Robotics · Computer Science 2024-05-21 Tyler Presser , Agnimitra Dasgupta , Daniel Erwin , Assad Oberai

Generative models such as diffusion models have achieved remarkable success in state-of-the-art image and text tasks. Recently, score-based diffusion models have extended their success beyond image generation, showing competitive…

Machine Learning · Computer Science 2024-11-27 Jia Jun Cheng Xian , Sadegh Mahdavi , Renjie Liao , Oliver Schulte

Score-based diffusion models generate samples from an unknown target distribution using a time-reversed diffusion process. While such models represent state-of-the-art approaches in industrial applications such as artificial image…

Machine Learning · Computer Science 2026-02-09 Adrian Baule

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

Machine Learning · Computer Science 2026-02-10 Junsu Seo

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

Sampling from an unknown distribution, accessible only through discrete samples, is a fundamental problem at the core of generative AI. The current state-of-the-art methods follow a two-step process: first, estimating the score function…

Machine Learning · Computer Science 2026-05-20 Samuel Hurault , Matthieu Terris , Thomas Moreau , Gabriel Peyré

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Statistics Theory · Mathematics 2007-06-13 Stilian A. Stoev , George Michailidis , Murad S. Taqqu

Denoising diffusion models are a class of generative models which have recently achieved state-of-the-art results across many domains. Gradual noise is added to the data using a diffusion process, which transforms the data distribution into…

Machine Learning · Statistics 2024-06-28 Francisco Vargas , Teodora Reu , Anna Kerekes , Michael M Bronstein

Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities…

Statistics Theory · Mathematics 2022-07-04 Huiming Zhang , Haoyu Wei

We introduce a novel class of score-based diffusion processes that operate directly in the representation space of Lie groups. Leveraging the framework of Generalized Score Matching, we derive a class of Langevin dynamics that decomposes as…

Machine Learning · Computer Science 2025-10-28 Marco Bertolini , Tuan Le , Djork-Arné Clevert

Understanding the shape of a distribution of data is of interest to people in a great variety of fields, as it may affect the types of algorithms used for that data. We study one such problem in the framework of distribution property…

Machine Learning · Computer Science 2022-12-06 Maryam Aliakbarpour , Amartya Shankha Biswas , Kavya Ravichandran , Ronitt Rubinfeld

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

Diffusion models have emerged as the principal paradigm for generative modeling across various domains. During training, they learn the score function, which in turn is used to generate samples at inference. They raise a basic yet unsolved…

Machine Learning · Computer Science 2025-10-03 Kiwhan Song , Jaeyeon Kim , Sitan Chen , Yilun Du , Sham Kakade , Vincent Sitzmann