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Deep generative models hold great promise for representing complex physical systems, but their deployment is currently limited by the lack of guarantees on the physical plausibility of the generated outputs. Ensuring that known physical…

Machine Learning · Computer Science 2026-03-13 Matthieu Blanke , Yongquan Qu , Sara Shamekh , Pierre Gentine

Discrete diffusion models have emerged as a powerful class of models and a promising route to fast language generation, but practical implementations typically rely on factored reverse transitions ignoring cross-token dependencies and…

Machine Learning · Computer Science 2026-05-14 Dario Shariatian , Alain Durmus , Umut Simsekli , Stefano Peluchetti

Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing…

Machine Learning · Computer Science 2026-05-25 Yunhua Pei , Zixing Song , Jin Zheng , John Cartlidge

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Numerical Analysis · Mathematics 2022-12-23 Martin Eigel , Robert Gruhlke , David Sommer

Sampling from a target distribution is a fundamental problem. Traditional Markov chain Monte Carlo (MCMC) algorithms, such as the unadjusted Langevin algorithm (ULA), derived from the overdamped Langevin dynamics, have been extensively…

Optimization and Control · Mathematics 2024-10-29 Xinzhe Zuo , Stanley Osher , Wuchen Li

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…

In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…

Probability · Mathematics 2023-11-01 Martin Chak , Nikolas Kantas , Grigorios A. Pavliotis

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

Machine Learning · Computer Science 2017-06-06 Maxim Raginsky , Alexander Rakhlin , Matus Telgarsky

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of…

Machine Learning · Computer Science 2025-09-03 Ezra Erives , Bowen Jing , Peter Holderrieth , Tommi Jaakkola

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

Optimization and Control · Mathematics 2025-10-07 Wenyou Guo , Ting Qu , Hainan Huang , Yafeng Wei

Agentic artificial intelligence (AI) -- multi-agent systems that combine large language models with external tools and autonomous planning -- are rapidly transitioning from research laboratories into high-stakes domains. Our earlier "Basic"…

Artificial Intelligence · Computer Science 2025-09-16 Manish Shukla

Discrete diffusion models have recently shown great promise for modeling complex discrete data, with masked diffusion models (MDMs) offering a compelling trade-off between quality and generation speed. MDMs denoise by progressively…

Machine Learning · Computer Science 2026-04-15 Tianyu Xie , Shuchen Xue , Zijin Feng , Tianyang Hu , Jiacheng Sun , Zhenguo Li , Cheng Zhang

Despite the remarkable success, recent reconstruction-based anomaly detection (AD) methods via diffusion modeling still involve fine-grained noise-strength tuning and computationally expensive multi-step denoising, leading to a fundamental…

Computer Vision and Pattern Recognition · Computer Science 2026-03-13 Shunsuke Sakai , Xiangteng He , Chunzhi Gu , Leonid Sigal , Tatsuhito Hasegawa

We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. To enhance the performance of simple Markov chain Monte Carlo (MCMC) methods, techniques of annealing type have been…

Machine Learning · Statistics 2025-02-18 Wei Guo , Molei Tao , Yongxin Chen

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

Numerical Analysis · Mathematics 2025-10-23 Qiuqi Li , Chang Liu , Yifei Yang

Anomaly detection (AD) aims to identify defective images and localize their defects (if any). Ideally, AD models should be able to detect defects over many image classes; without relying on hard-coded class names that can be uninformative…

Computer Vision and Pattern Recognition · Computer Science 2024-04-01 Chih-Hui Ho , Kuan-Chuan Peng , Nuno Vasconcelos

Stochastic Gradient Langevin Dynamics infuses isotropic gradient noise to SGD to help navigate pathological curvature in the loss landscape for deep networks. Isotropic nature of the noise leads to poor scaling, and adaptive methods based…

Machine Learning · Computer Science 2019-06-13 Chandrasekaran Anirudh Bhardwaj

Industrial anomaly detection (IAD) plays a crucial role in the maintenance and quality control of manufacturing processes. In this paper, we propose a novel approach, Vision-Language Anomaly Detection via Contrastive Cross-Modal Training…

Computer Vision and Pattern Recognition · Computer Science 2024-12-03 Kun Qian , Tianyu Sun , Wenhong Wang