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We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…

Optimization and Control · Mathematics 2018-06-08 Andre Wibisono

In many data science applications, the objective is to extract appropriately-ordered smooth low-dimensional data patterns from high-dimensional data sets. This is challenging since common sorting algorithms are primarily aiming at finding…

Machine Learning · Computer Science 2024-10-30 Illia Horenko , Lukas Pospisil

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

Machine Learning · Computer Science 2021-05-11 Gabriel F. Barros , Malú Grave , Alex Viguerie , Alessandro Reali , Alvaro L. G. A. Coutinho

We introduce Adversarial Diffusion Distillation (ADD), a novel training approach that efficiently samples large-scale foundational image diffusion models in just 1-4 steps while maintaining high image quality. We use score distillation to…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Axel Sauer , Dominik Lorenz , Andreas Blattmann , Robin Rombach

Time series anomaly detection plays a crucial role in a wide range of real-world applications. Given that time series data can exhibit different patterns at different sampling granularities, multi-scale modeling has proven beneficial for…

Machine Learning · Computer Science 2025-10-15 Beibu Li , Qichao Shentu , Yang Shu , Hui Zhang , Ming Li , Ning Jin , Bin Yang , Chenjuan Guo

A data-driven ab initio generalized Langevin equation (AIGLE) approach is developed to learn and simulate high-dimensional, heterogeneous, coarse-grained conformational dynamics. Constrained by the fluctuation-dissipation theorem, the…

Biological Physics · Physics 2024-09-13 Pinchen Xie , Yunrui Qiu , Weinan E

Consistency learning is a central strategy to tackle unlabeled data in semi-supervised medical image segmentation (SSMIS), which enforces the model to produce consistent predictions under the perturbation. However, most current approaches…

Computer Vision and Pattern Recognition · Computer Science 2024-05-02 Hanyang Chi , Jian Pang , Bingfeng Zhang , Weifeng Liu

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…

Optimization and Control · Mathematics 2023-01-25 Guilherme França , Daniel P. Robinson , René Vidal

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…

Machine Learning · Computer Science 2022-06-22 Ruqi Zhang , Xingchao Liu , Qiang Liu

Conventional wisdom in the sampling literature, backed by a popular diffusion scaling limit, suggests that the mixing time of the Metropolis-Adjusted Langevin Algorithm (MALA) scales as $O(d^{1/3})$, where $d$ is the dimension. However, the…

Statistics Theory · Mathematics 2020-12-24 Sinho Chewi , Chen Lu , Kwangjun Ahn , Xiang Cheng , Thibaut Le Gouic , Philippe Rigollet

For data-constrained, complex and dynamic industrial environments, there is a critical need for transferable and multimodal methodologies to enhance anomaly detection and therefore, prevent costs associated with system failures. Typically,…

A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…

Machine Learning · Computer Science 2025-09-19 Padmaksha Roy , Almuatazbellah Boker , Lamine Mili

In time series anomaly detection (TSAD), the scarcity of labeled data poses a challenge to the development of accurate models. Unsupervised domain adaptation (UDA) offers a solution by leveraging labeled data from a related domain to detect…

Machine Learning · Computer Science 2025-09-09 Zahra Zamanzadeh Darban , Yiyuan Yang , Geoffrey I. Webb , Charu C. Aggarwal , Qingsong Wen , Shirui Pan , Mahsa Salehi

We present a framework for adaptive-stepsize MCMC sampling based on time-rescaled Langevin dynamics, in which the stepsize variation is dynamically driven by an additional degree of freedom. Our approach augments the phase space by an…

Computation · Statistics 2025-05-27 Benedict Leimkuhler , René Lohmann , Peter Whalley

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

Recently, learning-based stereo matching methods have achieved great improvement in public benchmarks, where soft argmin and smooth L1 loss play a core contribution to their success. However, in unsupervised domain adaptation scenarios, we…

Computer Vision and Pattern Recognition · Computer Science 2025-05-01 Zhelun Shen , Zhuo Li , Chenming Wu , Zhibo Rao , Lina Liu , Yuchao Dai , Liangjun Zhang

This work considers the problem of sampling from a probability distribution known up to a normalization constant while satisfying a set of statistical constraints specified by the expected values of general nonlinear functions. This problem…

Machine Learning · Statistics 2025-01-08 Luiz F. O. Chamon , Mohammad Reza Karimi , Anna Korba

In many modern data sets, High dimension low sample size (HDLSS) data is prevalent in many fields of studies. There has been an increased focus recently on using machine learning and statistical methods to mine valuable information out of…

Optimization and Control · Mathematics 2023-05-23 Srivathsan Amruth , Xin Yee Lam