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The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…

Probability · Mathematics 2023-09-26 Giovanni Conforti , Daniel Lacker , Soumik Pal

The paper concerns the sharp boundary regularity estimates in homogenization of Dirichlet problem for Stokes systems. We obtain the Lipschitz estimates for velocity term and $L^\infty$ estimate for pressure term, under some reasonable…

Analysis of PDEs · Mathematics 2016-12-20 Shu Gu , Qiang Xu

Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…

Statistics Theory · Mathematics 2026-05-27 Zhengyan Wan , Yidong Ouyang , Qiang Yao , Liyan Xie , Fang Fang , Hongyuan Zha , Guang Cheng

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as…

Machine Learning · Statistics 2022-02-25 Vincent Stimper , Bernhard Schölkopf , José Miguel Hernández-Lobato

Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution $\mu_1$ from samples drawn from a source distribution $\mu_0$. This framework relies on a fixed coupling between $\mu_0$ and…

Machine Learning · Computer Science 2026-05-12 Le-Tuyet-Nhi Pham , Giovanni Conforti , Zhenjie Ren , Alain Durmus

A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sampling from a target distribution $\pi$ that has a density…

Statistics Theory · Mathematics 2019-10-18 Sotirios Sabanis , Ying Zhang

Normalizing flows learn a diffeomorphic mapping between the target and base distribution, while the Jacobian determinant of that mapping forms another real-valued function. In this paper, we show that the Jacobian determinant mapping is…

Machine Learning · Computer Science 2021-02-18 Huadong Liao , Jiawei He

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

Flow matching has recently emerged as a promising alternative to diffusion-based generative models, offering faster sampling and simpler training by learning continuous flows governed by ordinary differential equations. Despite growing…

Machine Learning · Computer Science 2025-12-02 Mudit Gaur , Prashant Trivedi , Shuchin Aeron , Amrit Singh Bedi , George K. Atia , Vaneet Aggarwal

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

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

Flow matching has emerged as a powerful framework for generative modeling, offering computational advantages over diffusion models by leveraging deterministic Ordinary Differential Equations (ODEs) instead of stochastic dynamics. While…

Machine Learning · Computer Science 2025-03-13 Chengyue Gong , Xiaoyu Li , Yingyu Liang , Jiangxuan Long , Zhenmei Shi , Zhao Song , Yu Tian

Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…

Probability · Mathematics 2020-02-25 Victor Marx

Existing bounds on the generalization error of deep networks assume some form of smooth or bounded dependence on the input variable, falling short of investigating the mechanisms controlling such factors in practice. In this work, we…

Machine Learning · Computer Science 2025-07-24 Matteo Gamba , Hossein Azizpour , Mårten Björkman

Softening material models are known to trigger spurious localizations.This may be shown theoretically by the existence of solutions with zero dissipation when localization occurs and numerically with spurious mesh dependency and…

Computational Engineering, Finance, and Science · Computer Science 2021-08-10 Nicolas Moes , Nicolas Chevaugeon

In this paper, we are concerned with a modified Euler scheme for the SDE under consideration, where the drift is of super-linear growth and dissipative merely outside a closed ball. By adopting the synchronous coupling, along with the…

Probability · Mathematics 2025-08-12 Jianhai Bao , Jiaqing Hao

We study the convergence of stochastic time-discretization schemes for evolution equations driven by random velocity fields, including examples like stochastic gradient descent and interacting particle systems. Using a unified framework…

Functional Analysis · Mathematics 2025-05-28 Giulia Cavagnari , Giuseppe Savaré , Giacomo Enrico Sodini

Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…

Machine Learning · Computer Science 2026-01-07 Xingyu Xu , Ziyi Zhang , Yorie Nakahira , Guannan Qu , Yuejie Chi

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

Probability · Mathematics 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian