arXiv Machine Learning

Diffusion Removes Langevin's Conditioning Dependence: A Sharp Gaussian Analysis

arXiv:2610. 12052v1 Announce Type: cross Abstract: Despite their empirical success, why diffusion models overcome the bottlenecks of classical score-based samplers remains unclear.

Hugging Face Trending Papers
Aug 6

The Tamed Subgradient Unadjusted Langevin Algorithm beyond Convexity

We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex. We introduce the Subgradient Tamed Unadjusted Langevin Algorithm (SG-TULA), a discretisation of the Langevin diffusion that operates directly on subgradients, without relying on computationally demanding smoothing procedures.

arXiv Statistics ML
Aug 26

A Non-asymptotic Analysis for Learning and Applying a Preconditioner in MCMC

The paper presents a non‑asymptotic analysis of Markov chain Monte Carlo (MCMC) algorithms that learn and apply a preconditioner based on either the target covariance or the expected Hessian of the target potential. It compares the finite‑time computational costs of these preconditioned schemes with unpreconditioned counterparts, providing guarantees for algorithms such as the Unadjusted Langevin Algorithm (ULA) and the proximal sampler. The analysis relies on a contraction assumption in the Wasserstein‑2 distance to formalize approximate independence and bridge modern MCMC theory with classical effective sample size heuristics.

By Max Hird, Florian Maire, Jeffrey Negrea
arXiv Statistics ML
Oct 5

KL Convergence Guarantees for Score diffusion models under minimal data assumptions

The paper presents new Kullback–Leibler convergence guarantees for score diffusion models that avoid restrictive Lipschitz assumptions on the score function. By analyzing models with fixed step size derived from the Ornstein–Uhlenbeck semigroup and its kinetic counterpart, the authors derive simple, sharp KL bounds that hold for any data distribution with finite Fisher information relative to the standard Gaussian. This extends theoretical guarantees to a broader class of data distributions without requiring early stopping or compact support.

By Giovanni Conforti, Alain Durmus, Marta Gentiloni Silveri