arXiv Machine Learning

Iterating Consistency Models: Stability, Error Bounds and Noise Schedules

arXiv Machine Learning
Oct 12

Robust Langevin Sampling under State-Dependent Heavy-Tailed Noise with Applications to LLM Fine-Tuning

arXiv:2610. 12865v1 Announce Type: new Abstract: Existing convergence guarantees for non-log-concave sampling with stochastic gradient Langevin Monte Carlo (SG-LMC) typically assume globally Lipschitz gradients and uniformly bounded noise variance.

By M. Berk Sahin, Ege C. Kaya, Arda Fazla, Behzad Sharif, Abolfazl Hashemi
arXiv Machine Learning
Sep 22

Leveraging Inference-Time Compute for Diffusion Models via Global Scheduling of Denoising Trajectories

The paper studies how to allocate a fixed computational budget across the denoising steps of diffusion models to improve sample quality at deployment. It shows that the expected benefit of evaluating multiple candidates at a step can be decomposed into a step‑specific sensitivity and a universal sample‑size factor, and that the optimal allocation follows a water‑filling structure. Experiments demonstrate that this allocation achieves the same quality as a uniform strategy while reducing function evaluations by 20–50%.

By Yuan Cao, Yifu Tang, Hangqi Li, Zeyu Zheng
arXiv Machine Learning
Jun 2

Accurate Large-sample Uncertainty Quantification using Stochastic Gradient Markov Chain Monte Carlo

arXiv:2606. 00293v1 Announce Type: new Abstract: Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified.

By Yu Wang, Jie Ding, Jonathan H. Huggins
arXiv Machine Learning
Oct 16

Acceleration and its Limits in Gaussian Variational Inference

The paper investigates whether momentum-based acceleration can improve Gaussian variational inference (GVI) for strongly log-concave, log-smooth targets. With exact Gaussian expectations, GVI achieves the classic accelerated √κ convergence rate, but when only pointwise derivatives are available, the authors construct targets that force any randomized algorithm to use κ^{1-o(1)} queries, showing curvature alone does not guarantee acceleration. They identify additional structure—specifically a Hessian-Lipschitz condition with small Hessian variation—under which variance-reduced stochastic methods can achieve accelerated guarantees, and demonstrate empirical speedups on real datasets.

By Jaesung R. Park, Uijeong Jang, Yifan Chen
arXiv Statistics ML
Aug 25

Provably adaptive sampling with uniform and remasking discrete diffusion models

The paper proves that for discrete diffusion models using uniform or remasking forward processes, an adaptive sampler based on a leave‑one‑out denoiser can achieve sampling error proportional to the score‑estimation error plus a small tolerance. The required number of discretization steps scales with the dual total correlation of the target distribution, not directly with the ambient dimension. This result shows that sampling complexity is governed by the intrinsic dependence structure of the distribution, and the authors provide an information‑theoretic analysis linking discretization error to mutual information between coordinates.

By Daniil Dmitriev, Zhihan Huang, Yuting Wei