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Given an intractable distribution $p$, the problem of variational inference (VI) is to compute the best approximation $q$ from some more tractable family $\mathcal{Q}$. Most commonly the approximation is found by minimizing a Kullback-Leibler (KL) divergence. However, there exist other valid choices of divergences, and when $\mathcal{Q}$ does not contain~$p$, each divergence champions a different solution. We analyze how the choice of divergence affects the outcome of VI when a Gaussian with a dense covariance matrix is approximated by a Gaussian with a diagonal covariance matrix. In this setting we show that different divergences can be \textit{ordered} by the amount that their variational approximations misestimate various measures of uncertainty, such as the variance, precision, and entropy. We also derive an impossibility theorem showing that no two of these measures can be simultaneously matched by a factorized approximation; hence, the choice of divergence informs which measure, if any, is correctly estimated. Our analysis covers the KL divergence, the R\'enyi divergences, and a score-based divergence that compares $\nabla\log p$ and $\nabla\log q$. We empirically evaluate whether these orderings hold when VI is used to approximate non-Gaussian distributions.

Diffusion models currently dominate the field of data-driven image synthesis with their unparalleled scaling to large datasets. In this paper, we identify and rectify several causes for uneven and ineffective training in the popular ADM diffusion model architecture, without altering its high-level structure. Observing uncontrolled magnitude changes and imbalances in both the network activations and weights over the course of training, we redesign the network layers to preserve activation, weight, and update magnitudes on expectation. We find that systematic application of this philosophy eliminates the observed drifts and imbalances, resulting in considerably better networks at equal computational complexity. Our modifications improve the previous record FID of 2.41 in ImageNet-512 synthesis to 1.81, achieved using fast deterministic sampling. As an independent contribution, we present a method for setting the exponential moving average (EMA) parameters post-hoc, i.e., after completing the training run. This allows precise tuning of EMA length without the cost of performing several training runs, and reveals its surprising interactions with network architecture, training time, and guidance.

Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these models. A number of algorithms have been developed for such models. Some have the posterior distribution as their asymptotic distribution. Other ``asymptotically inexact'' algorithms do not possess this property. There is limited guidance for evaluating approximations based on these algorithms. Hence it is very hard to tune them. We propose two new diagnostics that address these problems for intractable normalizing function models. Our first diagnostic, inspired by the second Bartlett identity, is in principle broadly applicable to Monte Carlo approximations beyond the normalizing function problem. We develop an approximate version of this diagnostic that is applicable to intractable normalizing function problems. Our second diagnostic is a Monte Carlo approximation to a kernel Stein discrepancy-based diagnostic introduced by Gorham and Mackey (2017). We provide theoretical justification for our methods and apply them to several algorithms in challenging simulated and real data examples including an Ising model, an exponential random graph model, and a Conway--Maxwell--Poisson regression model, obtaining interesting insights about the algorithms in these contexts.

Data consisting of a graph with a function mapping into $\R^d$ arise in many data applications, encompassing structures such as Reeb graphs, geometric graphs, and knot embeddings. As such, the ability to compare and cluster such objects is required in a data analysis pipeline, leading to a need for distances between them. In this work, we study the interleaving distance on discretization of these objects, $\R^d$-mapper graphs, where functor representations of the data can be compared by finding pairs of natural transformations between them. However, in many cases, computation of the interleaving distance is NP-hard. For this reason, we take inspiration from recent work by Robinson to find quality measures for families of maps that do not rise to the level of a natural transformation, called assignments. We then endow the functor images with the extra structure of a metric space and define a loss function which measures how far an assignment is from making the required diagrams of an interleaving commute. Finally we show that the computation of the loss function is polynomial with a given assignment. We believe this idea is both powerful and translatable, with the potential to provide approximations and bounds on interleavings in a broad array of contexts.

In the present work we use maximum entropy methods to derive several theorems in probabilistic number theory, including a version of the Hardy-Ramanujan Theorem. We also provide a theoretical argument explaining the experimental observations of Y.-H. He about the learnability of primes, and posit that the Erd\H{o}s-Kac law would very unlikely be discovered by current machine learning techniques. Numerical experiments that we perform corroborate our theoretical findings.

Motivated by the abundance of functional data such as time series and images, there has been a growing interest in integrating such data into neural networks and learning maps from function spaces to R (i.e., functionals). In this paper, we study the approximation of functionals on reproducing kernel Hilbert spaces (RKHS's) using neural networks. We establish the universality of the approximation of functionals on the RKHS's. Specifically, we derive explicit error bounds for those induced by inverse multiquadric, Gaussian, and Sobolev kernels. Moreover, we apply our findings to functional regression, proving that neural networks can accurately approximate the regression maps in generalized functional linear models. Existing works on functional learning require integration-type basis function expansions with a set of pre-specified basis functions. By leveraging the interpolating orthogonal projections in RKHS's, our proposed network is much simpler in that we use point evaluations to replace basis function expansions.

In reinforcement learning (RL), agents sequentially interact with changing environments while aiming to maximize the obtained rewards. Usually, rewards are observed only after acting, and so the goal is to maximize the expected cumulative reward. Yet, in many practical settings, reward information is observed in advance -- prices are observed before performing transactions; nearby traffic information is partially known; and goals are oftentimes given to agents prior to the interaction. In this work, we aim to quantifiably analyze the value of such future reward information through the lens of competitive analysis. In particular, we measure the ratio between the value of standard RL agents and that of agents with partial future-reward lookahead. We characterize the worst-case reward distribution and derive exact ratios for the worst-case reward expectations. Surprisingly, the resulting ratios relate to known quantities in offline RL and reward-free exploration. We further provide tight bounds for the ratio given the worst-case dynamics. Our results cover the full spectrum between observing the immediate rewards before acting to observing all the rewards before the interaction starts.

Equipping the rototranslation group $SE(2)$ with a sub-Riemannian structure inspired by the visual cortex V1, we propose algorithms for image inpainting and enhancement based on hypoelliptic diffusion. We innovate on previous implementations of the methods by Citti, Sarti, and Boscain et al., by proposing an alternative that prevents fading and is capable of producing sharper results in a procedure that we call WaxOn-WaxOff. We also exploit the sub-Riemannian structure to define a completely new unsharp filter using $SE(2)$, analogous to the classical unsharp filter for 2D image processing. We demonstrate our method on blood vessels enhancement in retinal scans.

Vessel trajectory clustering, which aims to find similar trajectory patterns, has been widely leveraged in overwater applications. Most traditional methods use predefined rules and thresholds to identify discrete vessel behaviors. They aim for high-quality clustering and conduct clustering on entire sequences, whether the original trajectory or its sub-trajectories, failing to represent their evolution. To resolve this problem, we propose a Predictive Clustering of Hierarchical Vessel Behavior (PC-HiV). PC-HiV first uses hierarchical representations to transform every trajectory into a behavioral sequence. Then, it predicts evolution at each timestamp of the sequence based on the representations. By applying predictive clustering and latent encoding, PC-HiV improves clustering and predictions simultaneously. Experiments on real AIS datasets demonstrate PC-HiV's superiority over existing methods, showcasing its effectiveness in capturing behavioral evolution discrepancies between vessel types (tramp vs. liner) and within emission control areas. Results show that our method outperforms NN-Kmeans and Robust DAA by 3.9% and 6.4% of the purity score.

Solutions to differential equations, which are used to model physical systems, are computed numerically by solving a set of discretized equations. This set of discretized equations is reduced to a large linear system, whose solution is typically found using an iterative solver. We start with an initial guess, $x_0$, and iterate the algorithm to obtain a sequence of solution vectors, $x_k$, which are approximations to the exact solution of the linear system, $x$. The iterative algorithm is said to converge to $x$, in the field of reals, if and only if $x_k$ converges to $x$ in the limit of $k \to \infty$. In this paper, we formally prove the asymptotic convergence of a particular class of iterative methods called the stationary iterative methods, in the Coq theorem prover. We formalize the necessary and sufficient conditions required for the iterative convergence, and extend this result to two classical iterative methods: the Gauss--Seidel method and the Jacobi method. For the Gauss--Seidel method, we also formalize a set of easily testable conditions for iterative convergence, called the Reich theorem, for a particular matrix structure, and apply this on a model problem of the one-dimensional heat equation. We also apply the main theorem of iterative convergence to prove convergence of the Jacobi method on the model problem.