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Chenguang Duan

Publications and source records attributed to Chenguang Duan.

13 recordsLinked to original sources

Diffusion Based Unpaired Data Learning for Inverse Problems

Data is important in many deep learning-based inverse problem solvers. However, obtaining sufficient paired data in many scenarios remains highly challenging, while unpaired data is cheap. To maximize data utilization, this paper proposes LUD-DIF, a diffusion-based approach for solving inverse problems with unpaired data. Starting from the evidence lower bound (ELBO) of the joint distribution, we decouple it into two independent diffusion processes under the weak-coupling assumption. The method provides theoretical support from a variational inference perspective, derives the loss function, quantitatively analyzes the error bound introduced by the assumption, and offers a theorem-motivated heuristic for hyperparameter selection. Experimental results demonstrate that LUD-DIF achieves outstanding performance on multiple image inverse problems, validating its effectiveness and generalization capability in unpaired inverse problem settings.

cs.CV

Preconditioning and Numerical Stability in Neural Network Training for Parametric PDEs

In the context of training neural network-based approximations of solutions of parameter-dependent PDEs, we investigate the effect of preconditioning via well-conditioned frame representations of operators and demonstrate a significant improvement on the performance of standard training methods. We also observe that standard representations of preconditioned matrices are insufficient for obtaining numerical stability and propose a generally applicable form of stable representations that enables computations with single- and half-precision floating point numbers without loss of precision.

math.NA

Sampling via Stochastic Interpolants by Langevin-based Velocity and Initialization Estimation in Flow ODEs

We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a sequence of Langevin samplers to enable efficient simulation of the flow. Specifically, these Langevin samplers are employed (i) to generate samples from the interpolant distribution at intermediate times and (ii) to construct, starting from these intermediate times, a robust estimator of the velocity field governing the probability flow ODE. Theoretically, we provide convergence guarantees for both Langevin components, and establish a non-asymptotic convergence rate for the probability flow ODE. Extensive numerical experiments demonstrate the efficiency of the proposed method on challenging multimodal distributions across a range of dimensions, as well as its effectiveness in Bayesian inference tasks.

math.NA

Inference-Time Alignment for Diffusion Models via Variationally Stable Doob's Matching

Inference-time alignment for diffusion models aims to adapt a pre-trained reference diffusion model toward a target distribution without retraining the reference score network, thereby preserving the generative capacity of the reference model while enforcing desired properties at the inference time. A central mechanism for achieving such alignment is guidance, which modifies the sampling dynamics through an additional drift term. In this work, we introduce variationally stable Doob's matching, a novel framework for provable guidance estimation grounded in Doob's $h$-transform. Our approach formulates guidance as the gradient of logarithm of an underlying Doob's $h$-function and employs gradient-regularized regression to simultaneously estimate both the $h$-function and its gradient, resulting in a consistent estimator of the guidance. Theoretically, we establish non-asymptotic convergence rates for the estimated guidance. Moreover, we analyze the resulting controllable diffusion processes and prove non-asymptotic convergence guarantees for the generated distributions in the 2-Wasserstein distance. Finally, we show that variationally stable guidance estimators are adaptive to unknown low dimensionality, effectively mitigating the curse of dimensionality under low-dimensional subspace assumptions.

stat.ML

Provable Diffusion Posterior Sampling for Bayesian Inversion

We propose a novel diffusion-based posterior sampling method within a plug-and-play framework. Our approach constructs a probability transport from an easy-to-sample distribution to the target posterior via a diffusion process. To initialize the sampler efficiently, we introduce a warm-start strategy for the particles. The posterior score is then approximated using a Monte Carlo estimator in which samples are generated via Langevin dynamics, avoiding the heuristic approximations prevalent in prior work. The score function driving the Langevin dynamics is learned from data, enabling the model to capture rich structural features of the underlying prior. We also establish non-asymptotic error bounds in Wasserstein-2 distance guaranteeing convergence of the proposed method even for complex, multimodal posterior distributions. We corroborate our theoretical findings with numerical experiments demonstrating the effectiveness of the method across a variety of inverse problems.

stat.ML

Semi-Supervised Deep Sobolev Regression: Estimation and Variable Selection by ReQU Neural Network

We propose SDORE, a Semi-supervised Deep Sobolev Regressor, for the nonparametric estimation of the underlying regression function and its gradient. SDORE employs deep ReQU neural networks to minimize the empirical risk with gradient norm regularization, allowing the approximation of the regularization term by unlabeled data. Our study includes a thorough analysis of the convergence rates of SDORE in $L^{2}$-norm, achieving the minimax optimality. Further, we establish a convergence rate for the associated plug-in gradient estimator, even in the presence of significant domain shift. These theoretical findings offer valuable insights for selecting regularization parameters and determining the size of the neural network, while showcasing the provable advantage of leveraging unlabeled data in semi-supervised learning. To the best of our knowledge, SDORE is the first provable neural network-based approach that simultaneously estimates the regression function and its gradient, with diverse applications such as nonparametric variable selection. The effectiveness of SDORE is validated through an extensive range of numerical simulations.

stat.ML

Nonlinear Assimilation via Score-based Sequential Langevin Sampling

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating prediction and update steps, using dynamic models for state prediction and incorporating observational data via score-based Langevin Monte Carlo during the updates. To overcome inherent challenges in highly non-log-concave posterior sampling, we integrate an annealing strategy into the update mechanism. Theoretically, we establish convergence guarantees for SSLS in total variation (TV) distance, yielding concrete insights into the algorithm's error behavior with respect to key hyperparameters. Crucially, our derived error bounds demonstrate the asymptotic stability of SSLS, guaranteeing that local posterior sampling errors do not accumulate indefinitely over time. Extensive numerical experiments across challenging scenarios, including high-dimensional systems, strong nonlinearity, and sparse observations, highlight the robust performance of the proposed method. Furthermore, SSLS effectively quantifies the uncertainty associated with state estimates, rendering it particularly valuable for reliable error calibration.

math.NA

Adv-SSL: Adversarial Self-Supervised Representation Learning with Theoretical Guarantees

Learning transferable data representations from abundant unlabeled data remains a central challenge in machine learning. Although numerous self-supervised learning methods have been proposed to address this challenge, a significant class of these approaches aligns the covariance or correlation matrix with the identity matrix. Despite impressive performance across various downstream tasks, these methods often suffer from biased sample risk, leading to substantial optimization shifts in mini-batch settings and complicating theoretical analysis. In this paper, we introduce a novel \underline{\bf Adv}ersarial \underline{\bf S}elf-\underline{\bf S}upervised Representation \underline{\bf L}earning (Adv-SSL) for unbiased transfer learning with no additional cost compared to its biased counterparts. Our approach not only outperforms the existing methods across multiple benchmark datasets but is also supported by comprehensive end-to-end theoretical guarantees. Our analysis reveals that the minimax optimization in Adv-SSL encourages representations to form well-separated clusters in the embedding space, provided there is sufficient upstream unlabeled data. As a result, our method achieves strong classification performance even with limited downstream labels, shedding new light on few-shot learning.

stat.ML

Characteristic Learning for Provable One Step Generation

We propose the characteristic generator, an one-step generative model that combines the sampling efficiency of generative adversarial networks (GANs) with the training stability of flow-based models. The proposed model is based on characteristics along which probability-density transport is governed by ordinary differential equations (ODEs). Specifically, we first estimate the underlying velocity field and numerically solve the probability-flow ODE using an exponential integrator, thereby obtaining discrete approximations of the characteristic trajectories. We then train a deep neural network to approximate these trajectories, yielding a one-step transport map from a Gaussian prior to the target distribution. Theoretically, we analyze the errors introduced by velocity-field estimation, numerical discretization, and characteristic approximation, and establish a nonasymptotic convergence rate in the Wasserstein-2 distance under mild assumptions on the data distribution. Moreover, under a low-dimensional linear-subspace assumption, we show that the convergence rate depends on the intrinsic data dimension rather than the potentially much larger ambient dimension, demonstrating the model's ability to alleviate the curse of dimensionality. Experiments on synthetic and real-world datasets show that the characteristic generator produces high-quality, high-resolution samples using only one or a few neural-network evaluations.

cs.LG

Current density impedance imaging with PINNs

In this paper, we introduce CDII-PINNs, a computationally efficient method for solving CDII using PINNs in the framework of Tikhonov regularization. This method constructs a physics-informed loss function by merging the regularized least-squares output functional with an underlying differential equation, which describes the relationship between the conductivity and voltage. A pair of neural networks representing the conductivity and voltage, respectively, are coupled by this loss function. Then, minimizing the loss function provides a reconstruction. A rigorous theoretical guarantee is provided. We give an error analysis for CDII-PINNs and establish a convergence rate, based on prior selected neural network parameters in terms of the number of samples. The numerical simulations demonstrate that CDII-PINNs are efficient, accurate and robust to noise levels ranging from $1\%$ to $20\%$.

math.NA

Deep Neural Network Approximation of Composition Functions: with application to PINNs

In this paper, we focus on approximating a natural class of functions that are compositions of smooth functions. Unlike the low-dimensional support assumption on the covariate, we demonstrate that composition functions have an intrinsic sparse structure if we assume each layer in the composition has a small degree of freedom. This fact can alleviate the curse of dimensionality in approximation errors by neural networks. Specifically, by using mathematical induction and the multivariate Faa di Bruno formula, we extend the approximation theory of deep neural networks to the composition functions case. Furthermore, combining recent results on the statistical error of deep learning, we provide a general convergence rate analysis for the PINNs method in solving elliptic equations with compositional solutions. We also present two simple illustrative numerical examples to demonstrate the effect of the intrinsic sparse structure in regression and solving PDEs.

math.NA

Analysis of Deep Ritz Methods for Laplace Equations with Dirichlet Boundary Conditions

Deep Ritz methods (DRM) have been proven numerically to be efficient in solving partial differential equations. In this paper, we present a convergence rate in $H^{1}$ norm for deep Ritz methods for Laplace equations with Dirichlet boundary condition, where the error depends on the depth and width in the deep neural networks and the number of samples explicitly. Further we can properly choose the depth and width in the deep neural networks in terms of the number of training samples. The main idea of the proof is to decompose the total error of DRM into three parts, that is approximation error, statistical error and the error caused by the boundary penalty. We bound the approximation error in $H^{1}$ norm with $\mathrm{ReLU}^{2}$ networks and control the statistical error via Rademacher complexity. In particular, we derive the bound on the Rademacher complexity of the non-Lipschitz composition of gradient norm with $\mathrm{ReLU}^{2}$ network, which is of immense independent interest. We also analysis the error inducing by the boundary penalty method and give a prior rule for tuning the penalty parameter.

math.NA

Convergence Rate Analysis for Deep Ritz Method

Using deep neural networks to solve PDEs has attracted a lot of attentions recently. However, why the deep learning method works is falling far behind its empirical success. In this paper, we provide a rigorous numerical analysis on deep Ritz method (DRM) \cite{wan11} for second order elliptic equations with Neumann boundary conditions. We establish the first nonasymptotic convergence rate in $H^1$ norm for DRM using deep networks with $\mathrm{ReLU}^2$ activation functions. In addition to providing a theoretical justification of DRM, our study also shed light on how to set the hyper-parameter of depth and width to achieve the desired convergence rate in terms of number of training samples. Technically, we derive bounds on the approximation error of deep $\mathrm{ReLU}^2$ network in $H^1$ norm and on the Rademacher complexity of the non-Lipschitz composition of gradient norm and $\mathrm{ReLU}^2$ network, both of which are of independent interest.

math.NA