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Stephane Mallat

Publications and source records attributed to Stephane Mallat.

6 recordsLinked to original sources
arXiv2022

Wavelet Score-Based Generative Modeling

Score-based generative models (SGMs) synthesize new data samples from Gaussian white noise by running a time-reversed Stochastic Differential Equation (SDE) whose drift coefficient depends on some probabilistic score. The discretization of such SDEs typically requires a large number of time steps and hence a high computational cost. This is because of ill-conditioning properties of the score that we analyze mathematically. We show that SGMs can be considerably accelerated, by factorizing the data distribution into a product of conditional probabilities of wavelet coefficients across scales. The resulting Wavelet Score-based Generative Model (WSGM) synthesizes wavelet coefficients with the same number of time steps at all scales, and its time complexity therefore grows linearly with the image size. This is proved mathematically over Gaussian distributions, and shown numerically over physical processes at phase transition and natural image datasets.

cs.LG↗
arXiv2022

Wavelet Moments for Cosmological Parameter Estimation

Extracting non-Gaussian information from the non-linear regime of structure formation is key to fully exploiting the rich data from upcoming cosmological surveys probing the large-scale structure of the universe. However, due to theoretical and computational complexities, this remains one of the main challenges in analyzing observational data. We present a set of summary statistics for cosmological matter fields based on 3D wavelets to tackle this challenge. These statistics are computed as the spatial average of the complex modulus of the 3D wavelet transform raised to a power $q$ and are therefore known as invariant wavelet moments. The 3D wavelets are constructed to be radially band-limited and separable on a spherical polar grid and come in three types: isotropic, oriented, and harmonic. In the Fisher forecast framework, we evaluate the performance of these summary statistics on matter fields from the Quijote suite, where they are shown to reach state-of-the-art parameter constraints on the base $Λ$CDM parameters, as well as the sum of neutrino masses. We show that we can improve constraints by a factor 5 to 10 in all parameters with respect to the power spectrum baseline.

astro-ph.CO↗
arXiv2021

The Quijote simulations

The Quijote simulations are a set of 44,100 full N-body simulations spanning more than 7,000 cosmological models in the $\{Ω_{\rm m}, Ω_{\rm b}, h, n_s, σ_8, M_ν, w \}$ hyperplane. At a single redshift the simulations contain more than 8.5 trillions of particles over a combined volume of 44,100 $(h^{-1}{\rm Gpc})^3$; each simulation follow the evolution of $256^3$, $512^3$ or $1024^3$ particles in a box of $1~h^{-1}{\rm Gpc}$ length. Billions of dark matter halos and cosmic voids have been identified in the simulations, whose runs required more than 35 million core hours. The Quijote simulations have been designed for two main purposes: 1) to quantify the information content on cosmological observables, and 2) to provide enough data to train machine learning algorithms. In this paper we describe the simulations and show a few of their applications. We also release the Petabyte of data generated, comprising hundreds of thousands of simulation snapshots at multiple redshifts, halo and void catalogs, together with millions of summary statistics such as power spectra, bispectra, correlation functions, marked power spectra, and estimated probability density functions.

astro-ph.CO↗
arXiv2019

Multiscale Sparse Microcanonical Models

We study approximations of non-Gaussian stationary processes having long range correlations with microcanonical models. These models are conditioned by the empirical value of an energy vector, evaluated on a single realization. Asymptotic properties of maximum entropy microcanonical and macrocanonical processes and their convergence to Gibbs measures are reviewed. We show that the Jacobian of the energy vector controls the entropy rate of microcanonical processes. Sampling maximum entropy processes through MCMC algorithms require too many operations when the number of constraints is large. We define microcanonical gradient descent processes by transporting a maximum entropy measure with a gradient descent algorithm which enforces the energy conditions. Convergence and symmetries are analyzed. Approximations of non-Gaussian processes with long range interactions are defined with multiscale energy vectors computed with wavelet and scattering transforms. Sparsity properties are captured with $\bf l^1$ norms. Approximations of Gaussian, Ising and point processes are studied, as well as image and audio texture synthesis.

math-ph↗
arXiv2015

Deep Haar Scattering Networks

An orthogonal Haar scattering transform is a deep network, computed with a hierarchy of additions, subtractions and absolute values, over pairs of coefficients. It provides a simple mathematical model for unsupervised deep network learning. It implements non-linear contractions, which are optimized for classification, with an unsupervised pair matching algorithm, of polynomial complexity. A structured Haar scattering over graph data computes permutation invariant representations of groups of connected points in the graph. If the graph connectivity is unknown, unsupervised Haar pair learning can provide a consistent estimation of connected dyadic groups of points. Classification results are given on image data bases, defined on regular grids or graphs, with a connectivity which may be known or unknown.

cs.LG↗