arXiv subjects

Youssef Marzouk

Publications and source records attributed to Youssef Marzouk.

At least 37 records · Page 2Linked to original sources

arXiv2026

Sampling through iterated approximation: Gradient-free and multi-fidelity Bayesian inference via transport

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our approach integrates: (i) a generalized annealing scheme that combines geometric tempering with multi-fidelity modeling; (ii) expressive measure transport surrogates for the intermediate annealed and final target distributions, learned variationally without evaluating gradients of the target density; and, (iii) an importance-weighting scheme to combine multiple quadrature rules, which recycles and reweighs expensive model evaluations as successive posterior approximations are built. Our scheme produces both a quadrature rule for computing posterior expectations and a transport-based approximation of the posterior from which we can easily generate independent Monte Carlo samples. We demonstrate the efficiency and accuracy of our approach on low-dimensional but strongly non-Gaussian Bayesian inverse problems involving partial differential equations.

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arXiv2026

Generative Modeling through Koopman Spectral Analysis: An Operator-Theoretic Perspective

We propose Koopman Spectral Wasserstein Gradient Descent (KSWGD), a particle-based generative modeling framework that learns the Langevin generator via Koopman theory and integrates it with Wasserstein gradient descent. Our key insight is that this spectral structure of the underlying distribution can be directly estimated from trajectory data via the Koopman operator, eliminating the need for explicit knowledge of the target potential. Additionally, we prove that KSWGD maintains an approximately constant dissipation rate, thereby establishing linear convergence and overcoming the vanishing-gradient phenomenon that hinders existing kernel-based particle methods. We further provide a Feynman--Kac interpretation that clarifies the method's probabilistic foundation. Experiments on compact manifolds, metastable multi-well systems, and high-dimensional stochastic partial differential equations demonstrate that KSWGD consistently outperforms baselines in both convergence speed and sample quality.

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arXiv2026

Conformal Prediction for Generative Models via Adaptive Cluster-Based Density Estimation

Conditional generative models map input variables to complex, high-dimensional distributions, enabling realistic sample generation in a diverse set of domains. A critical challenge with these models is the absence of calibrated uncertainty, which undermines trust in individual outputs for high-stakes applications. To address this issue, we propose a systematic conformal prediction approach tailored to conditional generative models, leveraging density estimation on model-generated samples. We introduce a novel method called CP4Gen, which utilizes clustering-based density estimation to construct prediction sets that are less sensitive to outliers, more interpretable, and of lower structural complexity than existing methods. Extensive experiments on synthetic datasets and real-world applications, including climate emulation tasks, demonstrate that CP4Gen consistently achieves superior performance in terms of prediction set volume and structural simplicity. Our approach offers practitioners a powerful tool for uncertainty estimation associated with conditional generative models, particularly in scenarios demanding rigorous and interpretable prediction sets.

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arXiv2026

Expected information gain estimation via density approximations: Sample allocation and dimension reduction

Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of interest) is a fundamental challenge in Bayesian optimal experimental design. We formulate flexible transport-based schemes for EIG estimation in general nonlinear/non-Gaussian settings, compatible with both standard and implicit Bayesian models. These schemes are representative of two-stage methods for estimating or bounding EIG using marginal and conditional density estimates. In this setting, we analyze the optimal allocation of samples between training (density estimation) and approximation of the outer prior expectation. We show that with this optimal sample allocation, the mean squared error (MSE) of the resulting EIG estimator converges more quickly than that of a standard nested Monte Carlo scheme. We then address the estimation of EIG in high dimensions, by deriving gradient-based upper bounds on the mutual information lost by projecting the parameters and/or observations to lower-dimensional subspaces. Minimizing these upper bounds yields projectors and hence low-dimensional EIG approximations that outperform approximations obtained via other linear dimension reduction schemes. Numerical experiments on a PDE-constrained Bayesian inverse problem also illustrate a favorable trade-off between dimension truncation and the modeling of non-Gaussianity, when estimating EIG from finite samples in high dimensions.

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arXiv2025

An Eulerian Perspective on Straight-Line Sampling

We study dynamic measure transport for generative modeling: specifically, flows induced by stochastic processes that bridge a specified source and target distribution. The conditional expectation of the process' velocity defines an ODE whose flow map achieves the desired transport. We ask \emph{which processes produce straight-line flows} -- i.e., flows whose pointwise acceleration vanishes and thus are exactly integrable with a first-order method? We provide a concise PDE characterization of straightness as a balance between conditional acceleration and the divergence of a weighted covariance (Reynolds) tensor. Using this lens, we fully characterize affine-in-time interpolants and show that straightness occurs exactly under deterministic endpoint couplings. We also derive necessary conditions that constrain flow geometry for general processes, offering broad guidance for designing transports that are easier to integrate.

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arXiv2025

Sharp detection of low-dimensional structure in probability measures via dimensional logarithmic Sobolev inequalities

Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and approximating a target measure $π$ as a perturbation of a given reference measure $μ$ along a few significant directions of $\mathbb{R}^{d}$. The reference measure can be a Gaussian or a nonlinear transformation of a Gaussian, as commonly arising in generative modeling. Our method extends prior work on minimizing majorizations of the Kullback--Leibler divergence to identify optimal approximations within this class of measures. Our main contribution unveils a connection between the \emph{dimensional} logarithmic Sobolev inequality (LSI) and approximations with this ansatz. Specifically, when the target and reference are both Gaussian, we show that minimizing the dimensional LSI is equivalent to minimizing the KL divergence restricted to this ansatz. For general non-Gaussian measures, the dimensional LSI produces majorants that uniformly improve on previous majorants for gradient-based dimension reduction. We further demonstrate the applicability of this analysis to the squared Hellinger distance, where analogous reasoning shows that the dimensional Poincaré inequality offers improved bounds.

stat.ML↗

arXiv2025

Learning Paths for Dynamic Measure Transport: A Control Perspective

We bring a control perspective to the problem of identifying paths of measures for sampling via dynamic measure transport (DMT). We highlight the fact that commonly used paths may be poor choices for DMT and connect existing methods for learning alternate paths to mean-field games. Based on these connections we pose a flexible family of optimization problems for identifying tilted paths of measures for DMT and advocate for the use of objective terms which encourage smoothness of the corresponding velocities. We present a numerical algorithm for solving these problems based on recent Gaussian process methods for solution of partial differential equations and demonstrate the ability of our method to recover more efficient and smooth transport models compared to those which use an untilted reference path.

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arXiv2025

Precise asymptotic analysis of Sobolev training for random feature models

Gradient information is widely useful and available in applications, and is therefore natural to include in the training of neural networks. Yet little is known theoretically about the impact of Sobolev training -- regression with both function and gradient data -- on the generalization error of highly overparameterized predictive models in high dimensions. In this paper, we obtain a precise characterization of this training modality for random feature (RF) models in the limit where the number of trainable parameters, input dimensions, and training data tend proportionally to infinity. Our model for Sobolev training reflects practical implementations by sketching gradient data onto finite dimensional subspaces. By combining the replica method from statistical physics with linearizations in operator-valued free probability theory, we derive a closed-form description for the generalization errors of the trained RF models. For target functions described by single-index models, we demonstrate that supplementing function data with additional gradient data does not universally improve predictive performance. Rather, the degree of overparameterization should inform the choice of training method. More broadly, our results identify settings where models perform optimally by interpolating noisy function and gradient data.

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arXiv2025

Neural Triangular Transport Maps: A New Approach Towards Sampling in Lattice QCD

Lattice field theories are fundamental testbeds for computational physics; yet, sampling their Boltzmann distributions remains challenging due to multimodality and long-range correlations. While normalizing flows offer a promising alternative, their application to large lattices is often constrained by prohibitive memory requirements and the challenge of maintaining sufficient model expressivity. We propose sparse triangular transport maps that explicitly exploit the conditional independence structure of the lattice graph under periodic boundary conditions using monotone rectified neural networks (MRNN). We introduce a comprehensive framework for triangular transport maps that navigates the fundamental trade-off between \emph{exact sparsity} (respecting marginal conditional independence in the target distribution) and \emph{approximate sparsity} (computational tractability without fill-ins). Restricting each triangular map component to a local past enables site-wise parallel evaluation and linear time complexity in lattice size $N$, while preserving the expressive, invertible structure. Using $ϕ^4$ in two dimensions as a controlled setting, we analyze how node labelings (orderings) affect the sparsity and performance of triangular maps. We compare against Hybrid Monte Carlo (HMC) and established flow approaches (RealNVP).

cs.LG↗

arXiv2025

Canonical Bayesian Linear System Identification

Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make inference inefficient and impractical. We solve this problem by embedding canonical forms of LTI systems within the Bayesian framework. We rigorously establish that inference in these minimal parameterizations fully captures all invariant system dynamics (e.g., transfer functions, eigenvalues, predictive distributions of system outputs) while resolving identifiability. This approach unlocks the use of meaningful, structure-aware priors (e.g., enforcing stability via eigenvalues) and ensures conditions for a Bernstein--von Mises theorem -- a link between Bayesian and frequentist large-sample asymptotics that is broken in standard forms. Extensive simulations with modern MCMC methods highlight advantages over standard parameterizations: canonical forms achieve higher computational efficiency, generate interpretable and well-behaved posteriors, and provide robust uncertainty estimates, particularly from limited data.

stat.ML↗

arXiv2025

Optimal Scheduling of Dynamic Transport

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable design freedom, and a central question is how to exploit this freedom. Though many popular methods seek straight line (i.e., zero acceleration) trajectories, we show here that a specific class of ``curved'' trajectories can significantly improve approximation and learning. In particular, we consider the unit-time interpolation of any given transport map $T$ and seek the schedule $τ: [0,1] \to [0,1]$ that minimizes the spatial Lipschitz constant of the corresponding velocity field over all times $t \in [0,1]$. This quantity is crucial as it allows for control of the approximation error when the velocity field is learned from data. We show that, for a broad class of source/target measures and transport maps $T$, the \emph{optimal schedule} can be computed in closed form, and that the resulting optimal Lipschitz constant is \emph{exponentially smaller} than that induced by an identity schedule (corresponding to, for instance, the Wasserstein geodesic). Our proof technique relies on the calculus of variations and $Γ$-convergence, allowing us to approximate the aforementioned degenerate objective by a family of smooth, tractable problems.

stat.ML↗

arXiv2025

Infinite-Dimensional Diffusion Models

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply diffusion models to the discretized data. While such approaches are practically appealing, the performance of the resulting algorithms typically deteriorates as discretization parameters are refined. In this paper, we instead directly formulate diffusion-based generative models in infinite dimensions and apply them to the generative modelling of functions. We prove that our formulations are well posed in the infinite-dimensional setting and provide dimension-independent distance bounds from the sample to the target measure. Using our theory, we also develop guidelines for the design of infinite-dimensional diffusion models. For image distributions, these guidelines are in line with current canonical choices. For other distributions, however, we can improve upon these canonical choices. We demonstrate these results both theoretically and empirically, by applying the algorithms to data distributions on manifolds and to distributions arising in Bayesian inverse problems or simulation-based inference.

stat.ML↗

arXiv2025

Dimension reduction via score ratio matching

Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional problems to be reformulated as cheaper low-dimensional problems. A broad family of such techniques identify these projections and provide error bounds on the resulting posterior approximations, via eigendecompositions of certain diagnostic matrices. Yet these matrices require gradients or even Hessians of the log-likelihood, excluding the purely data-driven setting and many problems of simulation-based inference. We propose a framework, derived from score-matching, to extend gradient-based dimension reduction to problems where gradients are unavailable. Specifically, we formulate an objective function to directly learn the score ratio function needed to compute the diagnostic matrices, propose a tailored parameterization for the score ratio network, and introduce regularization methods that capitalize on the hypothesized low-dimensional structure. We also introduce a novel algorithm to iteratively identify the low-dimensional reduced basis vectors more accurately with limited data based on eigenvalue deflation methods. We show that our approach outperforms standard score-matching for problems with low-dimensional structure, and demonstrate its effectiveness for PDE-constrained Bayesian inverse problems and conditional generative modeling.

stat.CO↗

arXiv2025

Conformal Prediction under Levy-Prokhorov Distribution Shifts: Robustness to Local and Global Perturbations

Conformal prediction provides a powerful framework for constructing prediction intervals with finite-sample guarantees, yet its robustness under distribution shifts remains a significant challenge. This paper addresses this limitation by modeling distribution shifts using Levy-Prokhorov (LP) ambiguity sets, which capture both local and global perturbations. We provide a self-contained overview of LP ambiguity sets and their connections to popular metrics such as Wasserstein and Total Variation. We show that the link between conformal prediction and LP ambiguity sets is a natural one: by propagating the LP ambiguity set through the scoring function, we reduce complex high-dimensional distribution shifts to manageable one-dimensional distribution shifts, enabling exact quantification of worst-case quantiles and coverage. Building on this analysis, we construct robust conformal prediction intervals that remain valid under distribution shifts, explicitly linking LP parameters to interval width and confidence levels. Experimental results on real-world datasets demonstrate the effectiveness of the proposed approach.

stat.ML↗

arXiv2025

Priorconditioned Sparsity-Promoting Projection Methods for Deterministic and Bayesian Linear Inverse Problems

High-quality reconstructions of signals and images with sharp edges are needed in a wide range of applications. To overcome the large dimensionality of the parameter space and the complexity of the regularization functional, {sparisty-promoting} techniques for both deterministic and hierarchical Bayesian regularization rely on solving a sequence of high-dimensional iteratively reweighted least squares (IRLS) problems on a lower-dimensional subspace. Generalized Krylov subspace (GKS) methods are a particularly potent class of hybrid Krylov schemes that efficiently solve sequences of IRLS problems by projecting large-scale problems into a relatively small subspace and successively enlarging it. We refer to methods that promote sparsity and use GKS as S-GKS. A disadvantage of S-GKS methods is their slow convergence. In this work, we propose techniques that improve the convergence of S-GKS methods by combining them with priorconditioning, which we refer to as PS-GKS. Specifically, integrating the PS-GKS method into the IAS algorithm allows us to automatically select the shape/rate parameter of the involved generalized gamma hyper-prior, which is often fine-tuned otherwise. Furthermore, we proposed and investigated variations of the proposed PS-GKS method, including restarting and recycling (resPS-GKS and recPS-GKS). These respectively leverage restarted and recycled subspaces to overcome situations when memory limitations of storing the basis vectors are a concern. We provide a thorough theoretical analysis showing the benefits of priorconditioning for sparsity-promoting inverse problems. Numerical experiment are used to illustrate that the proposed PS-GKS method and its variants are competitive with or outperform other existing hybrid Krylov methods.

math.NA↗

arXiv2025

Efficient Neural Network Approaches for Conditional Optimal Transport with Applications in Bayesian Inference

We present two neural network approaches that approximate the solutions of static and dynamic $\unicode{x1D450}\unicode{x1D45C}\unicode{x1D45B}\unicode{x1D451}\unicode{x1D456}\unicode{x1D461}\unicode{x1D456}\unicode{x1D45C}\unicode{x1D45B}\unicode{x1D44E}\unicode{x1D459}\unicode{x0020}\unicode{x1D45C}\unicode{x1D45D}\unicode{x1D461}\unicode{x1D456}\unicode{x1D45A}\unicode{x1D44E}\unicode{x1D459}\unicode{x0020}\unicode{x1D461}\unicode{x1D45F}\unicode{x1D44E}\unicode{x1D45B}\unicode{x1D460}\unicode{x1D45D}\unicode{x1D45C}\unicode{x1D45F}\unicode{x1D461}$ (COT) problems. Both approaches enable conditional sampling and conditional density estimation, which are core tasks in Bayesian inference$\unicode{x2013}$particularly in the simulation-based ($\unicode{x201C}$likelihood-free$\unicode{x201D}$) setting. Our methods represent the target conditional distribution as a transformation of a tractable reference distribution. Obtaining such a transformation, chosen here to be an approximation of the COT map, is computationally challenging even in moderate dimensions. To improve scalability, our numerical algorithms use neural networks to parameterize candidate maps and further exploit the structure of the COT problem. Our static approach approximates the map as the gradient of a partially input-convex neural network. It uses a novel numerical implementation to increase computational efficiency compared to state-of-the-art alternatives. Our dynamic approach approximates the conditional optimal transport via the flow map of a regularized neural ODE; compared to the static approach, it is slower to train but offers more modeling choices and can lead to faster sampling. We demonstrate both algorithms numerically, comparing them with competing state-of-the-art approaches, using benchmark datasets and simulation-based Bayesian inverse problems.

stat.ML↗

arXiv2025

Learning local neighborhoods of non-Gaussian graphical models: A measure transport approach

Identifying the Markov properties or conditional independencies of a collection of random variables is a fundamental task in statistics for modeling and inference. Existing approaches often learn the structure of a probabilistic graphical model, which encodes these dependencies, by assuming that the variables follow a distribution with a simple parametric form. Moreover, the computational cost of many algorithms scales poorly for high-dimensional distributions, as they need to estimate all the edges in the graph simultaneously. In this work, we propose a scalable algorithm to infer the conditional independence relationships of each variable by exploiting the local Markov property. The proposed method, named Localized Sparsity Identification for Non-Gaussian Distributions (L-SING), estimates the graph by using flexible classes of transport maps to represent the conditional distribution for each variable. We show that L-SING includes existing approaches, such as neighborhood selection with Lasso, as a special case. We demonstrate the effectiveness of our algorithm in both Gaussian and non-Gaussian settings by comparing it to existing methods. Lastly, we show the scalability of the proposed approach by applying it to high-dimensional non-Gaussian examples, including a biological dataset with more than 150 variables.

cs.LG↗

arXiv2025

Distribution learning via neural differential equations: minimal energy regularization and approximation theory

Neural ordinary differential equations (ODEs) provide expressive representations of invertible transport maps that can be used to approximate complex probability distributions, e.g., for generative modeling, density estimation, and Bayesian inference. We show that for a large class of transport maps $T$, there exists a time-dependent ODE velocity field realizing a straight-line interpolation $(1-t)x + tT(x)$, $t \in [0,1]$, of the displacement induced by the map. Moreover, we show that such velocity fields are minimizers of a training objective containing a specific minimum-energy regularization. We then derive explicit upper bounds for the $C^k$ norm of the velocity field that are polynomial in the $C^k$ norm of the corresponding transport map $T$; in the case of triangular (Knothe--Rosenblatt) maps, we also show that these bounds are polynomial in the $C^k$ norms of the associated source and target densities. Combining these results with stability arguments for distribution approximation via ODEs, we show that Wasserstein or Kullback--Leibler approximation of the target distribution to any desired accuracy $ε> 0$ can be achieved by a deep neural network representation of the velocity field whose size is bounded explicitly in terms of $ε$, the dimension, and the smoothness of the source and target densities. The same neural network ansatz yields guarantees on the value of the regularized training objective.

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