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Daniel Paulin

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Published work

13 published item(s)

preprint2026arXiv

Training-Free Generative Sampling via Moment-Matched Score Smoothing

Diffusion models generate samples by denoising along the score of a perturbed target distribution. In practice, one trains a neural diffusion model, which is computationally expensive. Recent work suggests that score matching implicitly smooths the empirical score, and that this smoothing bias promotes generalization by capturing low-dimensional data geometry. We propose moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD), a training-free interacting particle sampler that enforces the target moments throughout the sampling trajectory. We prove that, in the large-particle limit, the empirical particle density converges to a deterministic limit whose one-particle stationary marginal is a Gibbs--Boltzmann density obtained by exponentially tilting a naive score-smoothed diffusion target. The mean and covariance of this distribution agree with the empirical moments of the training data. Experiments on 2D distributions and latent-space image generation show that MM-SOLD enables fast, robust, training-free sampling on CPUs, with sample fidelity and diversity competitive with neural diffusion baselines.

preprint2022arXiv

Randomized Time Riemannian Manifold Hamiltonian Monte Carlo

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may suffer from slow convergence in the continuous time limit. A recent paper of Bou-Rabee and Sanz-Serna (Ann. Appl. Prob., 27:2159-2194, 2017) demonstrated that this issue can be addressed by simply randomizing the duration parameter of the Hamiltonian paths. In this article, we use the same idea to enhance the sampling efficiency of a constrained version of HMC, with potential benefits in a variety of application settings. We demonstrate both the conservation of the stationary distribution and the ergodicity of the method. We also compare the performance of various schemes in numerical studies of model problems, including an application to high-dimensional covariance estimation.

preprint2021arXiv

A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations

The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and propagating it forward to the current time via the model dynamics. This method forms the basis of most currently operational weather forecasting systems. In practice the optimization becomes infeasible if the time window is too long due to the non-convexity of the cost function, the effect of model errors, and the limited precision of the ODE solvers. Hence the window has to be kept sufficiently short, and the observations in the previous windows can be taken into account via a Gaussian background (prior) distribution. The choice of the background covariance matrix is an important question that has received much attention in the literature. In this paper, we define the background covariances in a principled manner, based on observations in the previous $b$ assimilation windows, for a parameter $b\ge 1$. The method is at most $b$ times more computationally expensive than using fixed background covariances, requires little tuning, and greatly improves the accuracy of 4D-Var. As a concrete example, we focus on the shallow-water equations. The proposed method is compared against state-of-the-art approaches in data assimilation and is shown to perform favourably on simulated data. We also illustrate our approach on data from the recent tsunami of 2011 in Fukushima, Japan.

preprint2015arXiv

Hypothesis testing for Markov chain Monte Carlo

Testing between hypotheses, when independent sampling is possible, is a well developed subject. In this paper, we propose hypothesis tests that are applicable when the samples are obtained using Markov chain Monte Carlo. These tests are useful when one is interested in deciding whether the expected value of a certain quantity is above or below a given threshold. We show non-asymptotic error bounds and bounds on the expected number of samples for three types of tests, a fixed sample size test, a sequential test with indifference region, and a sequential test without indifference region. Our tests can lead to significant savings in sample size. We illustrate our results on an example of Bayesian parameter inference involving an ODE model of a biochemical pathway.

preprint2015arXiv

Mixing and Concentration by Ricci Curvature

We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to the bounds for MCMC empirical averages obtained by Joulin and Ollivier. We prove a recursive lower bound on the coarse Ricci curvature of multiple steps in the Markov chain, making our method broadly applicable. Applications include the split-merge random walk on partitions, Glauber dynamics with random scan and systemic scan for statistical physical spin models, and random walk on a binary cube with a forbidden region.

preprint2015arXiv

Non-asymptotic confidence intervals for MCMC in practice

Using concentration inequalities, we give non-asymptotic confidence intervals for estimates obtained by Markov chain Monte Carlo (MCMC) simulations, when using the approximation $\mathbb{E}_π f\approx (1/(N-t_0))\cdot \sum_{i=t_0+1}^N f(X_i)$. To allow the application of non-asymptotic error bounds in practice, here we state bounds formulated in terms of the spectral properties of the chain and the properties of $f$ and propose estimators of the parameters appearing in the bounds, including the spectral gap, mixing time, and asymptotic variance. We introduce a method for setting the burn-in time and the initial distribution that is theoretically well-founded and yet is relatively simple to apply. We also investigate the estimation of $\mathbb{E}_πf$ via subsampling and by using parallel runs instead of a single run. Our results are applicable to both reversible and non-reversible Markov chains on discrete as well as general state spaces. We illustrate our methods by simulations for three examples of Bayesian inference in the context of risk models and clinical trials.

preprint2015arXiv

Probabilistic verification of partially observable dynamical systems

The construction and formal verification of dynamical models is important in engineering, biology and other disciplines. We focus on non-linear models containing a set of parameters governing their dynamics. The value of these parameters is often unknown and not directly observable through measurements, which are themselves noisy. When treating parameters as random variables, one can constrain their distribution by conditioning on observations and thereby constructing a posterior probability distribution. We aim to perform model verification with respect to this posterior. The main difficulty in performing verification on a model under the posterior distribution is that in general, it is difficult to obtain \emph{independent} samples from the posterior, especially for non-linear dynamical models. Standard statistical model checking methods require independent realizations of the system and are therefore not applicable in this context. We propose a Markov chain Monte Carlo based statistical model checking framework, which produces a sequence of dependent random realizations of the model dynamics over the parameter posterior. Using this sequence of samples, we use statistical hypothesis tests to verify whether the model satisfies a bounded temporal logic property with a certain probability. We use sample size bounds tailored to the setting of dependent samples for fixed sample size and sequential tests. We apply our method to a case-study from the domain of systems biology, to a model of the JAK-STAT biochemical pathway. The pathway is modeled as a system of non-linear ODEs containing a set of unknown parameters. Noisy, indirect observations of the system state are available from an experiment. The results show that the proposed method enables probabilistic verification with respect to the parameter posterior with specified error bounds.

preprint2014arXiv

The convex distance inequality for dependent random variables, with applications to the stochastic travelling salesman and other problems

We prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our bounds to a version of the stochastic salesman problem, the Steiner tree problem, the total magnetisation of the Curie-Weiss model with external field, and exponential random graph models. Our proof uses the exchangeable pair method for proving concentration inequalities introduced by Chatterjee (2005). Another key ingredient of the proof is a subclass of $(a,b)$-self-bounding functions, introduced by Boucheron, Lugosi and Massart (2009).

preprint2013arXiv

Deriving Matrix Concentration Inequalities from Kernel Couplings

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for concentration of measure, as introduced by Chatterjee. Recent work of Mackey et al. uses these techniques to analyze random matrices with additive structure, while the enhancements in this paper cover a wider class of matrix-valued random elements. In particular, these ideas lead to a bounded differences inequality that applies to random matrices constructed from weakly dependent random variables. The proofs require novel trace inequalities that may be of independent interest.

preprint2012arXiv

Concentration Inequalities in Locally Dependent Spaces

This paper studies concentration inequalities for functions of locally dependent random variables. We show that the usual definition of local dependence does not imply concentration for general Hamming Lipschitz functions. We define hypergraph dependence, which is a special case of local dependence, and show that it implies concentration if the maximal neighborhood size is small. We prove concentration in Hamming distance, Talagrand distance, and for self-bounding functions of a particular type under this dependence structure.

preprint2010arXiv

Locally Perturbed Random Walks with Unbounded Jumps

In \cite{SzT}, D. Szász and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result to finite range random walks is straightforward. Here, however, we are interested in the situation when the random walk has unbounded range. Concretely we generalize the statement of \cite{SzT} to unbounded random walks whose jump distribution belongs to the domain of attraction of the normal law. We do this first: for diffusively scaled random walks on $\mathbf Z^d$ $(d \ge 2)$ having finite variance; and second: for random walks with distribution belonging to the non-normal domain of attraction of the normal law. This result can be applied to random walks with tail behavior analogous to that of the infinite horizon Lorentz-process; these, in particular, have infinite variance, and convergence to Brownian motion holds with the superdiffusive $\sqrt{n \log n}$ scaling.