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Giovanni Conforti

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Published work

14 published item(s)

preprint2026arXiv

Discrete Flow Matching: Convergence Guarantees Under Minimal Assumptions

Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution $μ_1$ from samples drawn from a source distribution $μ_0$. This framework relies on a fixed coupling between $μ_0$ and $μ_1$, and on a deterministic or stochastic bridge to define an interpolating process between the two distributions. The time marginals of this process can then be approximately sampled by estimating the transition rates, or more generally the generator, of its Markovian projection. This framework has recently been extended to the case of discrete source and target distributions, under the name Discrete Flow Matching (DFM). However, theoretical guarantees for such models remain scarce. In this paper, we study two DFM models on $\mathbb{Z}_m^d = \{0,\ldots,m-1\}^d$, sampled through time discretization, and derive non-asymptotic associated bounds for both of them. In contrast to previous work, we establish non-asymptotic bounds in Kullback--Leibler divergence for the early-stopped version of the target distribution. We also derive explicit convergence guarantees in total variation distance with respect to the true target distribution. Importantly, these bounds rely only on an approximation error assumption, relaxing standard score assumptions used in earlier works, while also yielding improved dependence on the vocabulary size $m$ and the dimension $d$.

preprint2023arXiv

Hamilton--Jacobi equations for controlled gradient flows: the comparison principle

Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jacobi equation corresponding to linearly controlled gradient flows of an energy function $\cE$ defined on a metric space $(E,d)$. Our analysis is based on a systematic use of the regularizing properties of gradient flows in evolutional variational inequality (EVI) formulation, that we exploit for constructing rigorous upper and lower bounds for the formal Hamiltonian at hand and, in combination with the use of the Tataru's distance, for establishing the key estimates needed to bound the difference of the Hamiltonians in the proof of the comparison principle. Our abstract results apply to a large class of examples only partially covered by the existing theory, including gradient flows on Hilbert spaces and the Wasserstein space equipped with a displacement convex energy functional $\cE$ satisfying McCann's condition.

preprint2022arXiv

Entropic turnpike estimates for the kinetic Schrödinger problem

We investigate the kinetic Schrödinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schrödinger's thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike estimates for the corresponding Schrödinger bridges and exponentially fast convergence of the entropic cost to the sum of the marginal entropies in the long-time regime, which provides as a corollary an entropic Talagrand inequality. In order to do so, we profit from recent advances in the understanding of classical Schrödinger bridges and adaptations of Bakry-Émery formalism to the kinetic setting. Our quantitative results are complemented by basic structural results such as dual representation of the entropic cost and the existence of Schrödinger potentials.

preprint2022arXiv

Time reversal of diffusion processes under a finite entropy condition

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carré du champ of a Markov process in an abstract space. It leads to a time reversal formula for a wide class of diffusion processes in $ \mathbb{R}^n$ possibly with singular drifts, extending the already known results in this domain. The proof of the integration by parts formula relies on stochastic derivatives. Then, this formula is applied to compute the semimartingale characteristics of the time-reversed $P^*$ of a diffusion measure $P$ provided that the relative entropy of $P$ with respect to another diffusion measure $R$ is finite, and the semimartingale characteristics of the time-reversed $R^*$ are known (for instance when the reference path measure $R$ is reversible). As an illustration of the robustness of this method, the integration by parts formula is also employed to derive a time-reversal formula for a random walk on a graph.

preprint2022arXiv

Time reversal of Markov processes with jumps under a finite entropy condition

Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is investigated. Relying on an abstract integration by parts formula for the carré du champ of a Markov process recently obtained by Cattiaux, Gentil and the authors, and using an entropic improvement strategy discovered by Föllmer in the eighties, we compute the semimartingale characteristics of the time reversed process for a wide class of jump processes with possibly unbounded variation sample paths and singular intensities of jump.

preprint2021arXiv

A formula for the time derivative of the entropic cost and applications

In the recent years the Schrödinger problem has gained a lot of attention because of the connection, in the small-noise regime, with the Monge-Kantorovich optimal transport problem. Its optimal value, the \emph{entropic cost} $\mathscr{C}_T$, is here deeply investigated. In this paper we study the regularity of $\mathscr{C}_T$ with respect to the parameter $T$ under a curvature condition and explicitly compute its first and second derivative. As applications: - we determine the large-time limit of $\mathscr{C}_T$ and provide sharp exponential convergence rates; we obtain this result not only for the classical Schrödinger problem but also for the recently introduced Mean Field Schrödinger problem [3]; - we improve the Taylor expansion of $T \mapsto T\mathscr{C}_T$ around $T=0$ from the first to the second order.

preprint2020arXiv

A probabilistic approach to convex $(ϕ)$-entropy decay for Markov chains

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry Émery approach and coupling arguments, which we use as a probabilistic alternative to the discrete Bochner identities. The method is well suited to work in a non perturbative setting and we obtain new estimates for interacting random walks beyond the high temperature/weak interaction regime. In this framework, we also show that the exponential contraction of the Wasserstein distance along the semigroup implies MLSI. We also revisit classical examples often obtaining new inequalities and sometimes improving on the best known constants. In particular, we analyse the zero range dynamics, hardcore and Bernoulli-Laplace models and the Glauber dynamics for the Curie Weiss and Ising model.

preprint2020arXiv

Game on Random Environment, Mean-field Langevin System and Neural Networks

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that the marginal laws of the corresponding mean-field Langevin systems can converge towards the games' equilibria in different settings. As applications, the dynamic games can be treated as games on a random environment when one treats the time horizon as the environment. In practice, our results can be applied to analysing the stochastic gradient descent algorithm for deep neural networks in the context of supervised learning as well as for the generative adversarial networks.

preprint2016arXiv

Couplings, gradient estimates and logarithmic Sobolev inequality for Langevin bridges

In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient estimates for bridge semigroups and couplings, comparison principles, bounds of the distance between bridges of different Langevin dynamics, and a Logarithmic Sobolev inequality for bridge measures. The existence of an invariant measure for the bridges is also discussed and quantitative bounds for the convergence to the invariant measure are proved . All results are based on a seemingly new expression of the drift of a bridge in terms of the reciprocal characteristic, which, roughly speaking, quantifies the " mean acceleration " of a bridge.

preprint2016arXiv

Fluctuations of bridges, reciprocal characteristics, and concentration of measure

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of measure inequality for the marginals of the bridge of a gradient diffusion and refined large deviation expansions for the tails of a random walk on a graph are derived. In contrast with the existing literature about bridges, all the estimates we obtain hold for non asymptotic time scales. New concentration of measure inequalities for pinned Poisson random vectors are also established. The quantities expressing our conditions are the so called \textit{reciprocal characteristics} associated with the Markov generator.

preprint2016arXiv

Reciprocal classes of random walks on graphs

The reciprocal class of a Markov path measure is the set of all mixtures of its bridges. We give characterizations of the reciprocal class of a continuous-time Markov random walk on a graph. Our main result is in terms of some reciprocal characteristics whose expression only depends on the jump intensity. We also characterize the reciprocal class by means of Taylor expansions in small time of some conditional probabilities. Our measure-theoretical approach allows to extend significantly already known results on the subject. The abstract results are illustrated by several examples.

preprint2015arXiv

Bridges of Markov counting processes: quantitative estimates

In this paper we investigate the behavior of the bridges of a Markov counting process in several directions. We first characterize convexity(concavity) in time of the mean value in terms of lower (upper) bounds on the so called \textit{reciprocal characteristics}. This result gives a natural criterion to determine whether bridges are "lazy" or "hurried". Under the hypothesis of global bounds on the reciprocal characteristics we prove sharp estimates for the marginal distributions and a comparison theorem for the jump times. When the height of the bridge tends to infinity we show the convergence to a deterministic curve, after a proper rescaling.

preprint2014arXiv

Reciprocal class of jump processes

Processes having the same bridges as a given reference Markov process constitute its {\it reciprocal class}. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set $\mathcal{A} \subset \mathbb{R}^d$. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the \textit{reciprocal invariants}. The geometry of $\mathcal{A}$ plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.