Séminaire de Statistique et Optimisation
Generative Diffusions and Minimax Estimation
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Europe/Paris
Salle K. Johnson (1R3, 1er étage)
Salle K. Johnson
1R3, 1er étage
Description
The aim of this presentation is to introduce generative models based on diffusions. After a brief review of the key concepts of stochastic calculus and PDEs, we will detail how the time-reversed Ornstein-Uhlenbeck process can be used to transport distributions on R^d from a Gaussian source. Since this reversed process involves the so-called score function, we will then address the issue of learning the score by minimizing an empirical contrast. Finally, we will discuss the stability of such a method, as well as the minimax estimation rates obtained for the underlying distribution.