Probability and Mathematical Physics Seminar
Generative modeling with flows and diffusions
Speaker: Eric Vanden-Eijnden, Courant Institute
Location: Warren Weaver Hall 1302
Date: Friday, October 4, 2024, 11:10 a.m.
Synopsis:
Generative models based on dynamical transport have recently led to significant advances in unsupervised learning. At mathematical level, these models are primarily designed around the construction of a map between two probability distributions that transform samples from the first into samples from the second. While these methods were first introduced in the context of image generation, they have found a wide range of applications, including in scientific computing where they offer interesting ways to reconsider complex problems once thought intractable because of the curse of dimensionality. In this talk, I will discuss the mathematical underpinning of generative models based on flows and diffusions, and show how a better understanding of their inner workings can help improve their design. These results indicate how to structure the transport to best reach complex target distributions while maintaining computational efficiency, both at learning and sampling stages. I will also discuss applications of generative AI in scientific computing, in particular in the context of Monte Carlo sampling, with applications to the statistical mechanics and Bayesian inference, as well as probabilistic forecasting, with application to fluid dynamics and atmosphere/ocean science.