Model Free Prediction with Uncertainty Assessment

Deep nonparametric regression, characterized by the utilization of deep neural networks to learn target functions, has emerged as a focal point of research attention in recent years. Despite considerable progress in understanding convergence rates, the absence of asymptotic properties hinders rigorous statistical inference. To address this gap, we propose a novel framework that transforms the deep estimation paradigm into a platform conducive to conditional mean estimation, leveraging the conditional diffusion model. Theoretically, we develop an end-to-end convergence rate for the conditional diffusion model and establish the asymptotic normality of the generated samples. Consequently, we are equipped to construct confidence regions, facilitating robust statistical inference. Furthermore, through numerical experiments, we empirically validate the efficacy of our proposed methodology.

Latent Schr{ö}dinger Bridge Diffusion Model for Generative Learning

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for theoretical exploration in this domain. Our approach commences with the pre-training of an encoder-decoder architecture using data originating from a distribution that may diverge from the target distribution, thus facilitating the accommodation of a large sample size through the utilization of pre-existing large-scale models. Subsequently, we develop a diffusion model within the latent space utilizing the Schr{\"o}dinger bridge framework. Our theoretical analysis encompasses the establishment of end-to-end error analysis for learning distributions via the latent Schr{\"o}dinger bridge diffusion model. Specifically, we control the second-order Wasserstein distance between the generated distribution and the target distribution. Furthermore, our obtained convergence rates effectively mitigate the curse of dimensionality, offering robust theoretical support for prevailing diffusion models.