Piecewise deterministic generative models

• URL: http://arxiv.org/abs/2407.19448v2
• Date: Tue, 5 Nov 2024 16:06:20 GMT
• Title: Piecewise deterministic generative models
• Authors: Andrea Bertazzi, Dario Shariatian, Umut Simsekli, Eric Moulines, Alain Durmus,
• Abstract summary: We introduce a class of generative models based on piecewise deterministic Markov processes (PDMPs) We show that jump rates and kernels of the corresponding time reversals admit explicit expressions depending on some conditional densities of the PDMP.
• Score: 35.23259982653664
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to diffusions, such Markov processes admit time reversals that turn out to be PDMPs as well. We apply this observation to three PDMPs considered in the literature: the Zig-Zag process, Bouncy Particle Sampler, and Randomised Hamiltonian Monte Carlo. For these three particular instances, we show that the jump rates and kernels of the corresponding time reversals admit explicit expressions depending on some conditional densities of the PDMP under consideration before and after a jump. Based on these results, we propose efficient training procedures to learn these characteristics and consider methods to approximately simulate the reverse process. Finally, we provide bounds in the total variation distance between the data distribution and the resulting distribution of our model in the case where the base distribution is the standard $d$-dimensional Gaussian distribution. Promising numerical simulations support further investigations into this class of models.

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