Dequantified Diffusion-Schr{ö}dinger Bridge for Density Ratio Estimation

Fuente: arXiv
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Auteurs principaux: Chen, Wei, Li, Shigui, Li, Jiacheng, Yang, Junmei, Paisley, John, Zeng, Delu
Format: Preprint
Publié: 2025
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author Chen, Wei
Li, Shigui
Li, Jiacheng
Yang, Junmei
Paisley, John
Zeng, Delu
author_facet Chen, Wei
Li, Shigui
Li, Jiacheng
Yang, Junmei
Paisley, John
Zeng, Delu
contents Density ratio estimation is fundamental to tasks involving $f$-divergences, yet existing methods often fail under significantly different distributions or inadequately overlapping supports -- the density-chasm and the support-chasm problems. Additionally, prior approaches yield divergent time scores near boundaries, leading to instability. We design $\textbf{D}^3\textbf{RE}$, a unified framework for \textbf{robust}, \textbf{stable} and \textbf{efficient} density ratio estimation. We propose the dequantified diffusion bridge interpolant (DDBI), which expands support coverage and stabilizes time scores via diffusion bridges and Gaussian dequantization. Building on DDBI, the proposed dequantified Schr{ö}dinger bridge interpolant (DSBI) incorporates optimal transport to solve the Schr{ö}dinger bridge problem, enhancing accuracy and efficiency. Our method offers uniform approximation and bounded time scores in theory, and outperforms baselines empirically in mutual information and density estimation tasks.
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id arxiv_https___arxiv_org_abs_2505_05034
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Dequantified Diffusion-Schr{ö}dinger Bridge for Density Ratio Estimation
Chen, Wei
Li, Shigui
Li, Jiacheng
Yang, Junmei
Paisley, John
Zeng, Delu
Machine Learning
Density ratio estimation is fundamental to tasks involving $f$-divergences, yet existing methods often fail under significantly different distributions or inadequately overlapping supports -- the density-chasm and the support-chasm problems. Additionally, prior approaches yield divergent time scores near boundaries, leading to instability. We design $\textbf{D}^3\textbf{RE}$, a unified framework for \textbf{robust}, \textbf{stable} and \textbf{efficient} density ratio estimation. We propose the dequantified diffusion bridge interpolant (DDBI), which expands support coverage and stabilizes time scores via diffusion bridges and Gaussian dequantization. Building on DDBI, the proposed dequantified Schr{ö}dinger bridge interpolant (DSBI) incorporates optimal transport to solve the Schr{ö}dinger bridge problem, enhancing accuracy and efficiency. Our method offers uniform approximation and bounded time scores in theory, and outperforms baselines empirically in mutual information and density estimation tasks.
title Dequantified Diffusion-Schr{ö}dinger Bridge for Density Ratio Estimation
topic Machine Learning
url https://arxiv.org/abs/2505.05034