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Diffusion models and minimax rates: scores, functionals, and tests

Subhodh Kotekal (MIT)
E18-304

Abstract: While score-based diffusion models have achieved remarkable success in high-dimensional generative modeling, some basic theoretical questions have not been precisely resolved. In this talk, we address minimax optimality of density estimation, functional estimation, and hypothesis testing. First, we show diffusion models achieve the optimal density estimation rate over Holder balls. This result is a consequence of our sharp characterization of minimax score estimation across all noising levels. A key contribution is our lower bound argument which involves a slight…

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The Winner’s Curse in Data-Driven Decision-Making

Hamsa Bastani (University of Pennsylvania)
E18-304

Abstract: Data-driven decision-making relies on credible policy evaluation: we need to know whether a learned policy truly improves outcomes. This talk examines a key failure mode—the winner’s curse—where policy optimization exploits prediction error and selection, producing optimistic, often spurious performance gains. First, we show that model-based policy optimization and evaluation can report large, stable improvements even when common “reassurances” from the literature hold: training data come from randomized trials, estimated gains are large, and predictive models are accurate, well-calibrated, and…

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When do spectral gradient updates help in deep learning?

Dmitriy Drusvyatskiy (University of California, San Diego)
E18-304

Abstract: Spectral gradient methods, such as the recently proposed Muon optimizer, are a promising alternative to standard gradient descent for training deep neural networks and transformers. Yet, it remains unclear in which regimes these spectral methods are expected to perform better. In this talk, I will present a simple condition that predicts when a spectral update yields a larger decrease in the loss than a standard gradient step. Informally, this criterion holds when, on the one hand, the gradient of the…

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