Archive for Palaiseau

mostly Monte Carlo [20/02]

Posted in Statistics with tags , , , , , , , , , , , , , , , , on February 16, 2026 by xi'an

A new episode of our mostly Monte Carlo seminar, very soon coming near you (if in Paris):

On Friday 20/02/26, from 3-5pm at PariSanté Campus

15h: Paul Mangold (École Polytechnique, Palaiseau)

Convergence and Linear Speed-Up in Stochastic Federated Learning

In federated learning, multiple users collaboratively train a machine learning model without sharing local data. To reduce communication, users perform multiple local stochastic gradient steps that are then aggregated by a central server. However, due to data heterogeneity, local training introduces bias. In this talk, I will present a novel interpretation of the Federated Averaging algorithm, establishing its convergence to a stationary distribution. By analyzing this distribution, we show that the bias consists of two components: one due to heterogeneity and another due to gradient stochasticity. I will then extend this analysis to the Scaffold algorithm, demonstrating that it effectively mitigates heterogeneity bias but not stochasticity bias. Finally, we show that both algorithms achieve linear speed-up in the number of agents, a key property in federated stochastic optimization.

16h: Alain Durmus (École Polytechnique, Palaiseau)

A Mixture-based Framework for Guiding Diffusion Models

Inverse problems—such as image restoration from noisy or incomplete measurements and musical source separation—are ill-posed, making Bayesian approaches with learned generative priors especially appealing. Diffusion models provide powerful priors, but existing posterior sampling methods often rely on crude likelihood-gradient approximations and heavy task-specific tuning. In this talk, I will introduce a novel principled approach specifically designed to overcome these limitations. The core contribution of this approach is the construction of a mixture approximation of intermediate posterior distributions defined by the diffusion model. The sampling is carried out sequentially via Gibbs sampling, a Markov Chain Monte Carlo method, using a careful data augmentation scheme. Gibbs sampling is employed here due to its simplicity and theoretical guarantees, allowing for exact conditional updates at each iteration, thus ensuring stability and efficiency. One key advantage of the presented algorithm is its flexibility: it adapts to varying levels of computational resources by adjusting the number of Gibbs iterations. Consequently, substantial performance gains can be achieved by increasing inference-time computational effort. I will present extensive experimental results demonstrating empirical performance across diverse image restoration tasks, involving both pixel-space and latent-space diffusion models, and showcase its successful application in musical source separation.

 

Hi! Paris, Hi! Xiao-Li

Posted in Statistics, Travel, University life with tags , , , , , , , , , , on September 27, 2025 by xi'an

Congrats, Dr. Marival!

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , on March 26, 2025 by xi'an

Arnak Dalalyan at the RSS Journal Webinar

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on October 15, 2023 by xi'an

My friend and CREST colleague Arnak Dalalyan will (re)present [online] a Read Paper at the RSS on 31 October with my friends Hani Doss and Alain Durmus as discussants:

‘Theoretical Guarantees for Approximate Sampling and Log-Concave Densities’

Arnak Dalalyan ENSAE Paris, France

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, exact sampling from a given distribution is impossible or computationally expensive and, therefore, one needs to resort to approximate sampling strategies. However, there is no well-developed theory providing meaningful non-asymptotic guarantees for the approximate sampling procedures, especially in high dimensional problems. The paper makes some progress in this direction by considering the problem of sampling from a distribution having a smooth and log-concave density defined on ℝᵖ⁠, for some integer p > 0. We establish non-asymptotic bounds for the error of approximating the target distribution by the distribution obtained by the Langevin Monte Carlo method and its variants. We illustrate the effectiveness of the established guarantees with various experiments. Underlying our analysis are insights from the theory of continuous time diffusion processes, which may be of interest beyond the framework of log-concave densities that are considered in the present work.

optimal scaling for proximal MALA [All about that Bayes seminar, 21/03, Palaiseau]

Posted in Statistics, University life with tags , , , , , on March 19, 2023 by xi'an

An All about that Bayes seminar next Tuesday, at 2pm, at AgroParisTech, Francesca Crucinio (formerly Warwick and now ENSAE):

We consider a recently proposed class of MCMC methods which uses proximity maps instead of gradients to build proposal mechanisms which can be employed for both differentiable and non-differentiable targets. These methods have been shown to be stable for a wide class of targets, making them a valuable alternative to Metropolis-adjusted Langevin algorithms (MALA); and have found wide application in imaging contexts. The wider stability properties are obtained by building the Moreau-Yoshida envelope for the target of interest, which depends on a parameter λ. In this work, we investigate the optimal scaling problem for this class of algorithms, which encompasses MALA, and provide practical guidelines for the implementation of these methods.
Joint work with Alain Durmus, Pablo Jiménez, Gareth O. Roberts.