Nathanaël Cuvelle--Magar

Etienne Lempereur, Nathanaël Cuvelle--Magar, Florentin Coeurdoux et al.

Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or Langevin dynamics, which typically exhibit exponential slowdown in high dimensions. In contrast, generative models based on diffusion and flow matching efficiently transport noise to data but offer limited theoretical guarantees and can overfit when data is scarce. We introduce Moment Guided Diffusion (MGD), which combines elements of both approaches. Building on the stochastic interpolant framework, MGD samples maximum entropy distributions by solving a stochastic differential equation that guides moments toward prescribed values in finite time, thereby avoiding slow mixing in equilibrium-based methods. We formally obtain, in the large-volatility limit, convergence of MGD to the maximum entropy distribution and derive a tractable estimator of the resulting entropy computed directly from the dynamics. Applications to financial time series, turbulent flows, and cosmological fields using wavelet scattering moments yield estimates of negentropy for high-dimensional multiscale processes.

Nathanaël Cuvelle--Magar, Stéphane Mallat

A considerable amount of research in harmonic analysis has been devoted to non-linear estimators of signals contaminated by additive Gaussian noise. They are implemented by thresholding coefficients in a frame, which provide a sparse signal representation, or by minimising their $\ell^1$ norm. However, sparse estimators in frames are not sufficiently rich to adapt to complex signal regularities. For cartoon images whose edges are piecewise $\bf C^α$ curves, wavelet, curvelet and Xlet frames are suboptimal if the Lipschitz exponent $α\leq 2$ is an unknown parameter. Deep convolutional neural networks have recently obtained much better numerical results, which reach the minimax asymptotic bounds for all $α$. Wavelet scattering coefficients have been introduced as simplified convolutional neural network models. They are computed by transforming the modulus of wavelet coefficients with a second wavelet transform. We introduce a denoising estimator by jointly minimising and maximising the $\ell^1$ norms of different subsets of scattering coefficients. We prove that these $\ell^1$ norms capture different types of geometric image regularity. Numerical experiments show that this denoising estimator reaches the minimax asymptotic bound for cartoon images for all Lipschitz exponents $α\leq 2$. We state this numerical result as a mathematical conjecture. It provides a different harmonic analysis approach to suppress noise from signals, and to specify the geometric regularity of functions. It also opens a mathematical bridge between harmonic analysis and denoising estimators with deep convolutional network.