Denoising diffusion models have evolved into a state-of-the-art method for tasks in various fields, such as denoising and generation of images, text generation, or generation of synthetic data for training of other machine learning models. First hitting diffusion models (FHDM) are a particular class of denoising diffusion models with \textit{random} adaptive generation time tailored to generate data on a known manifold. Building on the conditioning framework of Doob's $h$-transform these models leverage the given information on the target data manifold to demonstrate strong performance across tasks while offering distinct features such as time-homogeneous dynamics of the generating process and a reduced average simulation time. Even though the theoretical investigation of standard forward-backward diffusion models has attracted much attention in the recent past, the statistical convergence properties of FHDMs are not yet understood. In this work, we show that, up to logarithmic factors, FHDMs achieve the minimax optimal convergence rate in total variation for spherically supported Sobolev smooth data distributions. In particular, this is the first statistical optimality result for denoising diffusion modelling with random generation time.

We study the task of efficiently sampling from a Gibbs distribution dπ = e hdvolg over a Riemannian manifold M via (geometric) Langevin MCMC; this algorithm involves computing exponential maps in random Gaussian directions and is efficiently implementable in practice. The key to our analysis of Langevin MCMC is a bound on the discretization error of the geometric Euler-Murayama scheme, assuming his Lipschitz and M has bounded sectional curvature. Our error bound matches the error of Euclidean Euler-Murayama in terms of its stepsize dependence. Combined with a contraction guarantee for the geometric Langevin Diffusion under Kendall-Cranston coupling, we prove that the Langevin MCMC iterates lie within ε-Wasserstein distance of π after O(ε 2)steps, which matches the iteration complexity for Euclidean Langevin MCMC. Our results apply in general settings where hcan be nonconvex and M can have negative Ricci curvature. Under additional assumptions that the Riemannian curvature tensor has bounded derivatives, and that π satisfies a CD(,) condition, we analyze the stochastic gradient version of Langevin MCMC, and bound its iteration complexity by O(ε 2)as well.

Score-based generative models (SGMs) are a powerful class of generative models that exhibit remarkable empirical performance. Score-based generative modelling (SGM) consists of a "noising" stage, whereby a diffusion is used to gradually add Gaussian noise to data, and a generative model, which entails a "denoising" process defined by approximating the time-reversal of the diffusion. Existing SGMs assume that data is supported on a Euclidean space, i.e. a manifold with flat geometry. In many domains such as robotics, geoscience or protein modelling, data is often naturally described by distributions living on Riemannian manifolds and current SGM techniques are not appropriate. We introduce here Riemannian Score-based Generative Models (RSGMs), a class of generative models extending SGMs to Riemannian manifolds. We demonstrate our approach on a variety of manifolds, and in particular with earth and climate science spherical data.

Score-based generative models (SGMs) are a powerful class of generative models that exhibit remarkable empirical performance. Score-based generative modelling (SGM) consists of a "noising" stage, whereby a diffusion is used to gradually add Gaussian noise to data, and a generative model, which entails a "denoising" process defined by approximating the time-reversal of the diffusion. Existing SGMs assume that data is supported on a Euclidean space, i.e. a manifold with flat geometry. In many domains such as robotics, geoscience or protein modelling, data is often naturally described by distributions living on Riemannian manifolds and current SGM techniques are not appropriate. We introduce here Riemannian Score-based Generative Models (RSGMs), a class of generative models extending SGMs to Riemannian manifolds. We demonstrate our approach on a variety of manifolds, and in particular with earth and climate science spherical data.

This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations, rough-volatility hedging, and systems driven by fractional Brownian motion. Building on the discrete skeleton approach developed in earlier work, we propose a Monte Carlo learning methodology for the associated embedded backward dynamic programming equation. Our main contribution is twofold. First, we construct explicit dominating training laws and Radon--Nikodym weights for several representative classes of non-Markovian controlled systems. This yields an off-model training architecture in which a fixed synthetic dataset is generated under a reference law, while the dynamic programming operators associated with a target model are recovered by importance sampling. Second, we use this structure to design an adaptive update mechanism under parametric model uncertainty, so that repeated recalibration can be performed by reweighting the same training sample rather than regenerating new trajectories. For fixed parameters, we establish non-asymptotic error bounds for the approximation of the embedded dynamic programming equation via deep neural networks. For adaptive learning, we derive quantitative estimates that separate Monte Carlo approximation error from model-risk error. Numerical experiments illustrate both the off-model training mechanism and the adaptive importance-sampling update in structured linear-quadratic examples.

While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a statistical analysis of reflected diffusion models on the hypercube $[0,1]^D$ for target distributions supported on $d$-dimensional linear subspaces. A primary challenge in this setting is the absence of Gaussian transition kernels, which play a central role in standard theory in $\mathbb{R}^D$. By employing an easily implementable infinite series expansion of the transition densities, we develop analytic tools to bound the score function and its approximation by sparse ReLU networks. For target densities with Sobolev smoothness $α$, we establish a convergence rate in the $1$-Wasserstein distance of order $n^{-\frac{α+1-δ}{2α+d}}$ for arbitrarily small $δ> 0$, demonstrating that the generative algorithm fully adapts to the intrinsic dimension $d$. These results confirm that the presence of reflecting boundaries does not degrade the fundamental statistical efficiency of the diffusion paradigm, matching the almost optimal rates known for unconstrained settings.

Investigating the optimal stochastic process beyond Gaussian for noise injection in a score-based generative model remains an open question. Brownian motion is a light-tailed process with continuous paths, which leads to a slow convergence rate for the Number of Function Evaluation (NFE). Recent studies have shown that diffusion models suffer from mode-collapse issues on imbalanced data.In order to overcome the limitations of Brownian motion, we introduce a novel score-based generative model referred to as Lévy-Itō Model (LIM).