cs.LGFeb 23, 2026

Generative Modeling via Kernelized Stochastic Interpolants

Authors: Florentin CoeurdouxEtienne LempereurNathanaël Cuvelle-MagarStéphane MallatEric Vanden-Eijnden

Abstract

We develop a kernel method for generative modeling within the stochastic interpolant framework, replacing neural network training with linear systems. The drift of the generative SDE is b^t(x)=φ(x)ηt\hat b_t(x) = \nablaφ(x)^\topη_t, where ηtRPη_t \in \mathbb{R}^P solves a P×PP\times P system computable from data, with PP independent of the data dimension dd. Since estimates are inexact, the diffusion coefficient DtD_t affects sample quality; the optimal DtD_t^* from Girsanov diverges at t=0t=0, but this poses no difficulty and we develop an integrator that handles it seamlessly. The framework accommodates diverse feature maps: scattering transforms, pretrained generative models, etc, enabling generation and model combination without neural network training. We demonstrate the approach on financial time series, turbulence, and image generation.

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