CoreFlow: Low-Rank Matrix Generative Models

We design a new unconstrained coordinate system where a $p\times p$ symmetric positive definite (SPD) matrix $Θ$ is represented by a reverse telescoping map $Θ(x)=\rm{RT}(x)$, with $x=(v,d,r)\in\mathbb{R}\times\mathbb{R}^{(p-1)}\times\mathbb{R}^{p(p-1)/2}$, representing respectively the log volume or log determinant; and the shape, as encoded by log relative diagonal scales and partial covariances among the nodes. This construction results in important properties not available in other charts, e.g., matrix logarithm, such as Jacobian depending on only the log-determinant. A useful feature of our construction is $x$ contains a lossless symbolic representation of both the matrix and its inverse. Many important computations involving a matrix and its inverse can be performed in $O(p^2)$ in the transformed domain, while it is the rendering of results in matrix forms (on demand) that must incur an $O(p^3)$ cost. Moreover, two unit-determinant matrices in the transformed domain can be joined by a straight line with pathwise unit determinant. For generative modeling, this allows designing a split volume-shape flow model trained by conditional flow matching for transporting the shape over the unit-determinant path, with a separate one-dimensional flow for transporting the volume or the determinant. The forbidding SPD constraint, tamed thus into a powerful guiding force, leads to the surprising insight that it is in some sense easier to design a volume-normalized shape flow for SPD compared to the unconstrained $\mathbb{R}^{p\times p}$, with no intrinsic notion of volume to aid normalization, unlike the determinant of SPD matrices. We apply our construction for up to $p=200$ in generative modeling of SPD matrices on a difficult synthetic bimodal target, and in generating brain connectivity networks by models trained on fMRI data; as well as in intrinsic diffusion on the SPD manifold.

Generative modeling provides a powerful framework for learning data distributions. These models initially relied on probabilistic methods such as Gaussian Processes (GP) for uncertainty-aware predictions and shifted towards larger trainable models to learn more complex distributions. In this work, we introduce Random Process (RP) Flow, a Flow Matching-based framework that represents the vector field as a neural implicit function. Unlike modern generative methods, our setting involves a single observed field, from which only sparse measurements are available. RP Flow uses Random Fourier Features to learn an implicit signal representation that can be queried at any arbitrary location from a limited set of observations, while encoding uncertainty through ensemble sampling. We propose constructing a Bayesian posterior by GP regression in the source space to generate high-quality samples. Our empirical results demonstrate that this framework generates realistic samples along with calibrated uncertainty estimates, even under challenging conditions such as high frequency, high sparsity, or high dimensionality. These findings position RP Flow as a milestone towards generative models for reconstruction tasks where data is scarce and uncertainty must remain traceable.

Modern generative modeling is dominated by transport from a noise prior to data. We propose an alternative paradigm in which generation is performed by a discrete stochastic dynamics that leaves the data distribution invariant, initialized from data-supported states rather than from noise. The framework can utilize any pretrained flow model. We develop two probability-preserving sampling mechanisms, a corrected Langevin dynamics with a Metropolis adjustment and a predictor-corrector flow, that operate directly on existing checkpoints. We validate the framework on a synthetic Swiss-roll target, ImageNet-256 and Oxford Flowers-102, where our samplers consistently improve over the original generation procedures.