Theoretical Analysis of Engression and Reverse Markov Engression

Engression (Shen and Meinshausen, 2024) learns a conditional distribution by fitting a generative model $Y = f(X,\varepsilon)$ under the energy score, a strictly proper scoring rule. We provide a theoretical error analysis of engression implemented with deep neural networks. We decompose the excess risk into three components: the approximation error, the stochastic error, and the Monte Carlo error. Based on this decomposition, we establish convergence rates under the assumption that the target conditional generator admits a compositional smoothness structure.

Discrete diffusion has become a leading framework for generative modeling in various applications including language, vision, and biology. Existing convergence theory, however, exhibits fundamental limitations. KL-based analyses diverge under singular priors such as the masked distribution, while bounds in total variation (TV) depend on the vocabulary size $S$ and become vacuous for modern language tasks, where vocabularies contain hundreds of thousands of tokens. We develop a unified adjoint-equation-based framework that establishes vocabulary-size-independent convergence guarantees in any integral probability metric (IPM). To the best of our knowledge, our bounds are the first to be entirely free of $S$ and applicable to both masked and uniform priors. Importantly, our results can extend existing step complexity guarantees to any IPM. Also, our theory relies only on a single standard rate-matrix regularity assumption and applies to general priors. Five novel techniques drive our improvements: 1. working in the space of observables via adjoint equations rather than directly with probability measures; 2. a regularity analysis that yields bounds on any IPM; 3. a coupling argument that removes $S$-dependence under uniform transitions; and 4. score-marginal cancellation and 5. exit-routing techniques that remove $S$-dependence under masked transitions. Our framework thus sharply departs from prior analyses and avoids the shortcomings of pathspace-KL and existing TV-based approaches. Beyond convergence bounds, our framework provides a versatile toolkit for further theoretical study of discrete diffusion models, including principled choices of loss functions and vocabulary-size-independent step complexity.

Finite-width fully connected neural networks with Gaussian-initialized weights deviate from their infinite-width Gaussian limit, exhibiting non-vanishing higher-order cumulants. We approximate these deviations, for a neural network evaluated in a finite number of inputs, using multidimensional Edgeworth expansions of arbitrary order $4m-1$, with $m\in\mathbb{N}$. Assuming that the corresponding Gaussian limit has an invertible covariance matrix and that the activation function is polynomially bounded, we establish a bound of order $n^{-m}$ on the total variation distance between the law of the true network output and its Edgeworth approximation, with matching lower bounds. As an application, we quantify the error in Bayesian posterior distributions when the prior is replaced by its Edgeworth expansion. Our results are more general and also apply to sequences of conditionally Gaussian vectors converging to a Gaussian vector with invertible covariance.