A Local Sinkhorn Framework for Conditional Distribution Reconstruction of Multidimensional Random Fields

Diffusion models are state-of-the-art tools for various generative tasks. Yet training these models involves estimating high-dimensional score functions, a task that in principle suffers from the curse of dimensionality. It is therefore important to understand how low-dimensional structure in the target distribution can be exploited in these models. Here we consider locality structure, which describes certain sparse conditional dependencies among the target random variables. Given some locality structure, the score function is effectively low-dimensional, so that it can be estimated by a localized neural network with significantly reduced sample complexity. This observation motivates the localized diffusion model, where a localized score matching loss is used to train the score function within a localized hypothesis space. We prove that such localization enables diffusion models to circumvent the curse of dimensionality with dimension-independent error bounds, at the price of additional localization error. Under realistic sample size scaling, we then show both theoretically and numerically that a moderate localization radius can balance the statistical and localization errors, yielding better overall performance. Locality structure also facilitates parallel training, making localized diffusion models potentially more efficient for large-scale applications.

Existing score-based methods for inverse problems often resort to approximate minimization of the KL divergence between the inversion distribution and the Bayesian posterior. Such an approximation leads to severe mode collapse and unreliable uncertainty quantification. In this paper, we propose Principled Posterior Matching (PPM), a framework that returns to the fundamentals of variational inference, rather than using tricky approximations. Instead of relying on heuristic approximations, we rigorously formulate the exact optimization of the KL divergence via the integration of Fisher divergence. We derive a tractable, equivalent gradient form of this integral, enabling precise optimization without the biases introduced by prior approximations. Our analysis clearly reveals that the mode collapse in previous methods stems directly from this approximation gap. Supported by our theoretical solution, PPM unifies two complementary paradigms: (1) In variational inference, PPM adopts mass-covering divergences that significantly improve the inversion diversity and uncertainty quantification; (2) In amortized inference, it enables the training of an efficient reconstruction network for rapid, single-step reconstruction. Furthermore, our formulation naturally extends to a broader family of divergence measures by generalizing the integral of the Fisher divergence. We validate PPM across challenging computational imaging tasks, including inpainting, super-resolution fluorescent microscopy, and radio interferometric black-hole imaging. In all experiments, PPM achieves superior reconstruction fidelity, faithful multimodal posterior recovery, and well-calibrated uncertainty estimates, establishing a robust framework for scientific imaging.

Engression is a recently proposed and effective framework for conditional distribution learning. Its multi-step Reverse Markov extension further improves generative flexibility by decomposing complex conditional sampling into sequential reverse transitions. Despite their strong empirical performance, rigorous finite-sample statistical guarantees for these methods remain unavailable. In this paper, under deep neural network parameterizations, we establish nonasymptotic convergence bounds for Engression by directly controlling the Energy Distance between the learned and target conditional distributions. For the Reverse Markov framework, we further develop an Energy-Distance-based chain rule that enables a rigorous analysis of error propagation across reverse steps. Our analysis yields corresponding excess-risk bounds that are near-optimal up to logarithmic factors relative to the classical minimax rate over a general Hölder class.