Publikationen

We introduce EuroCropsML, an analysis-ready remote sensing dataset based on the open-source EuroCrops collection, for machine learning (ML) benchmarking of time series crop type classification in Europe.

We study the problem of training neural stochastic differential equations, or diffusion models, to sample from a Boltzmann distribution without access to target samples. Existing methods for training such models enforce time-reversal of the generative and noising processes, using either differentiable simulation or off-policy reinforcement learning (RL). We prove equivalences between families of objectives in the limit of infinitesimal discretization steps, linking entropic RL methods (GFlowNets) with continuous-time objects (partial differential equations and path space measures). We further show that an appropriate choice of coarse time discretization during training allows greatly improved sample efficiency and the use of time-local objectives, achieving competitive performance on standard sampling benchmarks with reduced computational cost.

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where the transport is performed through successive annealed densities via prescribed Markov chains and resampling steps, and (2) recently developed diffusion-based sampling methods, where a learned dynamical transport is used. Despite the common goal, both approaches have different, often complementary, advantages and drawbacks. The resampling steps in SMC allow focusing on promising regions of the space, often leading to robust performance. While the algorithm enjoys asymptotic guarantees, the lack of flexible, learnable transitions can lead to slow convergence. On the other hand, diffusion-based samplers are learned and can potentially better adapt themselves to the target at hand, yet often suffer from training instabilities. In this work, we present a principled framework for combining SMC with diffusion-based samplers by viewing both methods in continuous time and considering measures on path space. This culminates in the new Sequential Controlled Langevin Diffusion (SCLD) sampling method, which is able to utilize the benefits of both methods and reaches improved performance on multiple benchmark problems, in many cases using only 10% of the training budget of previous diffusion-based samplers.

We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices, where the noise only acts in certain dimensions. Extending previous findings, our framework allows to rigorously show that score matching in the underdamped case is indeed equivalent to maximizing a lower bound on the likelihood. Motivated by superior convergence properties and compatibility with sophisticated numerical integration schemes of underdamped stochastic processes, we propose underdamped diffusion bridges, where a general density evolution is learned rather than prescribed by a fixed noising process. We apply our method to the challenging task of sampling from unnormalized densities without access to samples from the target distribution. Across a diverse range of sampling problems, our approach demonstrates state-of-the-art performance, notably outperforming alternative methods, while requiring significantly fewer discretization steps and no hyperparameter tuning.

We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications naturally exhibit random (potentially trajectory-dependent) stopping times. Since those stopping times typically depend on the policy, their randomness has an effect on policy gradient formulas, which we (mostly for the first time) derive rigorously in this work both for stochastic and deterministic policies. We present two complementary perspectives, trajectory or state-space based, and establish connections to optimal control theory. Our numerical experiments demonstrate that using the proposed formulas can significantly improve optimization convergence compared to traditional approaches.

Recently, a series of papers proposed deep learning-based approaches to sample from unnormalized target densities using controlled diffusion processes. In this work, we identify these approaches as special cases of the Schrödinger bridge problem, seeking the most likely stochastic evolution between a given prior distribution and the specified target. We further generalize this framework by introducing a variational formulation based on divergences between path space measures of time-reversed diffusion processes. This abstract perspective leads to practical losses that can be optimized by gradient-based algorithms and includes previous objectives as special cases. At the same time, it allows us to consider divergences other than the reverse Kullback-Leibler divergence that is known to suffer from mode collapse. In particular, we propose the so-called log-variance loss, which exhibits favorable numerical properties and leads to significantly improved performance across all considered approaches.

We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs), such as recently developed diffusion probabilistic models. In particular, we derive a Hamilton-Jacobi-Bellman equation that governs the evolution of the log-densities of the underlying SDE marginals. This perspective allows to transfer methods from optimal control theory to generative modeling. First, we show that the evidence lower bound is a direct consequence of the well-known verification theorem from control theory. Further, we can formulate diffusion-based generative modeling as a minimization of the Kullback-Leibler divergence between suitable measures in path space. Finally, we develop a novel diffusion-based method for sampling from unnormalized densities -- a problem frequently occurring in statistics and computational sciences. We demonstrate that our time-reversed diffusion sampler (DIS) can outperform other diffusion-based sampling approaches on multiple numerical examples.

The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using deterministic or stochastic evolutions described by partial differential equations (PDEs). This framework incorporates prior trajectory-based sampling methods, such as diffusion models or Schr\"odinger bridges, without relying on the concept of time-reversals. Moreover, it allows us to propose novel numerical methods for solving the transport task and thus sampling from complicated targets without the need for the normalization constant or data samples. We employ physics-informed neural networks (PINNs) to approximate the respective PDE solutions, implying both conceptional and computational advantages. In particular, PINNs allow for simulation- and discretization-free optimization and can be trained very efficiently, leading to significantly better mode coverage in the sampling task compared to alternative methods. Moreover, they can readily be fine-tuned with Gauss-Newton methods to achieve high accuracy in sampling.

Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this work, we study time-continuous Markov jump processes on discrete state spaces and investigate their correspondence to state-continuous diffusion processes given by SDEs. In particular, we revisit the Ehrenfest process, which converges to an Ornstein-Uhlenbeck process in the infinite state space limit. Likewise, we can show that the timereversal of the Ehrenfest process converges to the time-reversed Ornstein-Uhlenbeck process. This observation bridges discrete and continuous state spaces and allows to carry over methods from one to the respective other setting. Additionally, we suggest an algorithm for training the time-reversal of Markov jump processes which relies on conditional expectations and can thus be directly related to denoising score matching. We demonstrate our methods in multiple convincing numerical experiments.

Contrast enhancement by Gadolinium-based contrast agents (GBCAs) is a vital tool for tumor diagnosis in neuroradiology. Based on brain MRI scans of glioblastoma before and after Gadolinium administration, we address enhancement prediction by neural networks with two new contributions.

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modelling. This MMD, which is also known as energy distance, has several advantageous properties like efficient computation via slicing and sorting.

In the past five years, deep learning methods have become state-of-the-art in solving various inverse problems. Before such approaches can find application in safety-critical fields, a verification of their reliability appears mandatory. Recent works have pointed out instabilities of deep neural networks for several image reconstruction tasks.

QuaCa is an extensible library facilitating the computation of steady-state atom-surface quantum friction. Due to its modular domain-driven structure, QuaCa can be of further use to calculate relevant quantities that are often needed in the context of electromagnetic dispersion forces.

This work presents a novel deep-learning-based pipeline for the inverse problem of image deblurring, leveraging augmentation and pre-training with synthetic data. Our results build on our winning submission to the recent Helsinki Deblur Challenge 2021, whose goal was to explore the limits of state-of-the-art deblurring algorithms in a real-world data setting.

In this article, we propose a deep learning-based algorithm for the classification of crop types from Sentinel-1 and Sentinel-2 time series data which is based on the celebrated transformer architecture. Crucially, we enable our algorithm to do early classification, i.e., predict crop types at arbitrary time points early in the year with a single trained model (progressive intra-season classification). Such early season predictions are of practical relevance for instance for yield forecasts or the modeling of agricultural water balances, therefore being important for the public as well as the private sector. Furthermore, we improve the mechanism of combining different data sources for the prediction task, allowing for both optical and radar data as inputs (multi-modal data fusion) without the need for temporal interpolation. We can demonstrate the effectiveness of our approach on an extensive data set from three federal states of Germany reaching an average F1 score of 0.920.92 using data of a complete growing season to predict the eight most important crop types and an F1 score above 0.80.8 when doing early classification at least one month before harvest time. In carefully chosen experiments, we can show that our model generalizes well in time and space.

The optical inspection of the surfaces of diode lasers, especially the p-sides and facets, is an essential part of the quality control in the laser fabrication procedure. With reliable, fast, and flexible optical inspection processes, it is possible to identify and eliminate defects, accelerate device selection, reduce production costs, and shorten the cycle time for product development.

Conditional generative models became a very powerful tool to sample from Bayesian inverse problem posteriors. It is well-known in classical Bayesian literature that posterior measures are quite robust with respect to perturbations of both the prior measure and the negative log-likelihood, which includes perturbations of the observations.

Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals with non-smooth Riesz kernels show a rich structure as singular measures can become absolutely continuous ones and conversely. In this paper we contribute to the understanding of such flows.

We give a complete characterisation of families of probability distributions that are invariant under the action of ReLU neural network layers (in the same way that the family of Gaussian distributions is invariant to affine linear transformations).

The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations based on associated stochastic differential equations (SDEs), which allow the minimization of corresponding losses using gradient-based optimization methods.

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty.

We study the effects of constrained optimization formulations and Frank-Wolfe algorithms for obtaining interpretable neural network predictions. Reformulating the Rate-Distortion Explanations (RDE) method for relevance attribution as a constrained optimization problem provides precise control over the sparsity of relevance maps.

This work is concerned with the following fundamental question in scientific machine learning: Can deep-learning-based methods solve noise-free inverse problems to near-perfect accuracy? Positive evidence is provided for the first time, focusing on a prototypical computed tomography (CT) setup.

We investigate the steady-state nonconservative open-system dynamics of an atom in a generic complex structured electromagnetic environment at finite temperature T. In such systems, when the atom moves along a translation-invariant axis of the environment, a frictional force acts on the particle.

Learning neural networks using only few available information is an important ongoing research topic with tremendous potential for applications. In this paper, we introduce a powerful regularizer for the variational modeling of inverse problems in imaging.

For a d-ary Boolean function Φ: {0, 1}^d → {0, 1} and an assignment to its variables x = (x₁, x₂, . . . , x_d) we consider the problem of finding those subsets of the variables that are sufficient to determine the function value with a given probability δ. This is motivated by the task of interpreting predictions of binary classifiers described as Boolean circuits, which can be seen as special cases of neural networks.

High-dimensional partial differential equations (PDEs) are ubiquitous in economics, science and engineering. However, their numerical treatment poses formidable challenges since traditional grid-based methods tend to be frustrated by the curse of dimensionality.

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically possible, in practice only suboptimal proposal distributions are available and it can often be observed numerically that those can reduce statistical performance significantly, leading to large relative errors and therefore counteracting the original intention.

We introduce a differential extension of algebraic K-theory of an algebra using Karoubi's Chern character. In doing so, we develop a necessary theory of secondary transgression forms as well as a differential refinement of the smooth Serre--Swan correspondence. Our construction subsumes the differential K-theory of a smooth manifold when the algebra is complex-valued smooth functions.

Solving high-dimensional partial differential equations is a recurrent challenge in economics, science and engineering. In recent years, a great number of computational approaches have been developed, most of them relying on a combination of Monte Carlo sampling and deep learning based approximation.

This work investigates the detection of instabilities that may occur when utilizing deep learning models for image reconstruction tasks. Although neural networks often empirically outperform traditional reconstruction methods, their usage for sensitive medical applications remains controversial.

The quantitative detection of failure modes is important for making deep neural networks reliable and usable at scale. We consider three examples for common failure modes in image reconstruction and demonstrate the potential of uncertainty quantification as a fine-grained alarm system.

In this paper, we develop a general framework of geometric functorial field theories, meaning that all bordisms in question are endowed with geometric structures. We take particular care to establish a notion of smooth variation of such geometric structures, so that it makes sense to require the output of our field theory to depend smoothly on the input.

We analyse the properties of an unbiased gradient estimator of the ELBO for variational inference, based on the score function method with leave-one-out control variates. We show that this gradient estimator can be obtained using a new loss, defined as the variance of the log-ratio between the exact posterior and the variational approximation, which we call the log-variance loss.

Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the potential of iterative diffusion optimisation techniques.

We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring error bounds based on Hankel operators to delay systems, we find error estimates for the difference between the dynamics of the full and reduced model.

We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by diffusion. The scheme is based on a Gibbs variational principle that is used to determine the optimal (i.e., zero-variance) change of measure and exploits the fact that the latter can be rephrased as a stochastic optimal control problem.

An atom moving in a vacuum at constant velocity and parallel to a surface experiences a frictional force induced by the dissipative interaction with the quantum fluctuations of the electromagnetic field. We show that the combination of nonequilibrium dynamics, anomalous Doppler effect and spin-momentum locking of light mediates an intriguing interplay between the atom's translational and rotational motion.

The dissipative properties of spatially nonlocal conductors are investigated in the context of quantum friction acting on an atom moving above a macroscopic body. The focus is on an extended version of the hydrodynamic model for the bulk material's electromagnetic response.

We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the first time, we include in this study the analysis of non-zero initial conditions.

We study multivariate Mellin transforms of Laurent polynomials by considering special toric compactifications which make their singular structure apparent. This gives a precise description of their convergence domain, refining results of Nilsson, Passare, Berkesch and Forsgård.

We give a description of the delocalized twisted cohomology of an orbifold and the Chern character of a twisted vector bundle in terms of supersymmetric Euclidean field theories. This includes the construction of a twist functor for 1|1-dimensional EFTs from the data of a gerbe with connection.

The impact of lossy multi-layer structures on nonequilibrium atom-surface interactions is discussed. Specifically, the focus lies on a fully non-Markovian and nonequilibrium description of quantum friction, the fluctuation-induced drag force acting on an atom moving at constant velocity and height above the multi-layer structures.

Interactions of quantum systems with their environment play a crucial role in resource-theoretic approaches to thermodynamics in the microscopic regime. Here, we analyze the possible state transitions in the presence of "small" heat baths of bounded dimension and energy.

We present an improved technique for susceptibility artifact correction in echo-planar imaging (EPI), a widely used ultra-fast magnetic resonance imaging (MRI) technique. Our method corrects geometric deformations and intensity modulations present in EPI images.

The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations.

We propose a dimensional reduction procedure in the Stolz--Teichner framework of supersymmetric Euclidean field theories (EFTs) that is well-suited in the presence of a finite gauge group or, more generally, for field theories over an orbifold. As an illustration, we give a geometric interpretation of the Chern character for manifolds with an action by a finite group.

We consider the effect of global repulsive coupling on an ensemble of identical excitable elements. An increase of the coupling strength destabilizes the synchronous equilibrium and replaces it with many attracting oscillatory states, created in the transcritical heteroclinic bifurcation. The period of oscillations is inversely proportional to the distance from the critical parameter value.

In a network with a mixture of different electrophysiological types of neurons linked by excitatory and inhibitory connections, temporal evolution leads through repeated epochs of intensive global activity separated by intervals with low activity level. This behavior mimics “up” and “down” states, experimentally observed in cortical tissues in absence of external stimuli. We interpret global dynamical features in terms of individual dynamics of the neurons.

The cerebral cortex exhibits neural activity even in the absence of external stimuli. This self-sustained activity is characterized by irregular firing of individual neurons and population oscillations with a broad frequency range.

Systematic numerical investigations of conformational motions in single actin molecules were performed by employing a simple elastic-network (EN) model of this protein. Similar to previous investigations for myosin, we found that G-actin essentially behaves as a strain sensor, responding by well-defined domain motions to mechanical perturbations.

According to recent experiments, the molecular-motor myosin behaves like a strain sensor, exhibiting different functional responses when loads in opposite directions are applied to its tail. Within an elastic-network model, we explore the sensitivity of the protein to the forces acting on the tail and find, in agreement with experiments, that such forces invoke conformational changes that should affect filament binding and ADP release. Furthermore, conformational responses of myosin to the application of forces to individual residues in its principal functional regions are systematically investigated and a detailed sensitivity map of myosin-V is thus obtained. The results suggest that the strain-sensor behavior is involved in the intrinsic operation of this molecular motor.