Generative Learning of Densities on Manifolds

A generative modeling framework is proposed that combines diffusion models and manifold learning to efficiently sample data densities on manifolds. The approach utilizes Diffusion Maps to uncover possible low-dimensional underlying (latent) spaces in the high-dimensional data (ambient) space. Two approaches for sampling from the latent data density are described. The first is a score-based diffusion model, which is trained to map a standard normal distribution to the latent data distribution using a neural network. The second one involves solving an It\^o stochastic differential equation in the latent space. Additional realizations of the data are generated by lifting the samples back to the ambient space using Double Diffusion Maps, a recently introduced technique typically employed in studying dynamical system reduction; here the focus lies in sampling densities rather than system dynamics. The proposed approaches enable sampling high dimensional data densities restricted to low-dimensional, a priori unknown manifolds. The efficacy of the proposed framework is demonstrated through a benchmark problem and a material with multiscale structure.