arXiv Machine Learning

A Reverse-BSDE Diffusion Sampler

arXiv:2505. 06800v2 Announce Type: replace-cross Abstract: Diffusion-based generative models have renewed interest in stochastic differential equation methods for sampling from complex distributions.

arXiv Machine Learning
Jun 30

Neural Galerkin Normalizing Flow for Transition Probability Density Functions of Diffusion Models

arXiv:2603. 18907v2 Announce Type: replace Abstract: We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass.

By Riccardo Saporiti, Fabio Nobile
arXiv Statistics ML
Sep 4

Markov Chain Monte Carlo with Diffusion Paths

The paper introduces a new Markov chain Monte Carlo method that samples from multimodal distributions by interpolating along the diffusion path of a noising diffusion process, preserving mode weights and improving mixing. It proposes a Metropolis-adjusted diffusion path (MAD-Path) sampler that corrects for bias from approximate score estimates and discretization errors, ensuring the target distribution remains invariant. Experiments on Bayesian posteriors demonstrate that MAD-Path outperforms tempering-based MCMC and unadjusted diffusion samplers in global exploration and accurate mode-weight estimation.

By Han Chen, Sifan Liu, Jun Yang
arXiv Machine Learning
Sep 3

Connections between the F\"ollmer process and the denoising diffusion probabilistic model

The paper investigates the relationship between the Föllmer process—a Brownian motion conditioned to reach a specified distribution at time 1—and the denoising diffusion probabilistic model (DDPM). It demonstrates that discretizing the Föllmer process yields natural hyper‑parameter settings for the DDPM sampler and supports a wider range of variance schedules than discretized reverse SDEs. By leveraging this connection, the authors systematically recover state‑of‑the‑art DDPM sampling error bounds and achieve slight improvements.

By Yuta Koike
arXiv Machine Learning
Sep 2

Control Variate Score Matching for Diffusion Models

arXiv:2512.20003v2 Announce Type: replace Abstract: Sampling from unnormalized probability densities is a pervasive challenge across the computational and physical sciences. Diffusion models provide...

By Khaled Kahouli, Romuald Elie, Klaus-Robert M\"uller, Quentin Berthet, Oliver T. Unke, Arnaud Doucet