arXiv Statistics ML

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.

arXiv Statistics ML
Oct 2

Error-Corrected Inference-Time Scaling for Imperfect Diffusion Models

The paper introduces the Energy-based Feynman-Kac Corrector (EBFKC), a method that improves inference-time scaling for diffusion models that are imperfect due to data and training limitations. EBFKC derives Feynman-Kac dynamics to exactly track a prescribed path in continuous time, then approximates these dynamics with sequential Monte Carlo and variance‑controlling guidance. Experiments on Gaussian mixtures, particle systems, and molecular simulations demonstrate that EBFKC closely matches target distributions and free‑energy profiles, outperforming standard inference‑time scaling baselines that still exhibit significant sampling errors.

By Zuokai Wen, Louis Grenioux, Weinan E, Jiequn Han
arXiv Machine Learning
Oct 3

Specificity-Aware Diffusion Steering via Variance-Reduced Sequential Monte Carlo

The paper introduces a method for specificity‑aware diffusion steering that suppresses undesired samples while preserving desired ones. By formulating the problem as a target‑design task, it derives a time‑dependent target distribution based on overlap between positive and negative reference distributions, and samples from it using a variance‑reduced Sequential Monte Carlo (SMC) sampler. Experiments on synthetic, class‑contrastive, text‑to‑image, and peptide‑MHC tasks demonstrate reduced mode shift, improved sampling stability, and better suppression of undesired regions compared to negative‑guidance baselines.

By Luran Wang, Linrui Ma, Hannes St\"ark, Regina Barzilay
Hugging Face Trending Papers
Jul 8

Gradient-free Riemannian Langevin Sampler

We address the problem of efficiently sampling multimodal probability distributions, where standard Markov Chain Monte Carlo methods often suffer from poor mixing and mode trapping. To mitigate these issues, we propose Gradient-free Riemannian Langevin Sampler (GRiLS), a novel proposal that improves exploration without requiring gradient evaluations of the target density.

arXiv Machine Learning
Sep 24

Local Geometric Mixing via Dobrushin Contraction with Applications to Diffusion Path Monte Carlo and the Proximal Sampler

The paper introduces the concept of local geometric mixing, which focuses on geometric convergence to equilibrium in total variation over a finite number of transitions, thereby capturing rapid local equilibration even when global mixing is slow. It derives local geometric mixing bounds using Dobrushin contraction and applies these results to Diffusion Path Monte Carlo, a Markov chain Monte Carlo method that aligns with the Proximal Sampler. The analysis provides mixing guarantees for both the ideal method and its Metropolis-adjusted implementation, and extends recent spectral gap estimates into mixing time bounds.

By Stefan Oberd\"orster
arXiv Machine Learning
Jul 14

Gaussian Invariant Markov Chain Monte Carlo

arXiv:2506. 21511v2 Announce Type: replace-cross Abstract: We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA.

By Michalis K. Titsias, Angelos Alexopoulos, Siran Liu, Petros Dellaportas