arXiv Machine Learning

Functional Adjoint Sampler: Scalable Sampling on Infinite Dimensional Spaces

arXiv:2511. 06239v2 Announce Type: replace-cross Abstract: Learning-based methods for sampling from the Gibbs distribution in finite-dimensional spaces have progressed quickly, yet theory and algorithmic design for infinite-dimensional function spaces remain limited.

arXiv Machine Learning
Jul 3

Adjoint Matching through the Lens of the Stochastic Maximum Principle in Optimal Control

arXiv:2604. 08580v2 Announce Type: replace-cross Abstract: Reward fine-tuning of diffusion and flow models and sampling from tilted or Boltzmann distributions can both be formulated as stochastic optimal control (SOC) problems, where learning an optimal generative dynamics corresponds to optimizing a control under SDE constraints.

By Carles Domingo-Enrich, Jiequn Han
arXiv Machine Learning
Sep 15

Quenched Ensemble Sampling

arXiv:2609.15894v1 Announce Type: cross Abstract: Some of the sharpest challenges in sampling from the energy functions of physical systems arise at phase transitions, where the density of states cha...

By David Yallup
arXiv Machine Learning
Aug 31

Improved off-policy training of diffusion samplers

The paper investigates training diffusion models to sample from distributions defined by unnormalized densities or energy functions. It benchmarks various diffusion-structured inference techniques, including simulation-based variational methods and off-policy approaches such as continuous generative flow networks, highlighting their relative strengths and challenging some prior claims. Additionally, the authors introduce a new exploration strategy for off-policy methods that employs local search in the target space with a replay buffer, demonstrating improved sample quality across multiple target distributions.

By Marcin Sendera, Minsu Kim, Sarthak Mittal, Pablo Lemos, Luca Scimeca, Jarrid Rector-Brooks, Alexandre Adam, Yoshua Bengio, Esmeralda S. Whitammer
arXiv Machine Learning
Sep 11

Deep operator learning for efficient sampling from invariant measures of stochastic differential equations

The paper presents an amortized neural sampler that merges operator learning with flow-based methods to efficiently sample from invariant measures of stochastic differential equations (SDEs). By mapping SDE coefficient functions to pushforwards from a reference measure, the approach shifts the sampling cost to an initial training phase, after which new SDE instances can be sampled with a single encoder pass and a few ODE solver steps, independent of mixing time. The framework incorporates Lagrangian trajectory sensors and cross attention to handle high-dimensional problems, and the authors provide theoretical guarantees of expressivity and resolution invariance, demonstrating competitive accuracy and significant speedups over MCMC in 1D, 2D, and 64D SDE families.

By Lin Guo, Li Lei, Jingtong Zhang