arXiv Machine Learning

Theoretical Guarantees for SMC-Guided Diffusion Sampling

arXiv Machine Learning
Jul 7

Non-Asymptotic Error Bounds for SMC with Biased Proposals: Application to Conditional Diffusion Sampling

arXiv:2607. 04780v1 Announce Type: cross Abstract: Sequential Monte Carlo (SMC) methods are a natural tool for post-hoc conditioning of pretrained generative models, but in many applications the mutation kernels used by the particle system are biased approximations of an ideal Feynman--Kac flow.

By Stanislas Strasman (SU, LPSM), Gabriel Victorino Cardoso (LPSM), Sylvain Le Corff (LPSM), Vincent Lemaire (LPSM), Antonio Ocello
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
Aug 7

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.

By Jairon H. N. Batista, Fl\'avio B. Gon\c{c}alves, Yuri F. Saporito, Rodrigo S. Targino
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