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 Statistics ML
Oct 5

KL Convergence Guarantees for Score diffusion models under minimal data assumptions

The paper presents new Kullback–Leibler convergence guarantees for score diffusion models that avoid restrictive Lipschitz assumptions on the score function. By analyzing models with fixed step size derived from the Ornstein–Uhlenbeck semigroup and its kinetic counterpart, the authors derive simple, sharp KL bounds that hold for any data distribution with finite Fisher information relative to the standard Gaussian. This extends theoretical guarantees to a broader class of data distributions without requiring early stopping or compact support.

By Giovanni Conforti, Alain Durmus, Marta Gentiloni Silveri
arXiv Machine Learning
Sep 3

Generative Diffusion Surrogates with Analytical Variance Schedule

The paper introduces a method for creating generative diffusion surrogates that use an analytically derived variance schedule based on the time derivative of known variance from macroscopic theory or empirical scaling. By enforcing this variance path, the model can capture non‑Gaussian structure in transport systems without requiring intermediate‑time physical data. The approach is validated on ballistic‑to‑diffusive transport in turbulent plasmas, accurately reproducing test‑particle distributions, laboratory‑measured variance, and simulated kurtosis evolution.

By Patrick Reichherzer, Gianluca Gregori, David N. Hosking, Subir Sarkar