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Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techniques such as maximum likelihood estimation, Markov chain…

Data Analysis, Statistics and Probability · Physics 2021-08-04 Clemens Willers , Oliver Kamps

Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin…

Machine Learning · Statistics 2026-05-12 Kevin H. Lam , Tyler Farghly , Christopher Williams , Jun Yang , Yee Whye Teh , Arnaud Doucet

This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…

Machine Learning · Statistics 2020-07-21 Erik Nijkamp , Bo Pang , Tian Han , Linqi Zhou , Song-Chun Zhu , Ying Nian Wu

Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…

Statistical Mechanics · Physics 2026-03-05 Prithviraj Basak , Stephen Whitelam , John Bechhoefer

The Langevin algorithm is a classic method for sampling from a given pdf in a real space. In its basic version, it only requires knowledge of the gradient of the log-density, also called the score function. However, in deep learning, it is…

Machine Learning · Computer Science 2025-09-22 Aapo Hyvärinen

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

Recent advances in generative artificial intelligence applications have raised new data security concerns. This paper focuses on defending diffusion models against membership inference attacks. This type of attack occurs when the attacker…

Machine Learning · Computer Science 2026-05-08 Benjamin Sterling , Yousef El-Laham , Mónica F. Bugallo

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…

Machine Learning · Computer Science 2022-06-22 Ruqi Zhang , Xingchao Liu , Qiang Liu

Inference-time control of diffusion models aims to steer model outputs to satisfy new constraints without retraining. Previous approaches have mostly relied on heuristic guidance or have been coupled with Sequential Monte Carlo (SMC) for…

Recently, the task of image generation has attracted much attention. In particular, the recent empirical successes of the Markov Chain Monte Carlo (MCMC) technique of Langevin Dynamics have prompted a number of theoretical advances; despite…

Machine Learning · Statistics 2020-06-24 Adam Block , Youssef Mroueh , Alexander Rakhlin , Jerret Ross

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

Machine Learning · Computer Science 2025-03-31 Z. Zarezadeh , N. Zarezadeh

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

The Langevin Markov chain algorithms are widely deployed methods to sample from distributions in challenging high-dimensional and non-convex statistics and machine learning applications. Despite this, current bounds for the Langevin…

Data Structures and Algorithms · Computer Science 2019-04-10 Oren Mangoubi , Nisheeth K. Vishnoi

The Langevin sampling method relies on an accurate score matching while the existing massive multiple-input multiple output (MIMO) Langevin detection involves an inevitable singular value decomposition (SVD) to calculate the posterior…

Signal Processing · Electrical Eng. & Systems 2024-04-23 Lanxin He , Zheng Wang , Yongming Huang

Bayesian inference allows to obtain useful information on the parameters of models, either in computational statistics or more recently in the context of Bayesian Neural Networks. The computational cost of usual Monte Carlo methods for…

Machine Learning · Statistics 2023-03-03 Inass Sekkat , Gabriel Stoltz

Diffusion models are often introduced from multiple perspectives, such as VAEs, score matching, or flow matching, accompanied by dense and technically demanding mathematics that can be difficult for beginners to grasp. One classic question…

Machine Learning · Computer Science 2026-04-14 Candi Zheng , Yuan Lan

The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jump processes have gained…

Numerical Analysis · Mathematics 2025-05-27 Nicolaï Gouraud , Lucas Journel , Pierre Monmarché

Diffusion models generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…

Machine Learning · Computer Science 2026-02-10 Constant Bourdrez , Alexandre Vérine , Olivier Cappé

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz