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The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

Machine Learning · Computer Science 2022-11-22 Yuri Kinoshita , Taiji Suzuki

This paper introduces Diffusion Policy, a new way of generating robot behavior by representing a robot's visuomotor policy as a conditional denoising diffusion process. We benchmark Diffusion Policy across 12 different tasks from 4…

Robotics · Computer Science 2024-03-15 Cheng Chi , Zhenjia Xu , Siyuan Feng , Eric Cousineau , Yilun Du , Benjamin Burchfiel , Russ Tedrake , Shuran Song

Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…

Probability · Mathematics 2014-04-04 Michela Ottobre , Natesh S. Pillai , Frank J. Pinski , Andrew M. Stuart

Zero-shot diffusion posterior sampling offers a flexible framework for inverse problems by accommodating arbitrary degradation operators at test time, but incurs high computational cost due to repeated likelihood-guided updates. In…

Machine Learning · Statistics 2026-02-10 Léon Zheng , Thomas Hirtz , Yazid Janati , Eric Moulines

In diverse microscopy modalities, sensors measure only real-valued intensities. Additionally, the sensor readouts are affected by Poissonian-distributed photon noise. Traditional restoration algorithms typically aim to minimize the mean…

Computer Vision and Pattern Recognition · Computer Science 2023-07-31 Nadav Torem , Roi Ronen , Yoav Y. Schechner , Michael Elad

Thermal decay rate over an edge-shaped barrier at high dissipation is studied numerically through the computer modeling. Two sorts of the stochastic Langevin type equations are applied: (i) the Langevin equations for the coordinate and…

Nuclear Theory · Physics 2020-01-29 Maria Chushnyakova , Igor Gontchar , Alexander Zakharov , Natalya Khmyrova

We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown

Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…

High Energy Physics - Lattice · Physics 2025-10-06 Gert Aarts , Diaa E. Habibi , Lingxiao Wang , Kai Zhou

In the replica-exchange molecular dynamics method, where constant-temperature molecular dynamics simulations are performed in each replica, one usually rescales the momentum of each particle after replica exchange. This rescaling method had…

Statistical Mechanics · Physics 2010-04-14 Yoshiharu Mori , Yuko Okamoto

Low-light image enhancement aims to improve the visibility of degraded images to better align with human visual perception. While diffusion-based methods have shown promising performance due to their strong generative capabilities. However,…

Computer Vision and Pattern Recognition · Computer Science 2025-07-25 Jinhong He , Minglong Xue , Zhipu Liu , Mingliang Zhou , Aoxiang Ning , Palaiahnakote Shivakumara

We propose a Langevin diffusion-based algorithm for non-convex optimization and sampling on a product manifold of spheres. Under a logarithmic Sobolev inequality, we establish a guarantee for finite iteration convergence to the Gibbs…

Machine Learning · Statistics 2023-06-21 Mufan Bill Li , Murat A. Erdogdu

The Metropolis-adjusted Langevin (MALA) algorithm is a sampling algorithm which makes local moves by incorporating information about the gradient of the logarithm of the target density. In this paper we study the efficiency of MALA on a…

Probability · Mathematics 2012-11-29 Natesh S. Pillai , Andrew M. Stuart , Alexandre H. Thiéry

Denoising Diffusion Probabilistic Models have shown extraordinary ability on various generative tasks. However, their slow inference speed renders them impractical in speech synthesis. This paper proposes a linear diffusion model (LinDiff)…

Sound · Computer Science 2023-06-13 Haogeng Liu , Tao Wang , Jie Cao , Ran He , Jianhua Tao

The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…

High Energy Physics - Lattice · Physics 2017-01-04 Keitaro Nagata , Jun Nishimura , Shinji Shimasaki

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

Machine Learning · Statistics 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

We present a framework leveraging a novel variant of the model-based diffusion algorithm to minimize the time required for a redundant dual-arm robot configuration to follow a desired relative Cartesian path. Our prior work proposed a…

Robotics · Computer Science 2026-04-21 Jushan Chen , Jonathan Fried , Santiago Paternain

We propose an algorithm for the efficient and robust sampling of the posterior probability distribution in Bayesian inference problems. The algorithm combines the local search capabilities of the Manifold Metropolis Adjusted Langevin…

We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on…

Machine Learning · Computer Science 2020-10-13 Yang Song , Stefano Ermon