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Langevin dynamics sampling suffers from extremely low generation speed, fundamentally limited by numerous fine-grained iterations to converge to the target distribution. We introduce PID-controlled Langevin Dynamics (PIDLD), a novel…

Machine Learning · Computer Science 2025-11-18 Hongyi Chen , Jianhai Shu , Jingtao Ding , Yong Li , Xiao-Ping Zhang

Bayesian neural networks (BNNs) require scalable sampling algorithms to approximate posterior distributions over parameters. Existing stochastic gradient Markov Chain Monte Carlo (SGMCMC) methods are highly sensitive to the choice of…

Machine Learning · Computer Science 2026-04-10 Rajit Rajpal , Benedict Leimkuhler , Yuanhao Jiang

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

Stochastic Gradient Langevin Dynamics infuses isotropic gradient noise to SGD to help navigate pathological curvature in the loss landscape for deep networks. Isotropic nature of the noise leads to poor scaling, and adaptive methods based…

Machine Learning · Computer Science 2019-06-13 Chandrasekaran Anirudh Bhardwaj

Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…

Machine Learning · Statistics 2015-12-25 Chunyuan Li , Changyou Chen , David Carlson , Lawrence Carin

Score-based generative models have demonstrated significant practical success in data-generating tasks. The models establish a diffusion process that perturbs the ground truth data to Gaussian noise and then learn the reverse process to…

Machine Learning · Computer Science 2024-05-24 Ziqing Wen , Xiaoge Deng , Ping Luo , Tao Sun , Dongsheng Li

Bayesian methods of sampling from a posterior distribution are becoming increasingly popular due to their ability to precisely display the uncertainty of a model fit. Classical methods based on iterative random sampling and posterior…

Machine Learning · Statistics 2022-11-04 Jacopo Guidolin , Vyacheslav Kungurtsev , Ondřej Kuželka

Deep generative models have emerged as a powerful class of priors for signals in various inverse problems such as compressed sensing, phase retrieval and super-resolution. Here, we assume an unknown signal to lie in the range of some…

Machine Learning · Statistics 2021-02-26 Thanh V. Nguyen , Gauri Jagatap , Chinmay Hegde

We propose a unified framework for adaptive connection sampling in graph neural networks (GNNs) that generalizes existing stochastic regularization methods for training GNNs. The proposed framework not only alleviates over-smoothing and…

This paper introduces an alternative approach to sampling from autoregressive models. Autoregressive models are typically sampled sequentially, according to the transition dynamics defined by the model. Instead, we propose a sampling…

Machine Learning · Computer Science 2021-12-20 Vivek Jayaram , John Thickstun

Stochastic gradient Langevin dynamics (SGLD) is a computationally efficient sampler for Bayesian posterior inference given a large scale dataset. Although SGLD is designed for unbounded random variables, many practical models incorporate…

Machine Learning · Statistics 2019-06-21 Soma Yokoi , Takuma Otsuka , Issei Sato

Sampling from a target distribution induced by training data is central to Bayesian learning, with Stochastic Gradient Langevin Dynamics (SGLD) serving as a key tool for scalable posterior sampling and decentralized variants enabling…

Optimization and Control · Mathematics 2025-11-18 Waheed U. Bajwa , Mert Gurbuzbalaban , Mustafa Ali Kutbay , Lingjiong Zhu , Muhammad Zulqarnain

We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

Machine Learning · Statistics 2022-05-24 Wei Deng , Guang Lin , Faming Liang

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…

Numerical Analysis · Mathematics 2026-04-07 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang , Cheng Yuan , Pingwen Zhang

Stochastic-gradient sampling methods are often used to perform Bayesian inference on neural networks. It has been observed that the methods in which notions of differential geometry are included tend to have better performances, with the…

Machine Learning · Computer Science 2024-04-02 Hanlin Yu , Marcelo Hartmann , Bernardo Williams , Arto Klami

Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…

Machine Learning · Statistics 2024-05-28 Xunpeng Huang , Difan Zou , Yi-An Ma , Hanze Dong , Tong Zhang

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

Machine Learning · Statistics 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…

Machine Learning · Computer Science 2023-01-31 Junlong Lyu , Zhitang Chen , Wenlong Lyu , Jianye Hao

Remote sensing image fusion technology (pan-sharpening) is an important means to improve the information capacity of remote sensing images. Inspired by the efficient arameter space posteriori sampling of Bayesian neural networks, in this…

Computer Vision and Pattern Recognition · Computer Science 2020-09-22 Junfu Chen , Yue Pan , Yang Chen
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