Related papers: Sampling Multimodal Distributions with the Vanilla…
A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…
Many methods that build powerful variational distributions based on unadjusted Langevin transitions exist. Most of these were developed using a wide range of different approaches and techniques. Unfortunately, the lack of a unified analysis…
We consider the problem of sampling a multimodal distribution with a Markov chain given a small number of samples from the stationary measure. Although mixing can be arbitrarily slow, we show that if the Markov chain has a $k$th order…
Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…
We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…
Score-based diffusion generative models have recently emerged as a powerful tool for modelling complex data distributions. These models aim at learning the score function, which defines a map from a known probability distribution to the…
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…
A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…
Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for…
We consider the robustness of score-based generative modeling to errors in the estimate of the score function. In particular, we show that Langevin dynamics is not robust to the L^2 errors (more generally L^p errors) in the estimate of the…
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…
Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…
This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…
We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…
Score matching is an approach to learning probability distributions parametrized up to a constant of proportionality (e.g. Energy-Based Models). The idea is to fit the score of the distribution, rather than the likelihood, thus avoiding the…
Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities. It depends on availability of (approximate) Stein score functions for various levels of…
This paper proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…
Given a noisy linear measurement $y = Ax + \xi$ of a distribution $p(x)$, and a good approximation to the prior $p(x)$, when can we sample from the posterior $p(x \mid y)$? Posterior sampling provides an accurate and fair framework for…
We provide theoretical convergence guarantees for score-based generative models (SGMs) such as denoising diffusion probabilistic models (DDPMs), which constitute the backbone of large-scale real-world generative models such as DALL$\cdot$E…
We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on…