Related papers: Zeroth-Order Sampling Methods for Non-Log-Concave …

We propose a simulated annealing algorithm (called SNICA for "stochastic non-negative independent component analysis") for blind decomposition of linear mixtures of non-negative sources with non-negative coefficients. The de-mixing is based…

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex body. We prove that, starting from a warm start, the walk mixes to a log-concave target…

A prominent family of methods for learning data distributions relies on density ratio estimation (DRE), where a model is trained to $\textit{classify}$ between data samples and samples from some reference distribution. DRE-based models can…

Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…

We present algorithms for diffusion model sampling which obtain $\delta$-error in $\mathrm{polylog}(1/\delta)$ steps, given access to $\widetilde O(\delta)$-accurate score estimates in $L^2$. This is an exponential improvement over all…

Detecting out-of-distribution (OOD) inputs is pivotal for deploying safe vision systems in open-world environments. We revisit diffusion models, not as generators, but as universal perceptual templates for OOD detection. This research…

For the task of sampling from a density $\pi \propto \exp(-V)$ on $\mathbb{R}^d$, where $V$ is possibly non-convex but $L$-gradient Lipschitz, we prove that averaged Langevin Monte Carlo outputs a sample with $\varepsilon$-relative Fisher…

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

Understanding causal dependencies in observational data is critical for informing decision-making. These relationships are often modeled as Bayesian Networks (BNs) and Directed Acyclic Graphs (DAGs). Existing methods, such as NOTEARS and…

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…

Sampling from high-dimensional probability distributions is fundamental in machine learning and statistics. As datasets grow larger, computational efficiency becomes increasingly important, particularly in reducing adaptive complexity,…

Diffusion models have achieved remarkable success in generating high-resolution, realistic images across diverse natural distributions. However, their performance heavily relies on high-quality training data, making it challenging to learn…

This work presents self-rewarding sequential Monte Carlo (SMC), an inference-time scaling algorithm enabling effective sampling of masked diffusion language models (MDLMs). Our algorithm stems from the observation that most existing MDLMs…

Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal.…

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

Diffusion models learn to denoise data and the trained denoiser is then used to generate new samples from the data distribution. In this paper, we revisit the diffusion sampling process and identify a fundamental cause of sample quality…