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While gradient-based discrete samplers are effective in sampling from complex distributions, they are susceptible to getting trapped in local minima, particularly in high-dimensional, multimodal discrete distributions, owing to the…

Machine Learning · Statistics 2025-05-21 Luxu Liang , Yuhang Jia , Feng Zhou

Replica exchange stochastic gradient Langevin dynamics (reSGLD) is an effective sampler for non-convex learning in large-scale datasets. However, the simulation may encounter stagnation issues when the high-temperature chain delves too…

Machine Learning · Computer Science 2024-06-04 Haoyang Zheng , Hengrong Du , Qi Feng , Wei Deng , Guang Lin

We study posterior sampling for inverse problems in discrete state spaces using discrete diffusion models as generative priors. While continuous diffusion models have become widely used for inverse problems, their discrete counterparts…

Machine Learning · Computer Science 2026-05-12 Chaitanya Amballa , Sattwik Basu , Jorge Vančo Sampedro , Romit Roy Choudhury

Gradient descent (GD) is known to converge quickly for convex objective functions, but it can be trapped at local minima. On the other hand, Langevin dynamics (LD) can explore the state space and find global minima, but in order to give…

Optimization and Control · Mathematics 2021-06-17 Jing Dong , Xin T. Tong

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

Langevin diffusion is a powerful method for nonconvex optimization, which enables the escape from local minima by injecting noise into the gradient. In particular, the temperature parameter controlling the noise level gives rise to a…

Machine Learning · Statistics 2020-07-07 Yi Chen , Jinglin Chen , Jing Dong , Jian Peng , Zhaoran Wang

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…

Numerical Analysis · Mathematics 2023-01-06 Guanxun Li , Guang Lin , Zecheng Zhang , Quan Zhou

Langevin diffusion (LD) is one of the main workhorses for sampling problems. However, its convergence rate can be significantly reduced if the target distribution is a mixture of multiple densities, especially when each component…

Probability · Mathematics 2020-07-14 Jing Dong , Xin T. Tong

Diffusion models have emerged as an expressive family of generative models rivaling GANs in sample quality and autoregressive models in likelihood scores. Standard diffusion models typically require hundreds of forward passes through the…

Machine Learning · Computer Science 2022-02-14 Daniel Watson , William Chan , Jonathan Ho , Mohammad Norouzi

We show that the sum of the implicit generator log-density $\log p_g$ of a GAN with the logit score of the discriminator defines an energy function which yields the true data density when the generator is imperfect but the discriminator is…

Machine Learning · Computer Science 2021-07-08 Tong Che , Ruixiang Zhang , Jascha Sohl-Dickstein , Hugo Larochelle , Liam Paull , Yuan Cao , Yoshua Bengio

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

Probability · Mathematics 2017-12-06 A. B. Duncan , N. Nuesken , G. A. Pavliotis

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…

Machine Learning · Computer Science 2025-04-15 Zhi Qi , Shihong Yuan , Yulin Yuan , Linling Kuang , Yoshiyuki Kabashima , Xiangming Meng

Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of…

Machine Learning · Computer Science 2025-09-03 Ezra Erives , Bowen Jing , Peter Holderrieth , Tommi Jaakkola

Computing the loss gradient via backpropagation consumes considerable energy during deep learning (DL) model training. In this paper, we propose a novel approach to efficiently compute DL models' gradients to mitigate the substantial energy…

Computer Vision and Pattern Recognition · Computer Science 2024-06-12 Challapalli Phanindra Revanth , Sumohana S. Channappayya , C Krishna Mohan

We examine challenges to sampling from Boltzmann distributions associated with multiscale energy landscapes. The multiscale features, or "roughness," corresponds to highly oscillatory, but bounded, perturbations of a smooth landscape.…

Numerical Analysis · Mathematics 2020-07-02 Petr Plecháč , Gideon Simpson

Posterior sampling in high-dimensional spaces using generative models holds significant promise for various applications, including but not limited to inverse problems and guided generation tasks. Despite many recent developments,…

Machine Learning · Statistics 2024-10-04 Vishal Purohit , Matthew Repasky , Jianfeng Lu , Qiang Qiu , Yao Xie , Xiuyuan Cheng

Discrete diffusion models (DDMs) have shown powerful generation ability for discrete data modalities like text and molecules. However, their practical application is hindered by inefficient sampling, requiring a large number of sampling…

Machine Learning · Computer Science 2025-09-25 Feiyang Fu , Tongxian Guo , Zhaoqiang Liu
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