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We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it.…

Machine Learning · Computer Science 2024-05-14 Tianrong Chen , Jiatao Gu , Laurent Dinh , Evangelos A. Theodorou , Joshua Susskind , Shuangfei Zhai

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

Monte Carlo integration is a powerful tool for scientific and statistical computation, but faces significant challenges when the integrand is a multi-modal distribution, even when the mode locations are known. This work introduces novel…

Methodology · Statistics 2025-03-11 Fei Ding , Shiyuan He , David E. Jones , Xiao-Li Meng

Score-based diffusion modeling is a generative machine learning algorithm that can be used to sample from complex distributions. They achieve this by learning a score function, i.e., the gradient of the log-probability density of the data,…

Machine Learning · Computer Science 2025-12-17 Dibyajyoti Chakraborty , Haiwen Guan , Jason Stock , Troy Arcomano , Guido Cervone , Romit Maulik

Much effort has been put into developing samplers with specific properties, such as producing blue noise, low-discrepancy, lattice or Poisson disk samples. These samplers can be slow if they rely on optimization processes, may rely on a…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Machine Learning · Statistics 2016-10-19 Wenbo Hu , Jun Zhu , Bo Zhang

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.…

Machine Learning · Computer Science 2023-08-21 Francisco Vargas , Will Grathwohl , Arnaud Doucet

Many segmentation tasks, such as medical image segmentation or future state prediction, are inherently ambiguous, meaning that multiple predictions are equally correct. Current methods typically rely on generative models to capture this…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Sebastian Gerard , Josephine Sullivan

Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman

Diffusion models are increasingly used as powerful conditional generators, yet real deployments often involve multiple target distributions arising from different tasks, e.g., diverse prompt domains in text-to-image generation, or multiple…

Machine Learning · Computer Science 2026-05-26 Ziheng Cheng , Yixiao Huang , Hanlin Zhu , Haoran Geng , Somayeh Sojoudi , Jitendra Malik , Pieter Abbeel , Xin Guo

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…

Machine Learning · Computer Science 2022-09-01 Xingchao Liu , Lemeng Wu , Mao Ye , Qiang Liu

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Generating samples from a probability distribution is a fundamental task in machine learning and statistics. This article proposes a novel scheme for sampling from a distribution for which the probability density $\mu({\bf x})$ for ${\bf…

Computation · Statistics 2024-05-22 Hanwen Huang

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

Machine Learning · Computer Science 2024-10-14 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Strong generative models can accurately learn channel distributions. This could save recurring costs for physical measurements of the channel. Moreover, the resulting differentiable channel model supports training neural encoders by…

Information Theory · Computer Science 2024-06-12 Muah Kim , Rick Fritschek , Rafael F. Schaefer