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Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based…

Diffusion models have quickly become some of the most popular and powerful generative models for high-dimensional data. The key insight that enabled their development was the realization that access to the score -- the gradient of the…

Score-based diffusion models have become a foundational paradigm for modern generative modeling, demonstrating exceptional capability in generating samples from complex high-dimensional distributions. Despite the dominant adoption of…

iffusion-based generative models increasingly rely on inference-time guidance, adding a drift term or reweighting mixture of experts, to improve sample quality on task-specific objectives. However, most existing techniques require repeated…

In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…

We study robust high-dimensional sparse regression under finite-variance heavy-tailed noise, epsilon-contamination, and alpha-mixing dependence via two subsampling estimators: Adaptive Importance Sampling (AIS) and Stratified Sub-sampling…

Score Distillation Sampling (SDS) and its variants have been widely used for text-to-3D generation by distilling 2D image diffusion priors. However, the standard SDS objective is prone to severe mode collapse, frequently yielding…

While 2D diffusion models generate realistic, high-detail images, 3D shape generation methods like Score Distillation Sampling (SDS) built on these 2D diffusion models produce cartoon-like, over-smoothed shapes. To help explain this…

Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…

More than twenty years after its introduction, Annealed Importance Sampling (AIS) remains one of the most effective methods for marginal likelihood estimation. It relies on a sequence of distributions interpolating between a tractable…

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

Importance sampling is widely used to improve the efficiency of deep neural network (DNN) training by reducing the variance of gradient estimators. However, efficiently assessing the variance reduction relative to uniform sampling remains…

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

This paper deals with the Monte-Carlo methods for evaluating expectations of functionals of solutions to McKean-Vlasov Stochastic Differential Equations (MV-SDE) with drifts of super-linear growth. We assume that the MV-SDE is approximated…

To sample from a general target distribution $p_*\propto e^{-f_*}$ beyond the isoperimetric condition, Huang et al. (2023) proposed to perform sampling through reverse diffusion, giving rise to Diffusion-based Monte Carlo (DMC).…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Differentiable annealed importance sampling (DAIS), proposed by Geffner & Domke (2021) and Zhang et al. (2021), allows optimizing over the initial distribution of AIS. In this paper, we show that, in the limit of many transitions, DAIS…

Recently, Zhang et al. have proposed the Diffusion Exponential Integrator Sampler (DEIS) for fast generation of samples from Diffusion Models. It leverages the semi-linear nature of the probability flow ordinary differential equation (ODE)…

We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too inaccurate while existing Monte Carlo methods can be too slow.…