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Scalable sampling of molecular states in thermodynamic equilibrium is a long-standing challenge in statistical physics. Boltzmann generators tackle this problem by pairing normalizing flows with importance sampling to obtain uncorrelated…

Machine Learning · Computer Science 2026-01-21 Charlie B. Tan , Avishek Joey Bose , Chen Lin , Leon Klein , Michael M. Bronstein , Alexander Tong

High-dimensional and complex discrete distributions often exhibit multimodal behavior due to inherent discontinuities, posing significant challenges for sampling. Gradient-based discrete samplers, while effective, frequently become trapped…

Machine Learning · Computer Science 2026-04-14 Pinaki Mohanty , Ruqi Zhang

Imitation learning with diffusion models has advanced robotic control by capturing the multi-modal action distributions. However, existing methods typically treat observations only as high-level conditions to the denoising network, rather…

Artificial Intelligence · Computer Science 2026-02-05 Zhaoyang Liu , Mokai Pan , Zhongyi Wang , Kaizhen Zhu , Haotao Lu , Haipeng Zhang , Jingya Wang , Ye Shi

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a…

Computation · Statistics 2017-06-15 Ari Pakman , Dar Gilboa , David Carlson , Liam Paninski

We propose a new framework for efficiently sampling from complex probability distributions using a combination of normalizing flows and elliptical slice sampling (Murray et al., 2010). The central idea is to learn a diffeomorphism, through…

Methodology · Statistics 2023-03-28 Alberto Cabezas , Christopher Nemeth

We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…

Computational Finance · Quantitative Finance 2009-10-28 Roman N. Makarov , Devin Glew

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

Diffusion models provide a powerful way to incorporate complex prior information for solving inverse problems. However, existing methods struggle to correctly incorporate guidance from conflicting signals in the prior and measurement, and…

Machine Learning · Computer Science 2025-10-07 Shaorong Zhang , Rob Brekelmans , Yunshu Wu , Greg Ver Steeg

Metasurface inverse design is challenged by the intricate relationship between structural parameters and electromagnetic responses, as well as the high dimensionality of the optimization space. Local models, while commonly employed, quickly…

Understanding transition pathways between two meta-stable states of a molecular system is crucial to advance drug discovery and material design. However, unbiased molecular dynamics (MD) simulations are computationally infeasible because of…

Machine Learning · Computer Science 2025-01-28 Kiyoung Seong , Seonghyun Park , Seonghwan Kim , Woo Youn Kim , Sungsoo Ahn

Diffusion bridge models and stochastic interpolants enable high-quality image-to-image (I2I) translation by creating paths between distributions in pixel space. However, the proliferation of techniques based on incompatible mathematical…

Machine Learning · Computer Science 2025-07-04 Shaorong Zhang , Yuanbin Cheng , Greg Ver Steeg

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

Flow and bridge matching are a novel class of processes which encompass diffusion models. One of the main aspect of their increased flexibility is that these models can interpolate between arbitrary data distributions i.e. they generalize…

Machine Learning · Computer Science 2023-11-14 Valentin De Bortoli , Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou , Weilie Nie

Sampling from unnormalized target distributions is a fundamental yet challenging task in machine learning and statistics. Existing sampling algorithms typically require many iterative steps to produce high-quality samples, leading to high…

Machine Learning · Computer Science 2025-02-17 Pascal Jutras-Dubé , Patrick Pynadath , Ruqi Zhang

Modality translation is inherently under-constrained, as multiple cross-modal mappings may yield the same marginals. Recent work has shown that diffusion bridges are effective for this task. However, most existing approaches rely on fully…

Machine Learning · Computer Science 2026-05-13 Eitan Kosman , Gabriele Serussi , Chaim Baskin

We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…

Statistics Theory · Mathematics 2014-06-02 Mogens Bladt , Samuel Finch , Michael Sørensen

Diffusion models have emerged as powerful tools for generative tasks, producing high-quality outputs across diverse domains. However, how the generated data responds to the initial noise perturbation in diffusion models remains…

Machine Learning · Computer Science 2025-02-10 Bowen Song , Zecheng Zhang , Zhaoxu Luo , Jason Hu , Wei Yuan , Jing Jia , Zhengxu Tang , Guanyang Wang , Liyue Shen

The diffusion phenomenon has a remarkable impact on Online Social Networks (OSNs). Gathering diffusion data over these large networks encounters many challenges which can be alleviated by adopting a suitable sampling approach. The…

Social and Information Networks · Computer Science 2014-05-29 Motahareh Eslami Mehdiabadi , Hamid R. Rabiee , Mostafa Salehi

The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…

Machine Learning · Computer Science 2023-11-27 Ella Tamir , Martin Trapp , Arno Solin

Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…