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Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…

Graphics · Computer Science 2025-10-14 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

High Energy Physics - Phenomenology · Physics 2023-09-06 N. T. Hunt-Smith , W. Melnitchouk , F. Ringer , N. Sato , A. W Thomas , M. J. White

Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Jannik Graebner , Ryne Beeson

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).…

Machine Learning · Statistics 2024-01-15 Xunpeng Huang , Difan Zou , Hanze Dong , Yian Ma , Tong Zhang

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

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

Divide-and-conquer MCMC is a strategy for parallelising Markov Chain Monte Carlo sampling by running independent samplers on disjoint subsets of a dataset and merging their output. An ongoing challenge in the literature is to efficiently…

Machine Learning · Statistics 2024-06-18 C. Trojan , P. Fearnhead , C. Nemeth

While diffusion-based image restoration (IR) methods have achieved remarkable success, they are still limited by the low inference speed attributed to the necessity of executing hundreds or even thousands of sampling steps. Existing…

Computer Vision and Pattern Recognition · Computer Science 2024-11-26 Zongsheng Yue , Jianyi Wang , Chen Change Loy

Diffusion models have recently emerged as a powerful approach for trajectory planning. However, their inherently non-sequential nature limits their effectiveness in long-horizon reasoning tasks at test time. The recently proposed Monte…

Artificial Intelligence · Computer Science 2025-10-27 Jaesik Yoon , Hyeonseo Cho , Yoshua Bengio , Sungjin Ahn

Multi-fingered hands are emerging as powerful platforms for performing fine manipulation tasks, including tool use. However, environmental perturbations or execution errors can impede task performance, motivating the use of recovery…

Global search and optimization of long-duration, low-thrust spacecraft trajectories with the indirect method is challenging due to a complex solution space and the difficulty of generating good initial guesses for the costate variables.…

Earth and Planetary Astrophysics · Physics 2025-10-06 Jannik Graebner , Ryne Beeson

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

Computation · Statistics 2017-06-08 Frank van der Meulen , Moritz Schauer , Harry van Zanten

Diffusion probabilistic models have generated high quality image synthesis recently. However, one pain point is the notorious inference to gradually obtain clear images with thousands of steps, which is time consuming compared to other…

Computer Vision and Pattern Recognition · Computer Science 2023-01-04 Gang Chen

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

Monte Carlo rendering algorithms often utilize correlations between pixels to improve efficiency and enhance image quality. For real-time applications in particular, repeated reservoir resampling offers a powerful framework to reuse samples…

Graphics · Computer Science 2022-11-02 Rohan Sawhney , Daqi Lin , Markus Kettunen , Benedikt Bitterli , Ravi Ramamoorthi , Chris Wyman , Matt Pharr

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Data Analysis, Statistics and Probability · Physics 2022-05-12 Marylou Gabrié , Grant M. Rotskoff , Eric Vanden-Eijnden

Discrete diffusion models have recently emerged as a powerful class of generative models for chemistry and biology data. In these fields, the goal is to generate various samples with high rewards (e.g., drug-likeness in molecules), making…

Machine Learning · Computer Science 2026-02-11 Prin Phunyaphibarn , Minhyuk Sung

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Optimal trajectory design is computationally expensive for nonlinear and high-dimensional dynamical systems. The challenge arises from the non-convex nature of the optimization problem with multiple local optima, which usually requires a…

Robotics · Computer Science 2024-10-07 Anjian Li , Zihan Ding , Adji Bousso Dieng , Ryne Beeson

We address the challenge of training diffusion models to sample from unnormalized energy distributions in the absence of data, the so-called diffusion samplers. Although these approaches have shown promise, they struggle to scale in more…

Machine Learning · Computer Science 2025-11-07 Minkyu Kim , Kiyoung Seong , Dongyeop Woo , Sungsoo Ahn , Minsu Kim
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