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There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…

Computation · Statistics 2021-06-08 Zexi Song , Zhiqiang Tan

Score-based diffusion models have emerged as powerful techniques for generating samples from high-dimensional data distributions. These models involve a two-phase process: first, injecting noise to transform the data distribution into a…

Machine Learning · Computer Science 2024-10-21 Runjia Li , Qiwei Di , Quanquan Gu

We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…

Computation · Statistics 2021-01-05 Anirban Mondal , Kai Yin , Abhijit Mandal

Score-based diffusion models synthesize samples by reversing a stochastic process that diffuses data to noise, and are trained by minimizing a weighted combination of score matching losses. The log-likelihood of score-based diffusion models…

Machine Learning · Statistics 2021-10-22 Yang Song , Conor Durkan , Iain Murray , Stefano Ermon

Pseudo-marginal Metropolis-Hastings (pmMH) is a powerful method for Bayesian inference in models where the posterior distribution is analytical intractable or computationally costly to evaluate directly. It operates by introducing…

Computation · Statistics 2016-08-06 Johan Dahlin , Fredrik Lindsten , Joel Kronander , Thomas B. Schön

A new methodology is presented for the construction of control variates to reduce the variance of additive functionals of Markov Chain Monte Carlo (MCMC) samplers. Our control variates are definedthrough the minimization of the asymptotic…

Methodology · Statistics 2019-07-09 Nicolas Brosse , Alain Durmus , Sean Meyn , Eric Moulines , Anand Radhakrishnan

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

Computation · Statistics 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

Langevin diffusion processes and their discretizations are often used for sampling from a target density. The most convenient framework for assessing the quality of such a sampling scheme corresponds to smooth and strongly log-concave…

Probability · Mathematics 2018-12-27 Arnak S. Dalalyan , Lionel Riou-Durand

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

Methodology · Statistics 2026-03-10 Estevão Prado , Christopher Nemeth , Chris Sherlock

Recently, the leaky diffusion least-mean-square (DLMS) algorithm has obtained much attention because of its good performance for high input eigenvalue spread and low signal-to-noise ratio (SNR). However, the leaky DLMS algorithm may suffer…

Signal Processing · Electrical Eng. & Systems 2018-11-01 Long Shi , Haiquan Zhao

We study zero-shot conditional sampling with pretrained diffusion models for linear inverse problems, including inpainting and super-resolution. In these problems, the observation determines only part of the unknown signal. The remaining…

Machine Learning · Computer Science 2026-05-08 Ahmad Aghapour , Erhan Bayraktar , Asaf Cohen

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

Diffusion models generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…

Machine Learning · Computer Science 2026-02-10 Constant Bourdrez , Alexandre Vérine , Olivier Cappé

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

Markov Chain Monte Carlo (MCMC) is one of the most powerful methods to sample from a given probability distribution, of which the Metropolis Adjusted Langevin Algorithm (MALA) is a variant wherein the gradient of the distribution is used…

Applications · Statistics 2022-01-21 Mariya Mamajiwala , Debasish Roy , Serge Guillas

Diffusion models excel at generating images conditioned on text prompts, but the resulting images often do not satisfy user-specific criteria measured by scalar rewards such as Aesthetic Scores. This alignment typically requires…

We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…

Probability · Mathematics 2019-11-05 Wenlong Mou , Nicolas Flammarion , Martin J. Wainwright , Peter L. Bartlett

Diffusion models generate samples by denoising along the score of a perturbed target distribution. In practice, one trains a neural diffusion model, which is computationally expensive. Recent work suggests that score matching implicitly…

Machine Learning · Statistics 2026-05-15 Zhenyu Yao , Daniel Paulin

In this paper, we explore provable acceleration of diffusion models without any additional retraining. Focusing on the task of approximating a target data distribution in $\mathbb{R}^d$ to within $\varepsilon$ total-variation distance, we…

Machine Learning · Computer Science 2025-08-14 Gen Li , Yuchen Zhou , Yuting Wei , Yuxin Chen

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng
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