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Related papers: Sampling diffusive transition paths

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Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…

Machine Learning · Computer Science 2024-10-10 Jiawei Yao , Chuming Li , Canran Xiao

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…

Machine Learning · Computer Science 2024-03-19 Yuji Hirono , Akinori Tanaka , Kenji Fukushima

We propose a fast and scalable algorithm to project a given density on a set of structured measures defined over a compact 2D domain. The measures can be discrete or supported on curves for instance. The proposed principle and algorithm are…

Numerical Analysis · Mathematics 2019-02-05 Frédéric de Gournay , Jonas Kahn , Léo Lebrat , Pierre Weiss

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

We analyze a recently proposed class of algorithms for the problem of sampling from probability distributions $\mu^\ast$ in $\mathbb{R}^d$ with a Lebesgue density of the form $\mu^\ast(x) \propto \exp(-f(Kx)-g(x))$, where $K$ is a linear…

Optimization and Control · Mathematics 2024-11-06 Martin Burger , Matthias J. Ehrhardt , Lorenz Kuger , Lukas Weigand

The past few years have witnessed the great success of Diffusion models~(DMs) in generating high-fidelity samples in generative modeling tasks. A major limitation of the DM is its notoriously slow sampling procedure which normally requires…

Machine Learning · Computer Science 2023-02-28 Qinsheng Zhang , Yongxin Chen

We introduce the use of the Zig-Zag sampler to the problem of sampling conditional diffusion processes (diffusion bridges). The Zig-Zag sampler is a rejection-free sampling scheme based on a non-reversible continuous piecewise deterministic…

Statistics Theory · Mathematics 2024-09-04 Joris Bierkens , Sebastiano Grazzi , Frank van der Meulen , Moritz Schauer

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…

Methodology · Statistics 2015-05-13 Murray Pollock

Generating samples from complex and high-dimensional distributions is ubiquitous in various scientific fields of statistical physics, Bayesian inference, scientific computing and machine learning. Very recently, Huang et al. (IEEE Trans.…

Numerical Analysis · Mathematics 2026-01-01 Xiaojie Wang , Xiaoyan Zhang

The presence of erratic or unstable paths in standard kinetic Monte Carlo simulations significantly undermines the accurate simulation and sampling of transition pathways. While typically reliable methods, such as the Gillespie algorithm,…

Statistical Mechanics · Physics 2024-12-03 Elad Korngut , Ohad Vilk , Michael Assaf

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…

Computation · Statistics 2019-06-27 HaiYing Wang , Rong Zhu , Ping Ma

Diffusion probabilistic models (DPMs) have shown remarkable performance in high-resolution image synthesis, but their sampling efficiency is still to be desired due to the typically large number of sampling steps. Recent advancements in…

Computer Vision and Pattern Recognition · Computer Science 2024-07-04 Shuchen Xue , Zhaoqiang Liu , Fei Chen , Shifeng Zhang , Tianyang Hu , Enze Xie , Zhenguo Li

We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…

Statistical Mechanics · Physics 2009-11-11 Gabriel Stoltz

The slow iterative sampling nature remains a major bottleneck for the practical deployment of diffusion and flow-based generative models. While consistency models (CMs) represent a state-of-the-art distillation-based approach for efficient…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Linwei Dong , Ruoyu Guo , Ge Bai , Zehuan Yuan , Yawei Luo , Changqing Zou

In large-data applications, such as the inference process of diffusion models, it is desirable to design sampling algorithms with a high degree of parallelization. In this work, we study the adaptive complexity of sampling, which is the…

Data Structures and Algorithms · Computer Science 2025-05-21 Huanjian Zhou , Baoxiang Wang , Masashi Sugiyama

In this paper we develop a continuous-time sequential importance sampling (CIS) algorithm which eliminates time-discretisation errors and provides online unbiased estimation for continuous time Markov processes, in particular for…

Methodology · Statistics 2017-12-19 Paul Fearnhead , Krzystof Latuszynski , Gareth O. Roberts , Giorgos Sermaidis

We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…

Computational Physics · Physics 2010-03-02 Cheng Zhang , Jianpeng Ma
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