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Flow Matching Transport for Quasi-Monte Carlo Integration

Numerical Analysis 2026-01-06 v1 Numerical Analysis

Abstract

High-dimensional integration with respect to complex target measures remains a fundamental challenge in computational science. While Flow Matching (FM) offers a powerful paradigm for constructing continuous-time transport maps, its deployment in high-precision integration is severely limited by the discretization bias inherent to numerical ODE solvers and the lack of rigorous convergence guarantees when coupled with Quasi-Monte Carlo (QMC) methods. This paper addresses these critical gaps by proposing Flow Matching Importance Sampling Quasi-Monte Carlo (FM-ISQMC), a framework designed to transform biased generative flows into unbiased, high-order integration schemes. Methodologically, we construct a transport map by composing a logistic base transformation with an Euler-discretized neural ODE field and employ importance sampling to correct for residual transport errors. Our central contribution is twofold. First, we establish a general convergence analysis for QMC importance sampling with arbitrary transport maps, identifying sufficient growth conditions for the O(N1+ε)\mathcal{O}(N^{-1+\varepsilon}) root-mean-square error rate. Second, we rigorously prove that the specific transport architecture of Flow Matching satisfies these conditions. Consequently, we establish a O(N1+ε)\mathcal{O}(N^{-1+\varepsilon}) root-mean-square error for the unbiased FM-ISQMC estimator, extending classical QMC theory to the realm of generative models. Numerical experiments validate that FM-ISQMC consistently breaks through the error floor observed in direct transport methods, delivering superior precision. This work thus bridges the divide between deep generative modeling and numerical integration.

Keywords

Cite

@article{arxiv.2601.01072,
  title  = {Flow Matching Transport for Quasi-Monte Carlo Integration},
  author = {Zhijun Zeng and Jianlong Chen},
  journal= {arXiv preprint arXiv:2601.01072},
  year   = {2026}
}
R2 v1 2026-07-01T08:49:09.349Z