Multilevel and Sequential Monte Carlo for Training-Free Diffusion Guidance
We address the problem of accurate, training-free guidance for conditional generation in trained diffusion models. Existing methods typically rely on point-estimates to approximate the posterior score, often resulting in biased approximations that fail to capture multimodality inherent to the reverse process of diffusion models. We propose a sequential Monte Carlo (SMC) framework that constructs an unbiased estimator of $p_θ(y|x_t)$ by integrating over the full denoising distribution via Monte Carlo approximation. To ensure computational tractability, we incorporate variance-reduction schemes based on Multi-Level Monte Carlo (MLMC). Our approach achieves new state-of-the-art results for training-free guidance on CIFAR-10 class-conditional generation, achieving $95.6\%$ accuracy with $3\times$ lower cost-per-success than baselines. On ImageNet, our algorithm achieves $1.5\times$ cost-per-success advantage over existing methods.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
On the Parallel Complexity of Multilevel Monte Carlo in Stochastic Gradient Descent
In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational comple…
Multilevel Monte Carlo estimation of log marginal likelihood
In this short note we provide an unbiased multilevel Monte Carlo estimator of the log marginal likelihood and discuss its application to variational Bayes.
Multilevel Monte Carlo For Exponential L\'{e}vy Models
We apply multilevel Monte Carlo for option pricing problems using exponential L\'{e}vy models with a uniform timestep discretisation to monitor the running maximum required for lookback and barrier options. The numerical…
Computational EfficiencyA Multilevel Reinforcement Learning Framework for PDE-based Control
Reinforcement learning (RL) is a promising method to solve control problems. However, model-free RL algorithms are sample inefficient and require thousands if not millions of samples to learn optimal control policies. A …
reinforcement-learningReinforcement LearningReinforcement Learning (RL)Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
The estimation of repeatedly nested expectations is a challenging task that arises in many real-world systems. However, existing methods generally suffer from high computational costs when the number of nestings becomes …