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Sampling, Diffusions, and Stochastic Localization

2023-05-18 · Andrea Montanari

Diffusions are a successful technique to sample from high-dimensional distributions can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a sample from the target distribution and whose drift is typically represented as a neural network. Stochastic localization is a successful technique to prove mixing of Markov Chains and other functional inequalities in high dimension. An algorithmic version of stochastic localization was introduced in [EAMS2022], to obtain an algorithm that samples from certain statistical mechanics models. This notes have three objectives: (i) Generalize the construction [EAMS2022] to other stochastic localization processes; (ii) Clarify the connection between diffusions and stochastic localization. In particular we show that standard denoising diffusions are stochastic localizations but other examples that are naturally suggested by the proposed viewpoint; (iii) Describe some insights that follow from this viewpoint.

📄 PDF Abstract BibTeX arXiv:2305.10690

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Denoising

Methods 이 논문이 사용한 방법론

Diffusion Diffusion models generate samples by gradually removing noise from a signal, and their training objective can be expressed as a reweighted variational lower-bound…

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