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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,291 papers · 148 categories

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25507499 · May 202619922001200920182026
48 results for trajectory sampler

Robots learn movement libraries by segmenting complex trajectories.

problem Segmenting complex robot movement demonstrations for library building.
method Model trajectories as Switching Linear Dynamical Systems and infer segmentation using a nonparametric Bayesian approach.
result Robots can learn movement libraries more effectively by segmenting demonstrations.

DGFS improves sampling from complex densities by optimizing partial trajectories.

problem Sampling from intractable high-dimensional density functions.
method DGFS uses a flow function to break down the training process into short partial trajectory segments, leveraging intermediate learning signals.
result DGFS achieves more accurate estimates of the normalization constant.

This work trains GFlowNets using information geometry, improving inference efficiency.

problem Efficient inference over discrete and mixed objects with GFlowNets.
method Formulates forward-policy training through the Fisher-Rao metric of trajectory families.
result Derives exact decomposition of trajectory Fisher and identifies computational regimes.

This paper analyzes MaskGIT sampler and introduces a moment sampler for faster masked diffusion sampling.

problem Efficiently sampling from masked diffusion models.
method Theoretical analysis of MaskGIT sampler, introduction of moment sampler, and two innovations for improving choose-then-sample efficiency.
result The moment sampler is an asymptotically equivalent, more interpretable alternative to MaskGIT.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

New analysis shows FM learns underlying dynamical structure, not just trajectory replay.

problem Understanding whether flow matching models learn transferable dynamical structure or merely replay trajectories.
method Derived velocity field implied by FM objective, characterized as a continuous-time dynamical system.
result FM models can be seen as parametric surrogates of nonparametric solutions, providing strong probabilistic forecasts.

LSD distills high-quality samplers for DDMs with fewer steps.

problem Inefficient sampling in DDMs leads to low quality and high computational cost.
method LSD employs a distillation approach to train fast samplers with learnable coefficients and time schedules.
result LSD+ achieves higher sampling quality with fewer steps compared to existing samplers.

New method trains neural samplers to sample from multi-modal distributions efficiently.

problem Mode-seeking behavior of reverse KL divergence hinders effective sampling from multi-modal target distributions.
method Minimizing reverse diffusive KL divergence along diffusion trajectories of model and target densities.
result Demonstrated enhanced sampling performance across various multi-modal distributions.

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a doubly stochastic Poisson process using the thinning method, and allows efficient sa…

2016-09-03abs ↗pdf ↗

A new first-order sampler improves diffusion probabilistic model sampling quality.

problem The belief that first-order methods are inherently slower for diffusion probabilistic model sampling.
method A novel training-free, first-order sampler that approximates the forward-value evaluation via a one-step lookahead predictor.
result The proposed sampler provably approximates the ideal forward-value trajectory while retaining first-order convergence and can improve sample quality under the same NFE budget.

LFIS uses a time-dependent velocity field to sample from complex distributions.

problem Sampling from unnormalized density functions.
method LFIS learns a time-dependent velocity field to transport samples from a simple initial distribution to a complex target distribution.
result LFIS achieves state-of-the-art performance on various benchmark problems.

This work improves the Euler method for masked diffusion models, providing tighter convergence guarantees.

problem Improving the convergence rates of masked diffusion models.
method Developed a direct total-variation (TV) based analysis for the Euler method, relaxing assumptions and improving parameter dependencies.
result Established convergence guarantees for the Euler sampler without requiring surrogate initialization, and provided a tight lower bound.

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…

2015-05-03abs ↗pdf ↗

Diffusion models simulate molecular dynamics with adjustable accuracy.

problem Simulating molecular dynamics with high accuracy and efficiency.
method Diffusion models as Euler-Maruyama integrators for Langevin dynamics, learning forces from static snapshots.
result Diffusion models generate molecular trajectories with temporal correlations similar to MD simulations.

Unified framework improves diffusion model rewards without full trajectories.

problem Limited theoretical understanding of guided diffusion samplers.
method Developed a unified algorithmic and theoretical framework for diffusion guidance and reward-guided diffusion.
result Framework shows CFG decreases expected reciprocal of classifier probability.

Bayesian method synthesizes barrier certificates for unknown systems with latent states.

problem Certifying safety in systems with unknown dynamics and latent states.
method Bayesian inference with Metropolis-Hastings sampler and sum-of-squares program.
result Probabilistic validity of barrier certificates for unknown systems.

Boosted GFlowNets improve exploration by sequentially training GFlowNets with residual rewards.

problem GFlowNets struggle to evenly explore reward landscapes, leading to poor coverage of high-reward areas.
method Sequential training of an ensemble of GFlowNets, each optimizing a residual reward.
result Boosted GFlowNets achieve better exploration and sample diversity on multimodal benchmarks and peptide design tasks.

Two algorithms learn Gaussian graphical models from Glauber dynamics trajectories.

problem Learning Gaussian graphical models from dependent data.
method Two complementary approaches: local edge-testing and burn-in/thinning reduction.
result Both approaches provide finite-sample recovery guarantees and empirical comparisons.

New method trains GFlowNets from partial episodes to improve convergence and stability.

problem Improving convergence and stability of GFlowNets training.
method Introducing SubTB(λλ) for GFlowNet training from partial action subsequences.
result SubTB(λλ) accelerates GFlowNet convergence and enables training in longer action sequences.

FM4PDE learns PDE solutions from sparse data.

problem Reconstructing PDE solutions from limited observations.
method Flow-matching generative framework that learns PDE coefficients and solutions.
result Error guarantees for guided procedures, including deterministic and stochastic samplers.

Improved Swendsen-Wang sampler speeds up learning attractive GMs.

problem Slow mixing in Gibbs sampler for attractive binary pairwise GMs.
method Introduced and analyzed Swendsen-Wang dynamics for stochastic partitioned graphs.
result Swendsen-Wang dynamics achieve O(log n) mixing time for attractive binary pairwise GMs.

Corrected samplers reduce discretization error in discrete flow models without additional computational cost.

problem Discretization error in samplers for discrete flow models.
method Established non-asymptotic error bounds for samplers, proposed time-corrected and location-corrected samplers.
result Location-corrected sampler has lower complexity and better generation quality.

VT-DIS improves sampling from Boltzmann distributions with minimal overhead.

problem Bias in Monte Carlo estimates from score-based diffusion models.
method Variance-Tuned Diffusion Importance Sampling (VT-DIS) adapts noise covariance to correct bias.
result VT-DIS achieves effective sample sizes of 80%, 35%, and 3.5% on benchmarks, using less computational budget.

New study shows Gaussian samplers struggle with heavy-tailed targets, while stable samplers excel.

problem The difficulty of sampling from heavy-tailed distributions using Gaussian versus stable oracles.
method Comparison of Gaussian and stable oracles for proximal samplers.
result Gaussian samplers have a fundamental barrier for high-accuracy guarantees in heavy-tailed sampling, while stable samplers excel.

SRO optimizes decisions against worst-case sampler induced by generative models.

problem Operational uncertainty shifts from explicit probability law to sampler induced by learned generators.
method SRO optimizes decisions against the worst-case sampler induced by perturbing the learned generator.
result Empirical worst-case objective provides high-probability upper certificate for true population objective.

New model reconstructs cell differentiation paths from single-cell RNA data.

problem Reconstructing dynamic biological phenomena from noisy, heterogeneous, and sparse single-cell RNA-seq data.
method Developed a generative model using Dirichlet diffusion tree and Markov chain Monte Carlo sampler.
result Recovered latent trajectories from simulated single-cell transcriptomes.

Discrete diffusion samplers improve sampling from unnormalised densities.

problem Sampling from discrete unnormalised densities efficiently.
method Introduce off-policy training techniques and data-to-energy Schrödinger bridge training for discrete diffusion samplers.
result Improved performance on synthetic and new benchmarks.

New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.

problem Numerical stability issues in diffusion sampling despite small forward-marginal error.
method Constructing a smooth score field with arbitrarily small forward-marginal L2L^2 error, showing nonexplosive behavior and moments of every order.
result Euler--Maruyama discretizations can converge in probability even when moments diverge, demonstrating failure of weak convergence.

Adaptive sampling improves graph diffusion models by maintaining uniform information speed.

problem Standard diffusion models overlook non-homogeneous dynamics on complex manifolds.
method Information-geometric framework using Fisher-Rao metric and Drift Variation Score (DVS).
result DVS solver ensures uniform rate of distributional change, improving structural fidelity and efficiency.

Two neural samplers improve high-quality sample generation from un-normalized densities.

problem Generating high-quality samples from un-normalized probability densities.
method Developed two neural samplers using deep neural networks to transform a reference distribution to a target distribution. Training schemes minimize Stein discrepancy variations.
result The proposed samplers generate samples instantaneously and perform better than traditional methods.

PTSD improves neural samplers by combining diffusion models and PT, enhancing efficiency.

problem Efficiency and correlation issues in neural samplers compared to PT.
method Sequential training of diffusion models across temperatures, combining high-temperature models for approximate lower-temperature samples.
result Significantly improved target evaluation efficiency, outperforming diffusion-based samplers.