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- W4383472776 abstract "The efficacy of modern generative models is commonly contingent upon the precision of score estimation along the diffusion path, with a focus on diffusion models and their ability to generate high-quality data samples. This study delves into the application of reverse diffusion to Monte Carlo sampling. It is shown that score estimation can be transformed into a mean estimation problem via the decomposition of the transition kernel. By estimating the mean of the posterior distribution, we derive a novel Monte Carlo sampling algorithm from the reverse diffusion process, which is distinct from traditional Markov Chain Monte Carlo (MCMC) methods. We calculate the error requirements and sample size for the posterior distribution, and use the result to derive an algorithm that can approximate the target distribution to any desired accuracy. Additionally, by estimating the log-Sobolev constant of the posterior distribution, we show under suitable conditions the problem of sampling from the posterior can be easier than direct sampling from the target distribution using traditional MCMC techniques. For Gaussian mixture models, we demonstrate that the new algorithm achieves significant improvement over the traditional Langevin-style MCMC sampling methods both theoretically and practically. Our algorithm offers a new perspective and solution beyond classical MCMC algorithms for challenging complex distributions." @default.
- W4383472776 created "2023-07-07" @default.
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- W4383472776 date "2023-07-05" @default.
- W4383472776 modified "2023-10-14" @default.
- W4383472776 title "Reverse Diffusion Monte Carlo" @default.
- W4383472776 doi "https://doi.org/10.48550/arxiv.2307.02037" @default.
- W4383472776 hasPublicationYear "2023" @default.
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