One-Step Sampler for Boltzmann Distributions via Drifting

Sampling from unnormalized distributions over large discrete state spaces becomes difficult when a multimodal target is far from a tractable reference. We introduce Iterative Exact Discrete Guidance (IEDG), a population-exact, trajectory-wise guidance framework for unnormalized discrete targets. Rather than learn the full reference-to-target correction in one step, IEDG introduces a global Boltzmann tilt along an annealing trajectory. Each stage learns a stage-local posterior correction for an incremental Boltzmann tilt of the current source, while the resulting corrections are accumulated relative to a fixed analytic posterior. At the population optimum, exact stage posteriors recover the correct reverse dynamics, whose exact simulation reproduces the target distribution. IEDG chooses stage increments by relative effective sample size (rESS), which controls Rényi-2 displacement and locally adapts the step size to the thermodynamic geometry of the annealing path. Our stagewise total-variation analysis shows that limited overlap amplifies Bregman fitting error by $1/\sqrt{\mathrm{rESS}}$, while posterior, simulation, and truncation errors enter additively. IEDG improves all distribution-level errors over the neural baselines on ordered, exactly enumerated Ising $4\times4$, while substantially reducing one-shot errors on Ising/Potts $16\times16$ across thermodynamic regimes and attaining the best neural-sampler result on several reported local-statistic and phase-coverage metrics. On Max-Cut, its best-of-512 and average-sample ratios exceed all the baselines. Code and artifacts are available at https://github.com/StillFantasy123/iterative-exact-discrete-guidance.

Efficient sampling from Boltzmann distributions is central to modelling complex physical systems. Markov Chain Monte Carlo (MCMC) methods suffer from critical slowing down, high autocorrelation, and poor mode-mixing, limiting their scalability. Recent advances, like Boltzmann Generators, offer a promising alternative but remain constrained by costly MCMC-based training, inefficient sampling, and poor ergodicity. We introduce an algorithm for learning Boltzmann distributions that does not require any true samples for training. Our approach draws inspiration from flow matching but departs fundamentally from sample-trajectory matching to distribution-trajectory matching. The algorithm iteratively reshapes the target distribution, using model generated samples to guide learning and ensure comprehensive mode coverage. We validate our method on standard benchmarks, including a 2D Gaussian mixture, Many-Well distributions, and high-dimensional scalar $φ^4$ theory. The proposed approach not only improves sampling performance and accuracy over traditional MCMC and flow-based baselines but also establishes a new method for sample-free learning of complex physical distributions.

Efficient sampling from Bayesian posterior distributions in high dimensions remains a hard problem, despite advances in theory and algorithms. Multiple steps are usually required to draw unbiased samples, for example, iterations of an MCMC algorithm or integration steps in a diffusion-based amortised sampler. However, scalable one-step amortised inference remains a challenging open problem. In this work, we build upon recent progress in data-driven generative modelling to offer a possible solution for one-step amortised sampling. Our one-step implicit sampler (OSIS) uses short-time MCMC dynamics to define a local target for the evolution of an implicitly modelled distribution. In the asymptotic limit, the modelled distribution is a fixed point of the MCMC kernel and thus samples from the target. We analyse the convergence properties of OSIS and show connections with other generative modelling and sampling algorithms. We study various design choices and show that OSIS performs well compared to multi-step amortised samplers and non-amortised MCMC baselines while being far more efficient at sampling time.