Abstract
This paper studies inverse sampling for Lévy-driven generative models from the perspective of Markov generators. Unlike conventional diffusion models, Lévy-driven dynamics involve infinite jump activities, which makes their reverse process nonlocal and difficult to characterize using score information alone. We address this challenge by analyzing the forward and reversed generators. It is derived that the reversed jump component generally becomes a state-dependent Markov jump process governed by a nonlocal density ratio. This observation motivates a structured reverse sampler that decomposes the dynamics into diffusion, small jump, and large jump components. Based on this characterization, we develop a computationally tractable sampler for a class of isotropic linear Lévy SDEs with symmetric α-stable jump components. For the jump component, the neural network is used only to amortize the rate of large jump activities, while jump amplitudes are generated from analytically derived conditional distributions, which improves interpretability and controllability. Efficient implementation techniques are further introduced under this setting to avoid expensive high-dimensional integration and sampling. The sampler is further adapted to approximate observation-guided sampling and applied to OFDM-SISO channel estimation under mixed Gaussian and impulsive noise. Simulations show robust estimation performance with a favorable tradeoff between complexity and performance.
Explore similar work
May 10, 2026cs.LG
We study posterior sampling for inverse problems in discrete state spaces using discrete diffusion models as generative priors. While continuous diffusion models have become widely used for inverse problems, their discrete counterparts remain comparatively underexplored. Existing discrete posterior samplers often rely on continuous relaxations of discrete variables, Gibbs-style updates, or mechanisms specialized to particular corruption processes, which can limit scalability or generality. We propose
ΔLPS, a Discrete Langevin-Inspired Posterior Sampler that uses gradient information to identify promising discrete moves without leaving the discrete state space. The resulting approach enables efficient parallel updates across all token dimensions and is agnostic to the training paradigm of the discrete diffusion prior, including masked and uniform-state diffusion. We evaluate our method on image restoration tasks across MNIST, CIFAR, and FFHQ, as well as spatial mapping, covering linear, nonlinear, and blind inverse problems. Across these settings, we improve over recent discrete diffusion posterior samplers and are competitive with strong continuous diffusion-based inverse solvers. Our results suggest that fully discrete, gradient-informed posterior samplers offer a scalable and general path toward solving inverse problems over discrete representations.
Chaitanya Amballa, Sattwik Basu, Jorge Vančo Sampedro +1
May 11, 2026cs.LG
Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While Lévy processes provide a natural mathematical framework for capturing jumps and heavy tails, Bayesian inference for Lévy-driven stochastic differential equations (SDEs) remains intractable with existing methods: Monte Carlo approaches are rigorous but lack scalability, whereas neural variational inference methods are efficient but rely on Gaussian assumptions that fail to capture discontinuities. We address this tension by introducing a neural exponential tilting framework for variational inference in Lévy-driven SDEs. Our approach constructs a flexible variational family by exponentially reweighting the Lévy measure using neural networks. This parametrization preserves the jump structure of the underlying process while remaining computationally tractable. To enable efficient inference, we develop a quadratic neural parametrization that yields closed-form normalization of the tilted measure, a conditional Gaussian representation for stable processes that facilitates simulation, and symmetry-aware Monte Carlo estimators for scalable optimization. Empirically, we demonstrate that the method accurately captures jump dynamics and yields reliable posterior inference in regimes where Gaussian-based variational approaches fail, on both synthetic and real-world datasets.
Yaman Kindap, Manfred Opper, Benjamin Dupuis +2
May 8, 2026cs.LG
We study Slowly Annealed Langevin Dynamics (SALD), a sampler for tracking a path of moving target distributions and approximating the terminal target through time slowdown. We establish non-asymptotic convergence guarantees via a KL differential inequality, showing that slowdown improves tracking through contraction of intermediate targets and the complexity of the path. Motivated by training-free guided generation with pretrained score-based generative models, we further introduce Velocity-Aware SALD (VA-SALD), which explicitly incorporates the underlying marginal distributions of the pretrained model and uses slowdown to correct the additional deviation induced by guidance. This yields a principled framework for training-free guided generation for diffusion-based and related generative model families, together with convergence guarantees that clarify the roles of intermediate functional inequalities and guidance bias. Code is available at https://github.com/anitan0925/sald.
Atsushi Nitanda, Dake Bu, Yueming Lyu +1