Neural Transport Nested Sampling

Some of the sharpest challenges in sampling from the energy functions of physical systems arise at phase transitions, where the density of states changes abruptly and many sampling algorithms stall. Nested sampling is a particle method that traverses the density of states under a hard energy constraint and is known to be robust to such transitions, but its application in high dimension is limited by the difficulty of sampling under that constraint. In this work we introduce Quenched Ensemble Sampling, which generalises the hard constraint to a family of repulsive potentials at the energy boundary. This preserves the quenched path of monotonically decreasing energy while making the constrained target amenable to scalable gradient-based kernels. We demonstrate on synthetic models of phase transitions that our method estimates the marginal likelihood and draws posterior samples across a first-order transition where popular alternatives such as tempering fail. We apply the procedure to marginal likelihood estimation in Bayesian neural networks, enabling model comparison between network architectures. Finally, in a high-dimensional continuous lattice field theory, we show that this method traverses a first-order transition and estimates the partition function.

Nested sampling (NS) resolves the thermodynamics of an atomistic system from a single simulation, but its practical reach is limited by the Markov-chain updates needed to decorrelate walkers within each likelihood-constrained ensemble. Flow-based NS has removed this bottleneck for gravitational-wave (GW) inference, yet its transfer to atomistic systems is not merely a change of application. Comparing a GW150914-like binary-black-hole likelihood with an eight-particle two-dimensional Lennard-Jones (LJ) system of comparable dimensionality, we show that the two landscapes differ fundamentally: atomistic multimodality is discrete and combinatorial, generated by particle permutations separated by hard collision walls, and its coordinate coupling is dense and collective, whereas the GW posterior exhibits smooth degeneracies and localized parameter coupling. Guided by this diagnosis, we introduce NS-Flows: a single conditional normalizing flow, conditioned on the NS energy bound and trained on a sliding window of recent live sets, that replaces MCMC by direct parallel draws corrected by importance-weighted rejection resampling. Live sets supply data self-consistently, allowing flow training without structured priors or a pre-existing dataset. For LJ disks in PBC, the algorithm reduces energy evaluations by over two orders of magnitude and wall-clock time by roughly one third, an advantage that becomes increasingly favorable as the cost of the potential grows. The flow's generation efficiency further acts as a physical diagnostic: it varies non-monotonically along the annealing trajectory, is lowest in the dense disordered regime, and is quantitatively captured by the constrained ensemble's internal mode complexity together with target drift across the training window, identifying liquid-like ensembles, rather than prior-target separation, as the hard case for current flow architectures.

Sampling from discrete distributions with multiple modes and energy barriers is fundamental to machine learning and computational physics. Recent discrete neural samplers like MDNS suffer from mode collapse and fail to sample high-energy barrier regions between modes, which is critical for free energy estimation and understanding phase transitions. We propose Metadynamics Discrete Neural Sampler (MetaDNS), a general framework integrating well-tempered metadynamics into discrete diffusion or autoregressive samplers. By maintaining an adaptive, history-dependent bias potential along selected low-dimensional coordinates, MetaDNS forces exploration of previously inaccessible regions, enabling free energy reconstruction infeasible with standard neural samplers due to a lack of high-energy samples. On challenging low-temperature benchmarks including Ising, Potts, and the copper-gold binary alloy, MetaDNS reproduces the thermodynamic distribution. Compared to MCMC-based metadynamics, MetaDNS also achieves comparable exploration requiring fewer bias deposition steps.