Annealed Lévy Diffusion via Gaussian Surrogate Reverse Dynamics

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.

Generative modelling involves two complementary tasks: learning a probabilistic approximation of an unknown data distribution from observations, and designing a tractable mechanism for sampling from this approximation. We present a stochastic-analysis perspective on score-based generative models, connecting ideas from classical sampling theory, score estimation, and diffusion time reversal. We first explain how score functions link Langevin sampling with score matching, and how Gaussian smoothing leads to denoising score matching and multiscale sampling methods. We then emphasize the distinction between dynamics preserving a fixed distribution and dynamics transporting a prescribed family of marginals. This motivates a path-space treatment of diffusion time reversal. Finally, we connect the ideal reverse diffusion with practical generative algorithms.

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.