Fast Sampling
Fast sampling aims to efficiently generate representative samples from complex probability distributions, crucial for various scientific and engineering applications where exact sampling is intractable. Current research focuses on improving the speed and quality of sampling using diverse approaches, including diffusion models (often accelerated via novel ODE and SDE solvers), Markov chain Monte Carlo methods (enhanced with techniques like adaptive teachers and involutive maps), and other techniques like predictor-corrector methods and stochastic gradient proximal samplers. These advancements are significantly impacting fields like molecular dynamics, image generation, and Bayesian inference by enabling faster model training, more efficient exploration of high-dimensional spaces, and improved accuracy in complex simulations.
Papers
Fast Sampling via Discrete Non-Markov Diffusion Models with Predetermined Transition Time
Zixiang Chen, Huizhuo Yuan, Yongqian Li, Yiwen Kou, Junkai Zhang, Quanquan Gu
Fast sampling from constrained spaces using the Metropolis-adjusted Mirror Langevin algorithm
Vishwak Srinivasan, Andre Wibisono, Ashia Wilson