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Author

Jun Yang

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Preprint Jul 2026

Markov Chain Monte Carlo with Diffusion Paths

The Metropolis-adjusted diffusion path (MAD-Path) sampler is introduced, which corrects the diffusion-path proposal in an augmented path space and leaves the target invariant regardless of the accuracy of the learned score or the discretization error, providing guidance for practical tuning.

Hanwen Chen, Sifan Liu, Jun Yang · 2 citations · ⚡1
Preprint Jul 2026

Markov Chain Monte Carlo with Diffusion Paths

Sampling from multimodal distributions is a longstanding challenge for classical local Markov chain Monte Carlo (MCMC) methods. A popular remedy is to introduce a sequence of intermediate distributions that interpolate between the target and a simpler reference. The classical choice, tempering, raises the density to a...

Hanwen Chen, Sifan Liu, Jun Yang · 1 citation

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