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.
In the classical normal means problem, independent train--test folds can be constructed by perturbing the data with normal randomization. Averaging over $K$ such folds yields a cross-validation estimator whose bias depends on the marginal distribution of the randomization variables, while its variance depends on their...
S. Chattopadhyay, Si-Fan Liu, Snigdha Panigrahi· 0 citations
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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