Statistics > Machine Learning
Title: Direct Intermediate Initialization for Tilted Diffusion Samplers
Abstract: Some diffusion posterior samplers construct Gaussian-tilted intermediate distributions along the reverse process. We observe that these targets can be pulled back to clean-space posteriors with weaker conditioning, with samples transported analytically to the corresponding noisy-space target through a Gaussian bridge. For the sequential Monte Carlo (SMC) sampler MCGDiff, the effective observation variance of this pulled-back problem is up to twice the diffusion-noise variance. We exploit this structure to initialize MCGDiff directly at an intermediate time: an approximate solver samples the softened clean-space posterior, the Gaussian bridge maps these samples to the tilted target, and only the remaining SMC suffix is run. This trades asymptotic consistency for finite-particle performance. With moment-matching posterior sampling (MMPS) as the solver, the hybrid improves sliced Wasserstein distance by roughly $2\times$ at matched particle count on a structured Gaussian-mixture inverse problem, and by more than an order of magnitude when the posterior-relevant mode is rare under the prior. A prior-initialization control, which retains the bridge but drops the clean-space conditioning, shows that on MCGDiff's standard Gaussian-mixture benchmark most of the improvement is insensitive to the conditioning. Conditioning the initialization gives a further consistent gain on the structured problem, and becomes decisive on a rare-mode problem, where resampling cannot repopulate a mode absent from the initial population.
Submission history
Access Paper:
Current browse context:
References & Citations
BibTeX formatted citation
Bookmark
Bibliographic and Citation Tools
Code, Data and Media Associated with this Article
Demos
Recommenders and Search Tools
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs .