Efficient and Unbiased Sampling from Boltzmann Distributions via Variance-Tuned Diffusion Models
Fengzhe Zhang, Laurence I. Midgley, Jos\'e Miguel Hern\'andez-Lobato

TL;DR
This paper introduces VT-DIS, a lightweight method to correct bias in score-based diffusion models for Boltzmann distributions, achieving unbiased sampling with high efficiency and minimal overhead.
Contribution
We propose VT-DIS, a novel variance-tuned importance sampling method that adapts pretrained diffusion models for unbiased Boltzmann distribution sampling without costly likelihood computations.
Findings
Achieves approximately 80% effective sample size on DW-4 benchmark.
Reduces computational cost compared to traditional importance sampling methods.
Provides unbiased expectation estimates with negligible overhead.
Abstract
Score-based diffusion models (SBDMs) are powerful amortized samplers for Boltzmann distributions; however, imperfect score estimates bias downstream Monte Carlo estimates. Classical importance sampling (IS) can correct this bias, but computing exact likelihoods requires solving the probability-flow ordinary differential equation (PF-ODE), a procedure that is prohibitively costly and scales poorly with dimensionality. We introduce Variance-Tuned Diffusion Importance Sampling (VT-DIS), a lightweight post-training method that adapts the per-step noise covariance of a pretrained SBDM by minimizing the -divergence () between its forward diffusion and reverse denoising trajectories. VT-DIS assigns a single trajectory-wise importance weight to the joint forward-reverse process, yielding unbiased expectation estimates at test time with negligible overhead compared to standard…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods
