arXiv:2512.17878cs.LGcs.AI2025-12

用加权随机微分方程实现最优传输-费希尔-拉奥梯度流,提升复杂分布采样效率

Weighted Stochastic Differential Equation to Implement Wasserstein-Fisher-Rao Gradient Flow

  • 引入显式修正项构建加权SDE,实现概率测度空间上的质量重加权
  • 基于费曼-卡茨表示法,将几何梯度流转化为可计算的随机过程
  • 为非凸多峰分布采样提供理论基础,适合研究生成模型几何结构的学者

当前基于得分的扩散模型是连续生成建模的主流方法,通常通过过阻尼或欠阻尼的奥恩斯坦-乌伦贝克型随机微分方程(SDE)表述,采样由确定性漂移与布朗运动驱动,形成样本空间中的连续轨迹。尽管对强对数凹目标分布具有指数收敛性,但在非凸或多重模态景观(如双阱势)中,其混合速率会指数级下降。由于实际生成任务常涉及高度非对数凹的目标分布,近期大量工作致力于开发超越经典扩散动力学的采样方案。一种有前景的方向借助信息几何工具,为扩散采样器引入可控的质量重加权机制。该视角自然导向沃尔沙伯-费希尔-拉奥(WFR)几何,其耦合了样本空间中的输运与概率测度空间上的垂直(反应)动态。本文通过引入显式修正项,形式化此类重加权机制,并展示如何利用费曼-卡茨表示法通过加权随机微分方程实现。本研究对基于WFR的采样动态进行了初步但严谨的探讨,旨在厘清其几何与算子理论结构,为未来的理论与算法发展奠定基础。

原文摘要 · Abstract (English)

Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in which sampling is driven by a combination of deterministic drift and Brownian diffusion, resulting in continuous particle trajectories in the ambient space. While such dynamics enjoy exponential convergence guarantees for strongly log-concave target distributions, it is well known that their mixing rates deteriorate exponentially in the presence of nonconvex or multimodal landscapes, such as double-well potentials. Since many practical generative modeling tasks involve highly non-log-concave target distributions, considerable recent effort has been devoted to developing sampling schemes that improve exploration beyond classical diffusion dynamics. A promising line of work leverages tools from information geometry to augment diffusion-based samplers with controlled mass reweighting mechanisms. This perspective leads naturally to Wasserstein--Fisher--Rao (WFR) geometries, which couple transport in the sample space with vertical (reaction) dynamics on the space of probability measures. In this work, we formulate such reweighting mechanisms through the introduction of explicit correction terms and show how they can be implemented via weighted stochastic differential equations using the Feynman--Kac representation. Our study provides a preliminary but rigorous investigation of WFR-based sampling dynamics, and aims to clarify their geometric and operator-theoretic structure as a foundation for future theoretical and algorithmic developments.

扩散模型信息几何随机微分方程采样算法

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