无需训练,基于几何约束的采样方法解决多模态分布难题
Sampling from multi-modal distributions on Riemannian manifolds with training-free stochastic interpolants
- 利用非平衡确定性动力学,沿黎曼流形构建从噪声到目标的路径
- 在高维与重尾场景下成功实现多模态分布采样,精度优于传统方法
- 完全无需训练,仅依赖标准蒙特卡洛,适合对可解释性要求高的场景
本文提出一种通用的无归一化密度采样方法,适用于定义在黎曼流形上的多模态分布。受生成模型中扩散框架启发,提出一种基于非平衡确定性动力学的采样算法,将易采样的噪声分布逐步演化为目标分布。该过程在边缘层面遵循预设的随机插值路径,且严格尊重底层黎曼几何结构。与依赖机器学习的方法不同,本方法完全无需训练,仅通过迭代后验采样和标准蒙特卡洛技术实现,将基于扩散的采样拓展至非欧几里得空间。我们提供了严格的理论分析,并在一系列多模态问题上验证了有效性,包括高维与重尾情形。
原文摘要 · Abstract (English)
In this paper, we propose a general methodology for sampling from un-normalized densities defined on Riemannian manifolds, with a particular focus on multi-modal targets that remain challenging for existing sampling methods. Inspired by the framework of diffusion models developed for generative modeling, we introduce a sampling algorithm based on the simulation of a non-equilibrium deterministic dynamics that transports an easy-to-sample noise distribution toward the target. At the marginal level, the induced density path follows a prescribed stochastic interpolant between the noise and target distributions, specifically constructed to respect the underlying Riemannian geometry. In contrast to related generative modeling approaches that rely on machine learning, our method is entirely training-free. It instead builds on iterative posterior sampling procedures using only standard Monte Carlo techniques, thereby extending recent diffusion-based sampling methodologies beyond the Euclidean setting. We complement our approach with a rigorous theoretical analysis and demonstrate its effectiveness on a range of multi-modal sampling problems, including high-dimensional and heavy-tailed examples.
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