arXiv:2605.16473stat.MLcs.LG2026-05被引 1

提出新方法让高维混合高斯采样更稳定,突破传统算法维度限制。

Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures

论文配图:Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
图 1 · 摘自论文原文
  • 用指数积分器精确处理刚性项,避免传统方法的稳定性约束
  • 在特定谱条件下实现维度无关的KL散度上界,可无限缩小
  • 证明了旧方法的限制是算法导致而非问题本质,适合高维采样研究者

在高维和无穷维情形下,基于扩散的采样器难以保持稳定,因误差可能在高频坐标中累积,并在函数空间近似细化时引发动态不稳。离散化是此类误差的典型来源,而通过合适的谱衰减进行预处理可控制误差积累。本文研究预处理退火Langevin动力学(ALD)在高斯混合分布上的应用。首先表明,欧拉-马鲁亚玛(EM)离散化因对退火得分中的刚性线性部分采用前向欧拉步,会将预处理器与退火协方差尺度耦合,导致稳定性约束;结合维持退火动态维度一致性的条件,该约束强制初始平滑分布在所有维度上始终接近目标分布。随后考虑一种指数积分格式,可精确求解退火得分中的刚性线性部分。在显式的谱可求和条件下(关联平滑协方差、分量协方差谱与预处理器),证明该方案具有维度一致的Kullback-Leibler(KL)上界。通过足够长的退火时间并相应细化时间网格,该上界可任意小,且在维度上一致。重要的是,这些条件允许目标分布与初始平滑分布间的KL散度随维度发散的情形,说明EM的限制是方案相关而非ALD固有特性。

原文摘要 · Abstract (English)

Obtaining stable diffusion-based samplers in high- and infinite-dimensional settings is challenging because errors can accumulate across high-frequency coordinates and make the dynamics unstable under refinement of the finite-dimensional approximation of the underlying function-space problem. Discretization is a typical source of such errors, and preconditioning with a suitable spectral decay is one way to control their accumulation. In this paper, we study this problem for preconditioned annealed Langevin dynamics (ALD) applied to Gaussian mixtures. We first show that Euler-Maruyama (EM) discretization, by treating the stiff linear part of the annealed score with a forward Euler step, imposes a stability constraint coupling the preconditioner with the annealed covariance scale. Together with the conditions ensuring dimension-uniform control of the annealed dynamics, this constraint forces the initial smoothed law to remain uniformly close to the target across dimensions. We then consider an exponential-integrator scheme that integrates the stiff linear part of the annealed score exactly. Under explicit spectral summability conditions coupling the smoothing covariance, the component covariance spectra, and the preconditioner, we prove a dimension-uniform Kullback-Leibler (KL) bound for this scheme. This bound can be made arbitrarily small, uniformly in dimension, by allowing enough time for annealing and then refining the time mesh accordingly. Importantly, these conditions allow regimes in which the KL divergence between the target and the initial smoothed law diverges with dimension, showing that the restrictions imposed by EM are scheme-dependent rather than intrinsic to ALD.

采样算法高维统计扩散模型

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