arXiv:2605.21253stat.MLcs.LG2026-05

为组合式分数推断中的退火Langevin动态提供理论指导,可控制采样偏差。

Theoretical guidelines for annealed Langevin dynamics in compositional simulation-based inference

  • 通过构建一系列可解析的桥接分布,用退火Langevin从复合分数中采样
  • 在高斯情形下,提出闭式表达式,证明一种方法支持更大步长和更少步数
  • 给出超参数设置的理论准则,适合需要可控误差的从业者

基于分数的组合式模拟推断(SBI)方法通过聚合独立学习的后验分数来近似共享参数在n个独立观测下的后验分布。当前主要有两种方法(Geffner et al. (2023), Linhart et al. (2026))。然而,合成分数不对应真实多观测后验前向扩散路径中的任何分布,直接用反向SDE采样会产生不可消除的偏差。退火Langevin动态提供了一种合理替代:将复合分数视为一系列可处理的桥接分布的真实分数,并逐级采样。当超参数正确设定时,可实现可控偏差。但此前这些参数(步长、每层步数、退火层数)均依赖经验选择。本文推导了带有近似分数的退火Langevin的Wasserstein界,并转化为确保预定采样精度的显式决策规则,同时揭示不同复合分数形式的理论差异。在高斯情形下,所有相关量均有闭式表达,且证明Linhart等(2026)的桥接分布允许更大的步长并需更少总步数。此外,实验表明高斯场景下的调参可推广至复杂问题,为组合式分数方法的使用者提供了理论清晰的起点。

原文摘要 · Abstract (English)

Compositional score-based approaches to simulation-based inference (SBI) approximate the posterior over a shared parameter given $n$ independent observations by aggregating individually learned posterior scores: currently, there are two main propositions of such methods (Geffner et al. (2023), Linhart et al. (2026)). As the resulting composite score does not correspond to the score of any distribution along the forward diffusion path of the true multi-observation posterior, sampling from it via a reverse SDE leads to an irreducible bias. Annealed Langevin dynamics provides a principled alternative: it treats the composite score as the genuine score of a sequence of tractable bridging densities and samples from them in succession. When properly tuned, it could lead to a controllable bias. However, its hyperparameters, namely step sizes, the number of steps per level, and the number of annealing levels, have so far been chosen empirically. We derive Wasserstein bounds for annealed Langevin with approximate scores and translate them into explicit decision rules for these hyperparameters that guarantee a prescribed sampling accuracy, while highlighting different theoretical aspects of each composite score formulation. In the Gaussian setting, we obtain closed-form expressions for all relevant quantities and prove that the bridging densities of Linhart et al. (2026) consistently admit larger step sizes and require fewer total Langevin steps than those of Geffner et al. (2023). Furthermore, we show empirically that the tuning obtained in the Gaussian setting generalizes to more complex problems, thus providing a well-understood and theoretically grounded starting point for practitioners using compositional score-based approaches.

推断分数模型退火采样

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