用生成模型辅助高维概率分布采样,突破传统方法瓶颈
Leveraging generative models to assist Monte Carlo sampling

- 将生成模型当作灵活的概率工具,不依赖数据直接采样
- 解决高维与多模态分布采样难题,提升收敛效率
- 适合物理、机器学习交叉研究者入门参考
高维概率分布采样是科学计算的核心任务,广泛应用于贝叶斯推断、统计物理和分子模拟。尽管已有数十年发展,仍面临高维扩展与多模态分布(含亚稳态)高效探索的挑战。经典方法如马尔可夫链蒙特卡洛、温控法及基于集体变量的增强采样虽有成效,但存在固有局限。本文综述机器学习与计算统计物理交叉领域的新范式:利用生成模型辅助采样。此处的归一化流与扩散模型并非用于数据驱动建模,而是作为灵活的概率模型,协助采样仅知归一化常数的分布。文章回顾该快速发展的早期进展,讨论精确采样方法及无数据训练策略。虽非全面文献综述,但选取关键思想与方法,并分析其优劣。本综述旨在为物理与机器学习领域研究者提供易懂的入门指南,开启这一前沿研究方向。
原文摘要 · Abstract (English)
Sampling high-dimensional probability distributions is a central task in scientific computing, with applications ranging from Bayesian inference to statistical physics and molecular simulation. Despite decades of methodological developments, two major challenges remain: scaling to high dimensions and efficiently exploring multimodal distributions characterized by metastable states. Classical approaches such as Markov chain Monte Carlo, tempering methods, or enhanced sampling based on collective variables have achieved major successes, but they also face intrinsic limitations. This tutorial review explores a new paradigm that has recently emerged at the interface of machine learning and computational statistical physics: the use of generative models as tools for sampling. In this context, models such as normalizing flows and diffusion models are not used in their traditional data-driven setting, but rather as flexible probabilistic models that can assist the sampling of distributions known only up to a normalization constant. This manuscript reviews the early development of this rapidly evolving field and discusses several methodological directions, including exact samplers based on generative models and strategies to train such models in the absence of data. While an exhaustive survey of the literature is not attempted, we present a selection of key ideas and methods, along with a discussion of their strengths and limitations. The review is intended to be an accessible tutorial for both physics and machine learning audiences, and it aims to provide a starting point for researchers interested in exploring this exciting area of research.
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