atlas

Research map / Probabilistic and scientific modeling / Variational and generative sampling

Stochastic Localization via Iterative Posterior Sampling

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Importance sampling and quadrature · 0 citations (OpenAlex)

Read the paperCheck your idea against 108,967 papers

AI-extracted summary. Written by AI from the paper's full text. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.

Proposes SLIPS, a learning-free stochastic localization sampler that estimates the SL denoiser with MALA posterior sampling and uses a flexible noise schedule plus a "duality of log-concavity" initialization to sample unnormalized densities.

Problem

Sampling from unnormalized multi-modal densities in high dimension, where MCMC, SMC, AIS and learned score/VI methods struggle; stochastic localization has been explored for sampling only sparsely and without a practical general strategy.

Approach

A general SL observation process Y_t = alpha(t) X + sigma W_t with flexible denoising schedule g (Geom schemes), integrated via Euler-Maruyama with SNR-adapted time steps, where the denoiser is estimated by MALA posterior samples (no learning), and initialization is done by Langevin-within-Langevin at a time t0 chosen so both the posterior and the marginal are log-concave ("duality of log-concavit

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SLIPS with Geom(1,1) instead of the strongest baseline8-Gaussians · 8-Gaussiansentropic regularized 2-Wasserstein distance: 0.91 ± 0.09 -> 0.74 ± 0.12Helped
Use SLIPS instead of OATRings · Ringsentropic regularized 2-Wasserstein distance: 0.18 ± 0.02 -> 0.19 ± 0.01No clear effect
Use SLIPS Standard instead of the strongest baselineFunnel · Funnelsliced Kolmogorov-Smirnov distance: 0.035 ± 0.005 -> 0.024 ± 0.003Helped
Use SLIPS Geom(1,1) instead of the strongest baselineBayesian logistic regression · Sonaraverage predictive posterior log-likelihood: -111.02 ± 0.13 -> -109.14 ± 0.09Helped
Use SLIPS Geom(1,1) instead of the strongest baselineBayesian logistic regression · Ionosphereaverage predictive posterior log-likelihood: -87.82 ± 0.16 -> -86.32 ± 0.10Helped
Vary the denoising schedule among Standard, Geom(1,1), and Geom(2,1) (ablation)SLIPS · 8-Gaussians, Rings, Funnel, Sonar, Ionospherereported benchmark metricMixed

Surprising findings

Limitations

Experimental setup

Datasets: 8-Gaussians Rings Funnel Ionosphere Sonar Gaussian mixtures (high-dimensional) 1D phi^4 field model

Benchmarks: 8-Gaussians Rings Funnel Bayesian logistic regression (Ionosphere, Sonar) high-dimensional Gaussian mixtures phi^4 field system

Metrics: entropic regularized 2-Wasserstein distance sliced Kolmogorov-Smirnov distance average predictive log-likelihood relative weight estimation error sliced Wasserstein distance

Baselines: AIS SMC OAT RDMC

Builds on: stochastic localization Reverse Diffusion Monte Carlo Once-At-a-Time sampling Metropolis-adjusted Langevin algorithm Tweedie's formula

Closest papers by meaning

Writing a paper in this area? scime draft is a free LaTeX editor with AI included, real-time co-authors and a check of your references and venue rules before you submit. It also imports OpenAI Prism projects.

Open scime draft

Get the next scime Dispatch and a monthly field update

Free. We send a confirmation link first; every email has a one-click unsubscribe. Privacy