Score-Based Diffusion meets Annealed Importance Sampling
Not on the map. Why?
Cited by 22 in Diffusion models, but placed by its own abstract, which didn’t fit.
Abstract (arXiv)
More than twenty years after its introduction, Annealed Importance Sampling (AIS) remains one of the most effective methods for marginal likelihood estimation. It relies on a sequence of distributions interpolating between a tractable initial distribution and the target distribution of interest which we simulate from approximately using a non-homogeneous Markov chain. To obtain an importance sampling estimate of the marginal likelihood, AIS introduces an extended target distribution to reweight the Markov chain proposal. While much effort has been devoted to improving the proposal distribution used by AIS, an underappreciated issue is that AIS uses a convenient but suboptimal extended target distribution. We here leverage recent progress in score-based generative modeling (SGM) to approximate the optimal extended target distribution minimizing the variance of the marginal likelihood estimate for AIS proposals corresponding to the discretization of Langevin and Hamiltonian dynamics. We demonstrate these novel, differentiable, AIS procedures on a number of synthetic benchmark distributions and variational auto-encoders.
Key facts. Cited by 51 papers in the map (data through 7 Oct 2026). Builds on 22 of its 56 references that are in the map. First posted on arXiv 16 Aug 2022.
Builds on
22 of 56 references.
References · 22
- 2014Adam: A Method for Stochastic Optimizationcited by 36,960
- 2020Denoising Diffusion Probabilistic Modelscited by 20,851
- 2020Score-Based Generative Modeling through Stochastic Differential Equationscited by 8,964
- 2015Deep Unsupervised Learning using Nonequilibrium Thermodynamicscited by 7,005
- 2016Layer Normalizationcited by 5,579
- 2014NICE: Non-linear Independent Components Estimationcited by 1,052
- 2021Maximum Likelihood Training of Score-Based Diffusion Modelscited by 670
- 2021Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modelingcited by 594
- 2015Importance Weighted Autoencoderscited by 454
- 2021Score-Based Generative Modeling with Critically-Damped Langevin Diffusioncited by 230
- 2020Stochastic Normalizing Flowscited by 156
- 2021Annealed Flow Transport Monte Carlocited by 90
10 more
- 2022Continual Repeated Annealed Flow Transport Monte Carlocited by 66
- 2021MCMC Variational Inference via Uncorrected Hamiltonian Annealingcited by 39
- 2021Monte Carlo Variational Auto-Encoderscited by 36
- 2021Differentiable Annealed Importance Sampling and the Perils of Gradient Noisecited by 36
- 2020An invitation to sequential Monte Carlo samplerscited by 33
- 2019The Thermodynamic Variational Objectivecited by 26
- 2018Improving Explorability in Variational Inference with Annealed Variational Objectivescited by 24
- 2021Surrogate Likelihoods for Variational Annealed Importance Samplingcited by 14
- 2021q-Paths: Generalizing the Geometric Annealing Path using Power Meanscited by 12
- 2021Simulated annealing from continuum to discretization: a convergence analysis via the Eyring--Kramers lawcited by 5
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Citing papers per year: 2022: 2; 2023: 12; 2024: 15; 2025: 16; 2026: 6.
51 papers.
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- 2022An optimal control perspective on diffusion-based generative modelingcited by 145
- 2023Denoising Diffusion Samplerscited by 144
- 2024Iterated Denoising Energy Matching for Sampling from Boltzmann Densitiescited by 113
- 2023Improved sampling via learned diffusionscited by 103
- 2024DiffMOT: A Real-time Diffusion-based Multiple Object Tracker with Non-linear Predictioncited by 59
- 2023Diffusion Generative Flow Samplers: Improving learning signals through partial trajectory optimizationcited by 57
- 2024Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Samplingcited by 55
- 2025DIME:Diffusion-Based Maximum Entropy Reinforcement Learningcited by 52
- 2024Sequential Controlled Langevin Diffusionscited by 47
- 2025Underdamped Diffusion Bridges with Applications to Samplingcited by 28
- 2024Stochastic Localization via Iterative Posterior Samplingcited by 27
- 2024Liouville Flow Importance Samplercited by 25
38 more
- 2025No Trick, No Treat: Pursuits and Challenges Towards Simulation-free Training of Neural Samplerscited by 25
- 2025Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inferencecited by 22
- 2023Transport meets Variational Inference: Controlled Monte Carlo Diffusionscited by 21
- 2025MDNS: Masked Diffusion Neural Sampler via Stochastic Optimal Controlcited by 20
- 2025From discrete-time policies to continuous-time diffusion samplers: Asymptotic equivalences and faster trainingcited by 17
- 2025Outsourced diffusion sampling: Efficient posterior inference in latent spaces of generative modelscited by 16
- 2025RNE: plug-and-play diffusion inference-time control and energy-based trainingcited by 16
- 2023Efficient Training of Energy-Based Models Using Jarzynski Equalitycited by 15
- 2024BNEM: A Boltzmann Sampler Based on Bootstrapped Noised Energy Matchingcited by 14
- 2023Entropy-based Training Methods for Scalable Neural Implicit Samplercited by 13
- 2025Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyondcited by 11
- 2023Transport with Support: Data-Conditional Diffusion Bridgescited by 9
- 2024Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flowscited by 9
- 2024Learned Reference-based Diffusion Sampling for multi-modal distributionscited by 9
- 2023Adaptive Annealed Importance Sampling with Constant Rate Progresscited by 7
- 2024What's the score? Automated Denoising Score Matching for Nonlinear Diffusionscited by 7
- 2026Bridge Matching Sampler: Scalable Sampling via Generalized Fixed-Point Diffusion Matchingcited by 7
- 2023Differentiating Metropolis-Hastings to Optimize Intractable Densitiescited by 5
- 2025Reinforced sequential Monte Carlo for amortised samplingcited by 5
- 2024Ensemble-Based Annealed Importance Samplingcited by 4
- 2025End-To-End Learning of Gaussian Mixture Priors for Diffusion Samplercited by 4
- 2022Proposal of a Score Based Approach to Sampling Using Monte Carlo Estimation of Score and Oracle Access to Target Densitycited by 3
- 2024Critically Damped Third-Order Langevin Dynamicscited by 3
- 2026Sample-efficient evidence estimation of score based priors for model selectioncited by 3
- 2023Resampling Gradients Vanish in Differentiable Sequential Monte Carlo Samplerscited by 2
- 2023Reparameterized Variational Rejection Samplingcited by 2
- 2024Denoising Diffusion Variational Inference: Diffusion Models as Expressive Variational Posteriorscited by 2
- 2024Differentiable Annealed Importance Sampling Minimizes The Symmetrized Kullback-Leibler Divergence Between Initial and Target Distributioncited by 2
- 2026Learning Energy-Based Models from Stochastic Interpolants using Spatiotemporal Differencescited by 2
- 2023To smooth a cloud or to pin it down: Guarantees and Insights on Score Matching in Denoising Diffusion Modelscited by 1
- 2025Continuously Tempered Diffusion Samplerscited by 1
- 2025One-Step Diffusion Samplers via Self-Distillation and Deterministic Flowcited by 1
- 2026Composing diffusion priors with explicit physical context via generative Gibbs samplingcited by 1
- 2024Control, Transport and Sampling: Towards Better Loss Designcited by 0
- 2025Efficient Weighted Sampling via Score-based Generative Modelscited by 0
- 2025Jarzynski Reweighting and Sampling Dynamics for Training Energy-Based Models: Theoretical Analysis of Different Transition Kernelscited by 0
- 2025Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdampedcited by 0
- 2026Total Variation Guarantees for Sampling with Stochastic Localizationcited by 0
50 most cited of 51 All 51 (JSON)
- 2026Tensor Train Diffusion: Leveraging Low-Rank Structures for High-Dimensional Score-Based Sampling7 Jul 2026
- 2026Learning Energy-Based Models from Stochastic Interpolants using Spatiotemporal Differences26 May 2026
- 2026Composing diffusion priors with explicit physical context via generative Gibbs sampling11 May 2026
- 2026Total Variation Guarantees for Sampling with Stochastic Localization31 Mar 2026
- 2026Bridge Matching Sampler: Scalable Sampling via Generalized Fixed-Point Diffusion Matching28 Feb 2026
- 2026Sample-efficient evidence estimation of score based priors for model selection24 Feb 2026
- 2025One-Step Diffusion Samplers via Self-Distillation and Deterministic Flow4 Dec 2025
- 2025Reinforced sequential Monte Carlo for amortised sampling13 Oct 2025
- 2025Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdamped4 Oct 2025
- 2025Continuously Tempered Diffusion Samplers30 Aug 2025
- 2025Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inference17 Aug 2025
- 2025MDNS: Masked Diffusion Neural Sampler via Stochastic Optimal Control14 Aug 2025
38 more
- 2025Jarzynski Reweighting and Sampling Dynamics for Training Energy-Based Models: Theoretical Analysis of Different Transition Kernels9 Jun 2025
- 2025RNE: plug-and-play diffusion inference-time control and energy-based training6 Jun 2025
- 2025Underdamped Diffusion Bridges with Applications to Sampling2 Mar 2025
- 2025End-To-End Learning of Gaussian Mixture Priors for Diffusion Sampler1 Mar 2025
- 2025Outsourced diffusion sampling: Efficient posterior inference in latent spaces of generative models10 Feb 2025
- 2025No Trick, No Treat: Pursuits and Challenges Towards Simulation-free Training of Neural Samplers10 Feb 2025
- 2025Efficient Weighted Sampling via Score-based Generative Models7 Feb 2025
- 2025Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond7 Feb 2025
- 2025DIME:Diffusion-Based Maximum Entropy Reinforcement Learning4 Feb 2025
- 2025From discrete-time policies to continuous-time diffusion samplers: Asymptotic equivalences and faster training10 Jan 2025
- 2024Sequential Controlled Langevin Diffusions10 Dec 2024
- 2024Learned Reference-based Diffusion Sampling for multi-modal distributions25 Oct 2024
- 2024BNEM: A Boltzmann Sampler Based on Bootstrapped Noised Energy Matching15 Sep 2024
- 2024Critically Damped Third-Order Langevin Dynamics12 Sep 2024
- 2024What's the score? Automated Denoising Score Matching for Nonlinear Diffusions10 Jul 2024
- 2024Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Sampling11 Jun 2024
- 2024Differentiable Annealed Importance Sampling Minimizes The Symmetrized Kullback-Leibler Divergence Between Initial and Target Distribution23 May 2024
- 2024Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flows23 May 2024
- 2024Control, Transport and Sampling: Towards Better Loss Design22 May 2024
- 2024Liouville Flow Importance Sampler3 May 2024
- 2024DiffMOT: A Real-time Diffusion-based Multiple Object Tracker with Non-linear Prediction4 Mar 2024
- 2024Stochastic Localization via Iterative Posterior Sampling16 Feb 2024
- 2024Iterated Denoising Energy Matching for Sampling from Boltzmann Densities9 Feb 2024
- 2024Ensemble-Based Annealed Importance Sampling28 Jan 2024
- 2024Denoising Diffusion Variational Inference: Diffusion Models as Expressive Variational Posteriors5 Jan 2024
- 2023Diffusion Generative Flow Samplers: Improving learning signals through partial trajectory optimization4 Oct 2023
- 2023Reparameterized Variational Rejection Sampling26 Sep 2023
- 2023Improved sampling via learned diffusions3 Jul 2023
- 2023Transport meets Variational Inference: Controlled Monte Carlo Diffusions3 Jul 2023
- 2023Adaptive Annealed Importance Sampling with Constant Rate Progress27 Jun 2023
- 2023Differentiating Metropolis-Hastings to Optimize Intractable Densities13 Jun 2023
- 2023Entropy-based Training Methods for Scalable Neural Implicit Sampler8 Jun 2023
- 2023Efficient Training of Energy-Based Models Using Jarzynski Equality30 May 2023
- 2023To smooth a cloud or to pin it down: Guarantees and Insights on Score Matching in Denoising Diffusion Models16 May 2023
- 2023Resampling Gradients Vanish in Differentiable Sequential Monte Carlo Samplers27 Apr 2023
- 2023Denoising Diffusion Samplers27 Feb 2023
- 2023Transport with Support: Data-Conditional Diffusion Bridges31 Jan 2023
- 2022Proposal of a Score Based Approach to Sampling Using Monte Carlo Estimation of Score and Oracle Access to Target Density6 Dec 2022
50 newest of 51 All 51 (JSON)
- 2022An optimal control perspective on diffusion-based generative modelingcited by 145
- 2023Denoising Diffusion Samplerscited by 144
- 2025DIME:Diffusion-Based Maximum Entropy Reinforcement Learningcited by 52
- 2025MDNS: Masked Diffusion Neural Sampler via Stochastic Optimal Controlcited by 20
- 2025From discrete-time policies to continuous-time diffusion samplers: Asymptotic equivalences and faster trainingcited by 17
- 2025Outsourced diffusion sampling: Efficient posterior inference in latent spaces of generative modelscited by 16
- 2025RNE: plug-and-play diffusion inference-time control and energy-based trainingcited by 16
- 2024Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flowscited by 9
- 2024Learned Reference-based Diffusion Sampling for multi-modal distributionscited by 9
- 2024What's the score? Automated Denoising Score Matching for Nonlinear Diffusionscited by 7
- 2026Bridge Matching Sampler: Scalable Sampling via Generalized Fixed-Point Diffusion Matchingcited by 7
- 2025End-To-End Learning of Gaussian Mixture Priors for Diffusion Samplercited by 4
12 most cited of 22 All 22 (JSON)
- 2026Tensor Train Diffusion: Leveraging Low-Rank Structures for High-Dimensional Score-Based Sampling7 Jul 2026
- 2026Composing diffusion priors with explicit physical context via generative Gibbs sampling11 May 2026
- 2026Total Variation Guarantees for Sampling with Stochastic Localization31 Mar 2026
- 2026Bridge Matching Sampler: Scalable Sampling via Generalized Fixed-Point Diffusion Matching28 Feb 2026
- 2026Sample-efficient evidence estimation of score based priors for model selection24 Feb 2026
- 2025One-Step Diffusion Samplers via Self-Distillation and Deterministic Flow4 Dec 2025
- 2025Continuously Tempered Diffusion Samplers30 Aug 2025
- 2025MDNS: Masked Diffusion Neural Sampler via Stochastic Optimal Control14 Aug 2025
- 2025RNE: plug-and-play diffusion inference-time control and energy-based training6 Jun 2025
- 2025End-To-End Learning of Gaussian Mixture Priors for Diffusion Sampler1 Mar 2025
- 2025Outsourced diffusion sampling: Efficient posterior inference in latent spaces of generative models10 Feb 2025
- 2025Efficient Weighted Sampling via Score-based Generative Models7 Feb 2025
12 newest of 22 All 22 (JSON)
- 2024Iterated Denoising Energy Matching for Sampling from Boltzmann Densitiescited by 113
- 2023Improved sampling via learned diffusionscited by 103
- 2024DiffMOT: A Real-time Diffusion-based Multiple Object Tracker with Non-linear Predictioncited by 59
- 2023Diffusion Generative Flow Samplers: Improving learning signals through partial trajectory optimizationcited by 57
- 2024Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Samplingcited by 55
- 2024Sequential Controlled Langevin Diffusionscited by 47
- 2025Underdamped Diffusion Bridges with Applications to Samplingcited by 28
- 2024Stochastic Localization via Iterative Posterior Samplingcited by 27
- 2024Liouville Flow Importance Samplercited by 25
- 2025No Trick, No Treat: Pursuits and Challenges Towards Simulation-free Training of Neural Samplerscited by 25
- 2025Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inferencecited by 22
- 2023Transport meets Variational Inference: Controlled Monte Carlo Diffusionscited by 21
12 most cited of 29 All 29 (JSON)
- 2026Learning Energy-Based Models from Stochastic Interpolants using Spatiotemporal Differences26 May 2026
- 2025Reinforced sequential Monte Carlo for amortised sampling13 Oct 2025
- 2025Analysis of kinetic Langevin Monte Carlo under the stochastic exponential Euler discretization from underdamped all the way to overdamped4 Oct 2025
- 2025Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inference17 Aug 2025
- 2025Jarzynski Reweighting and Sampling Dynamics for Training Energy-Based Models: Theoretical Analysis of Different Transition Kernels9 Jun 2025
- 2025Underdamped Diffusion Bridges with Applications to Sampling2 Mar 2025
- 2025No Trick, No Treat: Pursuits and Challenges Towards Simulation-free Training of Neural Samplers10 Feb 2025
- 2025Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond7 Feb 2025
- 2024Sequential Controlled Langevin Diffusions10 Dec 2024
- 2024BNEM: A Boltzmann Sampler Based on Bootstrapped Noised Energy Matching15 Sep 2024
- 2024Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Sampling11 Jun 2024
- 2024Differentiable Annealed Importance Sampling Minimizes The Symmetrized Kullback-Leibler Divergence Between Initial and Target Distribution23 May 2024
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