# Sequential Controlled Langevin Diffusions

arXiv: https://arxiv.org/abs/2412.07081 · HTML: https://mlsanity.com/paper/2412.07081/

## Key facts

- Cited by 48 papers in the map (data through 14 Oct 2026).
- Builds on 48 of its 84 references that are in the map.
- First posted on arXiv 10 Dec 2024.

## Builds on (most cited first, 30 of 48)

- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Playing Atari with Deep Reinforcement Learning](https://mlsanity.com/paper/1312.5602/) (2013)
- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Diffusion Posterior Sampling for General Noisy Inverse Problems](https://mlsanity.com/paper/2209.14687/) (2022)
- [Improving and generalizing flow-based generative models with minibatch optimal transport](https://mlsanity.com/paper/2302.00482/) (2023)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [Improving Diffusion Models for Inverse Problems using Manifold Constraints](https://mlsanity.com/paper/2206.00941/) (2022)
- [Torsional Diffusion for Molecular Conformer Generation](https://mlsanity.com/paper/2206.01729/) (2022)
- [Adjoint Matching: Fine-tuning Flow and Diffusion Generative Models with Memoryless Stochastic Optimal Control](https://mlsanity.com/paper/2409.08861/) (2024)
- [Practical and Asymptotically Exact Conditional Sampling in Diffusion Models](https://mlsanity.com/paper/2306.17775/) (2023)
- [Likelihood Training of Schr"odinger Bridge using Forward-Backward SDEs Theory](https://mlsanity.com/paper/2110.11291/) (2021)
- [Path Integral Sampler: a stochastic control approach for sampling](https://mlsanity.com/paper/2111.15141/) (2021)
- [Improving Diffusion Inverse Problem Solving with Decoupled Noise Annealing](https://mlsanity.com/paper/2407.01521/) (2024)
- [Stochastic Normalizing Flows](https://mlsanity.com/paper/2002.06707/) (2020)
- [Denoising Diffusion Samplers](https://mlsanity.com/paper/2302.13834/) (2023)
- [An optimal control perspective on diffusion-based generative modeling](https://mlsanity.com/paper/2211.01364/) (2022)
- [Solving Schr"odinger Bridges via Maximum Likelihood](https://mlsanity.com/paper/2106.02081/) (2021)
- [Learning GFlowNets from partial episodes for improved convergence and stability](https://mlsanity.com/paper/2209.12782/) (2022)
- [Flow Annealed Importance Sampling Bootstrap](https://mlsanity.com/paper/2208.01893/) (2022)
- [Artificial Intelligence for Science in Quantum, Atomistic, and Continuum Systems](https://mlsanity.com/paper/2307.08423/) (2023)
- [Improved sampling via learned diffusions](https://mlsanity.com/paper/2307.01198/) (2023)
- [Optimal Transport Tools (OTT): A JAX Toolbox for all things Wasserstein](https://mlsanity.com/paper/2201.12324/) (2022)
- [Action Matching: Learning Stochastic Dynamics from Samples](https://mlsanity.com/paper/2210.06662/) (2022)
- [Annealed Flow Transport Monte Carlo](https://mlsanity.com/paper/2102.07501/) (2021)
- [Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space](https://mlsanity.com/paper/2005.05409/) (2020)
- [Amortizing intractable inference in diffusion models for vision, language, and control](https://mlsanity.com/paper/2405.20971/) (2024)
- [NETS: A Non-Equilibrium Transport Sampler](https://mlsanity.com/paper/2410.02711/) (2024)
- [Continual Repeated Annealed Flow Transport Monte Carlo](https://mlsanity.com/paper/2201.13117/) (2022)
- [Particle Denoising Diffusion Sampler](https://mlsanity.com/paper/2402.06320/) (2024)
- [Diffusion Generative Flow Samplers: Improving learning signals through partial trajectory optimization](https://mlsanity.com/paper/2310.02679/) (2023)

## Built on by (most cited first, 30 of 48)

- [Feynman-Kac Correctors in Diffusion: Annealing, Guidance, and Product of Experts](https://mlsanity.com/paper/2503.02819/) (2025)
- [Adjoint Sampling: Highly Scalable Diffusion Samplers via Adjoint Matching](https://mlsanity.com/paper/2504.11713/) (2025)
- [DIME:Diffusion-Based Maximum Entropy Reinforcement Learning](https://mlsanity.com/paper/2502.02316/) (2025)
- [Scalable Equilibrium Sampling with Sequential Boltzmann Generators](https://mlsanity.com/paper/2502.18462/) (2025)
- [Underdamped Diffusion Bridges with Applications to Sampling](https://mlsanity.com/paper/2503.01006/) (2025)
- [Progressive Inference-Time Annealing of Diffusion Models for Sampling from Boltzmann Densities](https://mlsanity.com/paper/2506.16471/) (2025)
- [Trust Region Constrained Measure Transport in Path Space for Stochastic Optimal Control and Inference](https://mlsanity.com/paper/2508.12511/) (2025)
- [Adjoint Schr"odinger Bridge Sampler](https://mlsanity.com/paper/2506.22565/) (2025)
- [MDNS: Masked Diffusion Neural Sampler via Stochastic Optimal Control](https://mlsanity.com/paper/2508.10684/) (2025)
- [Solving Inverse Problems via Diffusion-Based Priors: An Approximation-Free Ensemble Sampling Approach](https://mlsanity.com/paper/2506.03979/) (2025)
- [Outsourced diffusion sampling: Efficient posterior inference in latent spaces of generative models](https://mlsanity.com/paper/2502.06999/) (2025)
- [Accelerated Parallel Tempering via Neural Transports](https://mlsanity.com/paper/2502.10328/) (2025)
- [RNE: plug-and-play diffusion inference-time control and energy-based training](https://mlsanity.com/paper/2506.05668/) (2025)
- [Proximal Diffusion Neural Sampler](https://mlsanity.com/paper/2510.03824/) (2025)
- [Inference-Time Scaling of Discrete Diffusion Models via Importance Weighting and Optimal Proposal Design](https://mlsanity.com/paper/2505.22524/) (2025)
- [Value Gradient Guidance for Flow Matching Alignment](https://mlsanity.com/paper/2512.05116/) (2025)
- [Discrete Neural Flow Samplers with Locally Equivariant Transformer](https://mlsanity.com/paper/2505.17741/) (2025)
- [Progressive Tempering Sampler with Diffusion](https://mlsanity.com/paper/2506.05231/) (2025)
- [Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond](https://mlsanity.com/paper/2502.04575/) (2025)
- [On scalable and efficient training of diffusion samplers](https://mlsanity.com/paper/2505.19552/) (2025)
- [Bridge Matching Sampler: Scalable Sampling via Generalized Fixed-Point Diffusion Matching](https://mlsanity.com/paper/2603.00530/) (2026)
- [Improving the evaluation of samplers on multi-modal targets](https://mlsanity.com/paper/2504.08916/) (2025)
- [Non-equilibrium Annealed Adjoint Sampler](https://mlsanity.com/paper/2506.18165/) (2025)
- [Inverse Problem Sampling in Latent Space Using Sequential Monte Carlo](https://mlsanity.com/paper/2502.05908/) (2025)
- [Rethinking Losses for Diffusion Bridge Samplers](https://mlsanity.com/paper/2506.10982/) (2025)
- [Energy-Weighted Flow Matching: Unlocking Continuous Normalizing Flows for Efficient and Scalable Boltzmann Sampling](https://mlsanity.com/paper/2509.03726/) (2025)
- [Reinforced sequential Monte Carlo for amortised sampling](https://mlsanity.com/paper/2510.11711/) (2025)
- [Flow Sampling: Learning to Sample from Unnormalized Densities via Denoising Conditional Processes](https://mlsanity.com/paper/2605.03984/) (2026)
- [Generative Modeling with Bayesian Sample Inference](https://mlsanity.com/paper/2502.07580/) (2025)
- [End-To-End Learning of Gaussian Mixture Priors for Diffusion Sampler](https://mlsanity.com/paper/2503.00524/) (2025)

## Abstract (arXiv)

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where the transport is performed through successive annealed densities via prescribed Markov chains and resampling steps, and (2) recently developed diffusion-based sampling methods, where a learned dynamical transport is used. Despite the common goal, both approaches have different, often complementary, advantages and drawbacks. The resampling steps in SMC allow focusing on promising regions of the space, often leading to robust performance. While the algorithm enjoys asymptotic guarantees, the lack of flexible, learnable transitions can lead to slow convergence. On the other hand, diffusion-based samplers are learned and can potentially better adapt themselves to the target at hand, yet often suffer from training instabilities. In this work, we present a principled framework for combining SMC with diffusion-based samplers by viewing both methods in continuous time and considering measures on path space. This culminates in the new Sequential Controlled Langevin Diffusion (SCLD) sampling method, which is able to utilize the benefits of both methods and reaches improved performance on multiple benchmark problems, in many cases using only 10% of the training budget of previous diffusion-based samplers.