Sampling from multi-modal distributions with polynomial query complexity in fixed dimension via reverse diffusion
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Abstract (arXiv)
Even in low dimensions, sampling from multi-modal distributions is challenging. We provide the first sampling algorithm for a broad class of distributions -- including all Gaussian mixtures -- with a query complexity that is polynomial in the parameters governing multi-modality, assuming fixed dimension. Our sampling algorithm simulates a time-reversed diffusion process, using a self-normalized Monte Carlo estimator of the intermediate score functions. Unlike previous works, it avoids metastability, requires no prior knowledge of the mode locations, and relaxes the well-known log-smoothness assumption which excluded general Gaussian mixtures so far.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 35 of its 51 references that are in the map. First posted on arXiv 31 Dec 2024.
Builds on
35 of 51 references.
References · 35
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23 more
- 2017User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradientcited by 116
- 2024Iterated Denoising Energy Matching for Sampling from Boltzmann Densitiescited by 113
- 2021Deep Generative Learning via Schr"odinger Bridgecited by 103
- 2017A Hitting Time Analysis of Stochastic Gradient Langevin Dynamicscited by 70
- 2018Sampling Can Be Faster Than Optimizationcited by 68
- 2024Particle Denoising Diffusion Samplercited by 63
- 2021Bayesian Learning via Neural Schr"odinger-F"ollmer Flowscited by 56
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- 2024Target Score Matchingcited by 46
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- 2023Reverse Diffusion Monte Carlocited by 41
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Built on by
Citing papers per year: 2025: 1; 2026: 3.
4 papers.
- 2025Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyondcited by 11
- 2026On Forgetting and Stability of Score-based Generative modelscited by 3
- 2026Sobolev Regularized MMD Gradient Flowcited by 3
- 2026Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamicscited by 2
- 2026Sobolev Regularized MMD Gradient Flow12 May 2026
- 2026Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics1 Feb 2026
- 2026On Forgetting and Stability of Score-based Generative models29 Jan 2026
- 2025Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond7 Feb 2025