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stat.ML2026
Discrete Adjoint Schrödinger Bridge Sampler
Wei Guo, Yuchen Zhu, Xiaochen Du +6
Learning discrete neural samplers is challenging due to the lack of gradients and combinatorial complexity. While stochastic optimal control (SOC) and Schrödinger bridge (SB) provi…
stat.ML2025
Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond
Wei Guo, Molei Tao, Yongxin Chen
Given an unnormalized probability density , estimating its normalizing constant or free energy $F=-\lo…
stat.ML2024
Provable Benefit of Annealed Langevin Monte Carlo for Non-log-concave Sampling
Wei Guo, Molei Tao, Yongxin Chen
We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. To enhance the performance of simple Markov chain Monte Car…