3 papers
stat.ML2026
Diffusion Path Samplers via Sequential Monte Carlo
James Matthew Young, Paula Cordero-Encinar, Sebastian Reich +2
We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates be…
math.OC2026
A McKean-Pontrygin maximum principle for entropic-regularized optimal transport
Sebastian Reich
This note outlines a mean-field approach to dynamic optimal transport problems based on the recently proposed McKean-Pontryagin maximum principle. Key aspects of the proposed metho…
stat.CO2025
Sampling by averaging: A multiscale approach to score estimation
Paula Cordero-Encinar, Andrew B. Duncan, Sebastian Reich +1
We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods ei…