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| Format: | Preprint |
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2026
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| Online Access: | https://arxiv.org/abs/2604.20052 |
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| _version_ | 1866917449865101312 |
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| author | Huang, Hanwen |
| author_facet | Huang, Hanwen |
| contents | We propose Annealed Langevin Monte Carlo for Flow ODE Sampling (ALMC-ODE), a method for generating samples from unnormalized target distributions, with a particular emphasis on multimodal densities that are challenging for standard Markov chain Monte Carlo methods. ALMC-ODE is based on a probability-flow ordinary differential equation (ODE) derived from stochastic interpolants, which continuously transports a standard Gaussian reference distribution at $t = 0$ to the target distribution $ρ$ at $t = 1$. The key innovation lies in an annealed Langevin Markov chain that evolves through a sequence of intermediate distributions bridging the reference and the target. The resulting importance-weighted particles, reweighted via a Jarzynski-based scheme, yield a low-variance estimator of the velocity field governing the ODE. On the theoretical side, we establish a Jarzynski-type reweighting identity for general time-inhomogeneous transition kernels, characterize the optimal backward kernel that minimizes the variance of the importance weights, and prove an $\mathcal{O}(1/n)$ mean squared error bound for the resulting velocity-field estimator. Numerical experiments on challenging benchmarks, including Gaussian mixture models and a 64-dimensional Allen--Cahn field system, demonstrate that ALMC-ODE significantly outperforms both direct Monte Carlo ODE approaches and Hamiltonian Monte Carlo when applied to highly multimodal target distributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_20052 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Annealed Langevin Monte Carlo for Flow ODE Sampling Huang, Hanwen Computation We propose Annealed Langevin Monte Carlo for Flow ODE Sampling (ALMC-ODE), a method for generating samples from unnormalized target distributions, with a particular emphasis on multimodal densities that are challenging for standard Markov chain Monte Carlo methods. ALMC-ODE is based on a probability-flow ordinary differential equation (ODE) derived from stochastic interpolants, which continuously transports a standard Gaussian reference distribution at $t = 0$ to the target distribution $ρ$ at $t = 1$. The key innovation lies in an annealed Langevin Markov chain that evolves through a sequence of intermediate distributions bridging the reference and the target. The resulting importance-weighted particles, reweighted via a Jarzynski-based scheme, yield a low-variance estimator of the velocity field governing the ODE. On the theoretical side, we establish a Jarzynski-type reweighting identity for general time-inhomogeneous transition kernels, characterize the optimal backward kernel that minimizes the variance of the importance weights, and prove an $\mathcal{O}(1/n)$ mean squared error bound for the resulting velocity-field estimator. Numerical experiments on challenging benchmarks, including Gaussian mixture models and a 64-dimensional Allen--Cahn field system, demonstrate that ALMC-ODE significantly outperforms both direct Monte Carlo ODE approaches and Hamiltonian Monte Carlo when applied to highly multimodal target distributions. |
| title | Annealed Langevin Monte Carlo for Flow ODE Sampling |
| topic | Computation |
| url | https://arxiv.org/abs/2604.20052 |