Variance-Reduced Diffusion Sampling via Target Score Identity
김수현
27동 220호
0
2122
03.19 10:21
| 구분 | 초청강연 |
|---|---|
| 일정 | 2026-03-24(화) 17:00~18:00 |
| 세미나실 | 27동 220호 |
| 강연자 | Tan Bui-Thanh (University of Texas at Austin) |
| 담당교수 | 홍영준 |
| 기타 |
We study variance reduction for score estimation and diffusion based sampling in settings where the clean (target) score is available or can be approximated. We start from the Target Score Identity (TSI), which expresses the noisy marginal score as a conditional expectation under
the forward diffusion kernel. Building on this, we develop: (i) a nonparametric estimator based on self normalized importance sampling that can be used directly with standard solvers (ii) a varianceminimizing state and time dependent blending rule between Tweedie type and TSI estimators together with an anticorrelation analysis, (iii) a data-only extension based on locally fitted proxy scores, and (iv) a likelihood informed extension to Bayesian inverse problems. Experiments on synthetic targets and PDE governed inverse problems demonstrate improved sample quality for a fixed simulation budget.