Variance-Reduced Diffusion Sampling via Target Score Identity

모드선택 :              
세미나 신청은 모드에서 세미나실 사용여부를 먼저 확인하세요

Variance-Reduced Diffusion Sampling via Target Score Identity

김수현 0 2122
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.

    정원 :
    부속시설 :
세미나명