Physics Commons^™

Accelerating Markov Chain Monte Carlo Sampling With Diffusion Models, N. T. Hunt-Smith, W. Melnitchouk, F. Ringer, N. Sato, A. W. Thomas, M. J. White

Physics Faculty Publications

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the …