Neural Flow Samplers with Shortcut Models
Keywords: sampling, unnormalised density, flow models
TL;DR: We present an algorithm that learns a velocity field to satisfy the continuity equation for sampling from unnormalised densities.
Abstract: Sampling from unnormalized densities is a fundamental task across various domains. Flow-based samplers generate samples by learning a velocity field that satisfies the continuity equation, but this requires estimating the intractable time derivative of the partition function. While importance sampling provides an approximation, it suffers from high variance. To mitigate this, we introduce a velocity-driven Sequential Monte Carlo method combined with control variates to reduce variance. Additionally, we incorporate a shortcut model to improve efficiency by minimizing the number of sampling steps. Empirical results on both synthetic datasets and $n$-body system targets validate the effectiveness of our approach.
Submission Number: 9
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