Score-based diffusion meets annealed importance sampling by Doucet, A, Grathwohl, G, Matthews, AGDG, Strathmann, H

“…We here leverage recent progress in score-based generative modeling (SGM) to approximate the optimal extended target distribution for AIS proposals corresponding to the discretization of Langevin and Hamiltonian dynamics. We demonstrate these novel, differentiable, AIS procedures on a number of synthetic benchmark distributions and variational auto-encoders.…”