When the blur is slower than the flow: clipped and corrected samplers on the critically damped Langevin flow

Critically damped Langevin diffusion (CLD) generates data in position–velocity phase space. The standard CLD specifies its noise through a stochastic differential equation and never meets the threshold studied here. We combine the CLD flow instead with an isotropic noise schedule specified by its marginals, σ(t) = σ_min e^{rt}. A reverse-time SDE with state-independent noise then exists only for r ≥ κ, the largest stretching rate of the flow; below κ the standard clipped sampler is biased, while a corrected sampler and the probability-flow ODE stay exact. On a four-dimensional Gaussian-mixture test, the measured shrinkage places the threshold at κ_fit/κ = 0.992 ± 0.025. An exact error equation shows that the damage is made while the blur is close to σ_min, does not depend on σ_max, and exceeds 10% only when σ_min is comparable to the data scale or the CLD mass is far from its default (up to 18.6% in mixtures). With learned scores the clipped sampler breaks as with the exact score, and the corrected sampler fixes it without retraining. In typical settings, with σ_min below the data scale, the threshold effect is a few per cent, smaller than the error of a small learned score. For a single Gaussian mode in the noise-dominated regime, the probability-flow ODE never damps a score error, it only rotates it, whereas the corrected SDE damps it. Code, data and verification: https://github.com/neginyan/cld-corrected-sampler (doi:10.5281/zenodo.23689208).

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-27
DOI
https://doi.org/10.5281/zenodo.23689912
Primary Topic
Markov Chains and Monte Carlo Methods
Type
preprint
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preprint

When the blur is slower than the flow: clipped and corrected samplers on the critically damped Langevin flow

Taishi Namba
1 links
Zenodo (CERN European Organization for Nuclear Research)
Markov Chains and Monte Carlo Methods
preprint

When the blur is slower than the flow: clipped and corrected samplers on the critically damped Langevin flow

Taishi Namba
preprint en

Abstract

Critically damped Langevin diffusion (CLD) generates data in position–velocity phase space. The standard CLD specifies its noise through a stochastic differential equation and never meets the threshold studied here. We combine the CLD flow instead with an isotropic noise schedule specified by its marginals, σ(t) = σ_min e^{rt}. A reverse-time SDE with state-independent noise then exists only for r ≥ κ, the largest stretching rate of the flow; below κ the standard clipped sampler is biased, while a corrected sampler and the probability-flow ODE stay exact. On a four-dimensional Gaussian-mixture test, the measured shrinkage places the threshold at κ_fit/κ = 0.992 ± 0.025. An exact error equation shows that the damage is made while the blur is close to σ_min, does not depend on σ_max, and exceeds 10% only when σ_min is comparable to the data scale or the CLD mass is far from its default (up to 18.6% in mixtures). With learned scores the clipped sampler breaks as with the exact score, and the corrected sampler fixes it without retraining. In typical settings, with σ_min below the data scale, the threshold effect is a few per cent, smaller than the error of a small learned score. For a single Gaussian mode in the noise-dominated regime, the probability-flow ODE never damps a score error, it only rotates it, whereas the corrected SDE damps it. Code, data and verification: https://github.com/neginyan/cld-corrected-sampler (doi:10.5281/zenodo.23689208).

Zenodo (CERN European Organization for Nuclear Research)
Markov Chains and Monte Carlo Methods
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