Recently, there has been significant progress in learning-based diffusion samplers, which aim to sample from a given unnormalized density. Many of these approaches formulate the sampling task as a stochastic optimal control (SOC) problem using a canonical uninformative reference process, which limits their ability to efficiently guide trajectories toward the target distribution. In this work, we propose the Non-Equilibrium Annealed Adjoint Sampler (NAAS), a novel SOC-based diffusion framework that employs annealed reference dynamics as a non-stationary base SDE. This annealing structure provides a natural progression toward the target distribution and generates informative reference trajectories, thereby enhancing the stability and efficiency of learning the control. Owing to our SOC formulation, our framework can incorporate a variety of SOC solvers, thereby offering high flexibility in algorithmic design. As one instantiation, we employ a lean adjoint system inspired by adjoint matching, enabling efficient and scalable training. We demonstrate the effectiveness of NAAS across a range of tasks, including sampling from classical energy landscapes and molecular Boltzmann distributions.

Learning-based methods for sampling from the Gibbs distribution in finite-dimensional spaces have progressed quickly, yet theory and algorithmic design for infinite-dimensional function spaces remain limited. This gap persists despite their strong potential for sampling the paths of conditional diffusion processes, enabling efficient simulation of trajectories of diffusion processes that respect rare events or boundary constraints. In this work, we present the adjoint sampler for infinite-dimensional function spaces, a stochastic optimal control-based diffusion sampler that operates in function space and targets Gibbs-type distributions on infinite-dimensional Hilbert spaces. Our Functional Adjoint Sampler (FAS) generalizes Adjoint Sampling (Havens et al., 2025) to Hilbert spaces based on a SOC theory called stochastic maximum principle, yielding a simple and scalable matching-type objective for a functional representation. We show that FAS achieves superior transition path sampling performance across synthetic potential and real molecular systems, including Alanine Dipeptide and Chignolin.

We address the challenge of training diffusion models to sample from unnormalized energy distributions in the absence of data, the so-called diffusion samplers. Although these approaches have shown promise, they struggle to scale in more demanding scenarios where energy evaluations are expensive and the sampling space is high-dimensional. To address this limitation, we propose a scalable and sample-efficient framework that properly harmonizes the powerful classical sampling method and the diffusion sampler. Specifically, we utilize Monte Carlo Markov chain (MCMC) samplers with a novelty-based auxiliary energy as a Searcher to collect off-policy samples, using an auxiliary energy function to compensate for exploring modes the diffusion sampler rarely visits. These off-policy samples are then combined with on-policy data to train the diffusion sampler, thereby expanding its coverage of the energy landscape. Furthermore, we identify primacy bias, i.e., the preference of samplers for early experience during training, as the main cause of mode collapse during training, and introduce a periodic re-initialization trick to resolve this issue. Our method significantly improves sample efficiency on standard benchmarks for diffusion samplers and also excels at higher-dimensional problems and real-world molecular conformer generation.

This paper proposes a synergy of amortised and particle-based methods for sampling from distributions defined by unnormalised density functions. We state a connection between sequential Monte Carlo (SMC) and neural sequential samplers trained by maximum-entropy reinforcement learning (MaxEnt RL), wherein learnt sampling policies and value functions define proposal kernels and twist functions. Exploiting this connection, we introduce an off-policy RL training procedure for the sampler that uses samples from SMC -- using the learnt sampler as a proposal -- as a behaviour policy that better explores the target distribution. We describe techniques for stable joint training of proposals and twist functions and an adaptive weight tempering scheme to reduce training signal variance. Furthermore, building upon past attempts to use experience replay to guide the training of neural samplers, we derive a way to combine historical samples with annealed importance sampling weights within a replay buffer. On synthetic multi-modal targets (in both continuous and discrete spaces) and the Boltzmann distribution of alanine dipeptide conformations, we demonstrate improvements in approximating the true distribution as well as training stability compared to both amortised and Monte Carlo methods.

The Schrödinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport to the stochastic case, has received attention due to its connections to diffusion models and flow matching, as well as its applications in the natural sciences. However, all existing algorithms allow to infer such dynamics only for cases where samples from both distributions are available. In this paper, we propose the first general method for modelling Schrödinger bridges when one (or both) distributions are given by their unnormalised densities, with no access to data samples. Our algorithm relies on a generalisation of the iterative proportional fitting (IPF) procedure to the data-free case, inspired by recent developments in off-policy reinforcement learning for training of diffusion samplers. We demonstrate the efficacy of the proposed data-to-energy IPF on synthetic problems, finding that it can successfully learn transports between multimodal distributions. As a secondary consequence of our reinforcement learning formulation, which assumes a fixed time discretisation scheme for the dynamics, we find that existing data-to-data Schrödinger bridge algorithms can be substantially improved by learning the diffusion coefficient of the dynamics. Finally, we apply the newly developed algorithm to the problem of sampling posterior distributions in latent spaces of generative models, thus creating a data-free image-to-image translation method. Code: https://github.com/mmacosha/d2e-stochastic-dynamics

Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of such samplers is the proposal distribution by which locations are generated at which to evaluate the loss. Previous work has obtained such a proposal distribution by combining a partially learned transport with annealed Langevin dynamics. However, isolated modes and other pathological properties of the annealing path imply that such proposals achieve insufficient exploration and thereby lower performance post training. To remedy this, we propose continuously tempered diffusion samplers, which leverage exploration techniques developed in the context of molecular dynamics to improve proposal distributions. Specifically, a family of distributions across different temperatures is introduced to lower energy barriers at higher temperatures and drive exploration at the lower temperature of interest. We empirically validate improved sampler performance driven by extended exploration. Code is available at https://github.com/eje24/ctds.

Optimizing high-dimensional black-box functions under black-box constraints is a pervasive task in a wide range of scientific and engineering problems. These problems are typically harder than unconstrained problems due to hard-to-find feasible regions. While Bayesian optimization (BO) methods have been developed to solve such problems, they often struggle with the curse of dimensionality. Recently, generative model-based approaches have emerged as a promising alternative for constrained optimization. However, they suffer from poor scalability and are vulnerable to mode collapse, particularly when the target distribution is highly multi-modal. In this paper, we propose a new framework to overcome these challenges. Our method iterates through two stages. First, we train flow-based models to capture the data distribution and surrogate models that predict both function values and constraint violations with uncertainty quantification. Second, we cast the candidate selection problem as a posterior inference problem to effectively search for promising candidates that have high objective values while not violating the constraints. During posterior inference, we find that the posterior distribution is highly multi-modal and has a large plateau due to constraints, especially when constraint feedback is given as binary indicators of feasibility. To mitigate this issue, we amortize the sampling from the posterior distribution in the latent space of flow-based models, which is much smoother than that in the data space. We empirically demonstrate that our method achieves superior performance on various synthetic and real-world constrained black-box optimization tasks. Our code is publicly available \href{https://github.com/umkiyoung/CiBO}{here}.

Computational methods for learning to sample from the Boltzmann distribution -- where the target distribution is known only up to an unnormalized energy function -- have advanced significantly recently. Due to the lack of explicit target samples, however, prior diffusion-based methods, known as diffusion samplers, often require importance-weighted estimation or complicated learning processes. Both trade off scalability with extensive evaluations of the energy and model, thereby limiting their practical usage. In this work, we propose Adjoint Schrödinger Bridge Sampler (ASBS), a new diffusion sampler that employs simple and scalable matching-based objectives yet without the need to estimate target samples during training. ASBS is grounded on a mathematical model -- the Schrödinger Bridge -- which enhances sampling efficiency via kinetic-optimal transportation. Through a new lens of stochastic optimal control theory, we demonstrate how SB-based diffusion samplers can be learned at scale via Adjoint Matching and prove convergence to the global solution. Notably, ASBS generalizes the recent Adjoint Sampling (Havens et al., 2025) to arbitrary source distributions by relaxing the so-called memoryless condition that largely restricts the design space. Through extensive experiments, we demonstrate the effectiveness of ASBS on sampling from classical energy functions, amortized conformer generation, and molecular Boltzmann distributions.