smc
SI O: Smoothing Inference with Twisted Objectives
Sequential Monte Carlo (SMC) is an inference algorithm for state space models that approximates the posterior by sampling from a sequence of target distributions. The target distributions are often chosen to be the filtering distributions, but these ignore information from future observations, leading to practical and theoretical limitations in inference and model learning. We introduce SIXO, a method that instead learns target distributions that approximate the smoothing distributions, incorporating information from all observations. The key idea is to use density ratio estimation to fit functions that warp the filtering distributions into the smoothing distributions. We then use SMC with these learned targets to define a variational objective for model and proposal learning. SIXO yields provably tighter log marginal lower bounds and offers more accurate posterior inferences and parameter estimates in a variety of domains.
Neurally-Guided Procedural Models: Amortized Inference for Procedural Graphics Programs using Neural Networks
Daniel Ritchie, Anna Thomas, Pat Hanrahan, Noah Goodman
Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how to create procedural models which learn how to satisfy constraints. We augment procedural models with neural networks which control how the model makes random choices based on the output it has generated thus far. We call such models neurally-guided procedural models. As a pre-computation, we train these models to maximize the likelihood of example outputs generated via SMC. They are then used as efficient SMC importance samplers, generating high-quality results with very few samples. We evaluate our method on L-system-like models with imagebased constraints. Given a desired quality threshold, neurally-guided models can generate satisfactory results up to 10x faster than unguided models.
Simulation of Active Soft Nets for Capture of Space Debris
In this work, we propose a simulator, based on the open-source physics engine MuJoCo, for the design and control of soft robotic nets for the autonomous removal of space debris. The proposed simulator includes net dynamics, contact between the net and the debris, self-contact of the net, orbital mechanics, and a controller that can actuate thrusters on the four satellites at the corners of the net. It showcases the case of capturing Envisat, a large ESA satellite that remains in orbit as space debris following the end of its mission. This work investigates different mechanical models, which can be used to simulate the net dynamics, simulating various degrees of compliance, and different control strategies to achieve the capture of the debris, depending on the relative position of the net and the target. Unlike previous works on this topic, we do not assume that the net has been previously ballistically thrown toward the target, and we start from a relatively static configuration. The results show that a more compliant net achieves higher performance when attempting the capture of Envisat. Moreover, when paired with a sliding mode controller, soft nets are able to achieve successful capture in 100% of the tested cases, whilst also showcasing a higher effective area at contact and a higher number of contact points between net and Envisat.
Parallelizing Tree Search with Twice Sequential Monte Carlo
Oren, Yaniv, de Vries, Joery A., van der Vaart, Pascal R., Spaan, Matthijs T. J., Bรถhmer, Wendelin
Model-based reinforcement learning (RL) methods that leverage search are responsible for many milestone breakthroughs in RL. Sequential Monte Carlo (SMC) recently emerged as an alternative to the Monte Carlo Tree Search (MCTS) algorithm which drove these breakthroughs. SMC is easier to parallelize and more suitable to GPU acceleration. However, it also suffers from large variance and path degeneracy which prevent it from scaling well with increased search depth, i.e., increased sequential compute. To address these problems, we introduce Twice Sequential Monte Carlo Tree Search (TSMCTS). Across discrete and continuous environments TSMCTS outperforms the SMC baseline as well as a popular modern version of MCTS. Through variance reduction and mitigation of path degeneracy, TSMCTS scales favorably with sequential compute while retaining the properties that make SMC natural to parallelize.
Inference-Time Scaling of Discrete Diffusion Models via Importance Weighting and Optimal Proposal Design
Ou, Zijing, Pani, Chinmay, Li, Yingzhen
Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC) framework that enables scalable inference-time control of discrete diffusion models through principled importance weighting and optimal proposal construction. Specifically, our approach derives tractable importance weights for a range of intermediate targets and characterises the optimal proposal, for which we develop two practical approximations: a first-order gradient-based approximation and an amortised proposal trained to minimise the log-variance of the importance weights. Empirical results across synthetic tasks, language modelling, biology design, and text-to-image generation demonstrate that our framework enhances controllability and sample quality, highlighting the effectiveness of SMC as a versatile recipe for scaling discrete diffusion models at inference time.
Export Reviews, Discussions, Author Feedback and Meta-Reviews
First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. In particle filtering, the resampling step is a synchronous operation: one needs all the particles before computing the normalised weights (since the denominator is the sum of all the weights), and then resample. The reviewed paper propose an asynchronous resampling mechanism, where the number of children of particle k depends only the weights of particles 1 to k. The proposed idea is quite straightforward, but still interesting and potentially very useful. What is a bit lacking in the current version is some motivation for an asynchronous implementation of particle filtering.