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Arxiv

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Image Credit: Arxiv

A noise-corrected Langevin algorithm and sampling by half-denoising

  • A noise-corrected Langevin algorithm has been proposed for sampling from a given pdf in a real space.
  • In deep learning, it is often easier to learn the gradient of the log-density of noisy data, which introduces bias in the Langevin algorithm.
  • The noise-corrected Langevin algorithm removes the bias due to noisy data, at least regarding first-order terms.
  • The algorithm only requires knowledge of the noisy score function for one single noise level.

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