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Adaptive Path Integral Diffusion: AdaPID

Research output: Contribution to journal › Article › peer-review

Abstract

Harmonic Path Integral Diffusion (H-PID) provides an analytically tractable framework for sampling from a target density (Formula presented.). H-PID can be viewed as a diffusion bridge model solving a stochastic optimal transport problem from a (Formula presented.) -density at (Formula presented.) to the target density at (Formula presented.). The dynamics are governed by a controlled stochastic differential equation, and the corresponding variational stochastic optimal transport objective combines a time-dependent quadratic potential, (Formula presented.), with a kinetic control cost, (Formula presented.). The focus of this paper is the design of the temporal stiffness protocol (Formula presented.), which enables explicit control of intermediate sampling dynamics when the terminal density is fixed. We exploit the central advantage of H-PID—its integrability—which yields an explicit representation of the optimal control in terms of the target density and Green functions of the associated linear forward and backward diffusion-in-a-potential problems. Our main contribution is to convert this integrable structure into a practical methodology for protocol optimization. Specializing to piecewise-constant stiffness schedules and Gaussian-mixture targets, we develop two complementary optimization principles: The first is a deterministic one, relying on explicit evaluation of the dynamic marginals, and exemplified on a velocity-gradient-sensitivity objective, which provides a computationally controlled framework for optimizing transport regularity and stiffness. The second is a stochastic one, implemented via sampling, and exemplified on sharpness-based temporal-memory objective regularized to favor transitions within a prescribed time window that targets the temporal organization of the sampling path. These two objectives illuminate different aspects of the same protocol-design problem. The velocity-gradient-sensitivity objective serves as a clean methodological backbone and supports interpretable optimization and scaling studies. The sharpness-based objective reveals that schedule quality is target-dependent, and that the dependence on (Formula presented.) is not universal: different target geometries may favor different stiffness regimes and qualitatively different transient organizations. Examples with low- and moderate-dimensional Gaussian mixtures demonstrate that the proposed approach can control not only the terminal sampling accuracy but also the transient evolution of probability mass, while remaining computationally light and theoretically transparent.

Original languageEnglish (US)
Article number492
JournalEntropy
Volume28
Issue number5
DOIs
StatePublished - May 2026
Externally publishedYes

Keywords

  • diffusion bridge
  • diffusion models
  • Gaussian mixtures
  • generative models
  • optimal transport
  • path integrals
  • sampling diagnostics
  • schedule optimization
  • stochastic optimal control

ASJC Scopus subject areas

  • Information Systems
  • Mathematical Physics
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Electrical and Electronic Engineering

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