Diffusion Quasi-Monte Carlo

DOI10.48550/arXiv.2608.11055MaRDI QIDQ7284762zbMATH OpenarXivFDO

Authors Jianlong Chen, Yifeng Yu

Publication date 11 August 2026

Published in arXiv

Tldr We study numerical integration using diffusion-based transport maps and randomized quasi-Monte Carlo (RQMC). By leveraging the induced probability flow ODE of score-based diffusion models, we construct an unbiased integration method that satisfies a key condition for efficient RQMC: the boundary growth condition.

Full work available at URL https://doi.org/10.48550/arXiv.2608.11055

arXiv classification

math.NA

Cites work

• Halton Sequences Avoid the Origin
• Probabilistic integration: a role in statistical computation?
• Scrambled geometric net integration over general product spaces
• Transformations and Hardy-Krause variation

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