Steering Diffusion Models to Rare Events with Sequential Monte Carlo

arXiv:2610.08652v1 Announce Type: cross Abstract: Diffusion models are increasingly used as surrogates for expensive simulators in weather prediction, molecular dynamics, and materials design. In these models, computing the probability p_0[E] of an event E is difficult, especially when the event of interest is rare. A stable estimate using Monte Carlo becomes computationally intractable, requiring a growing sample size propto!1/p_0[E] to compensate for an increasing rarity. In this paper, we present Diffusion Importance Sampling of Rare Events or DireSMC, a sequential Monte Carlo scheme that guides a population of weighted samples towards the rare event, giving access not only to samples but also to a calibrated estimate of its probability. We set up our guidance using an analytical relaxation of the event set, allowing the method to easily extend to a wide range of user-defined rare events. We validate our method on a toy problem with analytical solutions and on a score-based climate emulator, where we obtain accurate rare-event probabilities on a range of rarities from 10^{-3} to 10^{-5}, achieving net speed-ups of 9imes to 1413imes over Monte Carlo.

Related

• Discrete Diffusion Inference-Time Control with Nested Sequential Monte Carlo
• Specificity-Aware Diffusion Steering via Variance-Reduced Sequential Monte Carlo
• Accurate Sampling from Diffusion Models
• A Mean-Field Framework for Inference-Time Distributional Control of Diffusion Models

Source: arXiv cs.LG | 2026-10-07