Parallel and Flexible Sampling from Autoregressive Models via Langevin Dynamics

Vivek Jayaram · John Thickstun

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Tue 20 Jul 6:40 p.m. — 6:45 p.m. PDT
[ Paper ]

This paper introduces an alternative approach to sampling from autoregressive models. Autoregressive models are typically sampled sequentially, according to the transition dynamics defined by the model. Instead, we propose a sampling procedure that initializes a sequence with white noise and follows a Markov chain defined by Langevin dynamics on the global log-likelihood of the sequence. This approach parallelizes the sampling process and generalizes to conditional sampling. Using an autoregressive model as a Bayesian prior, we can steer the output of a generative model using a conditional likelihood or constraints. We apply these techniques to autoregressive models in the visual and audio domains, with competitive results for audio source separation, super-resolution, and inpainting.

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