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Research PaperResearchia:202606.10036

Itô maps for any-step SDEs

Zhengkai Pan

Abstract

Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics. These methods rely on learning from ordinary differential equations, leaving open how to define an exact distillation procedure for stochastic dynamics. We introduce the Itô map, an any-step stochastic flow map that takes an intermediate state and Brownian path and predicts future states in a single pass. The Itô map formulation yields novel estimators for inference-time control ...

Submitted: June 10, 2026Subjects: Statistics; Data Science

Description / Details

Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics. These methods rely on learning from ordinary differential equations, leaving open how to define an exact distillation procedure for stochastic dynamics. We introduce the Itô map, an any-step stochastic flow map that takes an intermediate state and Brownian path and predicts future states in a single pass. The Itô map formulation yields novel estimators for inference-time control by providing cheap, differentiable access to posterior samples. Empirically, Itô maps produce diverse, conditionally valid endpoint samples from fixed intermediate states and support strong steering performance on synthetic and image-generation benchmarks. These results establish any-step SDE integration as a useful primitive for posterior sampling and stochastic control.


Source: arXiv:2606.11156v1 - http://arxiv.org/abs/2606.11156v1 PDF: https://arxiv.org/pdf/2606.11156v1 Original Link: http://arxiv.org/abs/2606.11156v1

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Date:
Jun 10, 2026
Topic:
Data Science
Area:
Statistics
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