Girsanov change of measure

SURGE: Approximation-free Training-Free Particle Filter for Diffusion Surrogate

The paper introduces URGE (Unbiased Resampling via Girsanov Estimation), a derivative-free inference-time scaling algorithm for diffusion models that performs path-wise importance reweighting using a Girsanov change of measure. Unlike existing inference-time guidance methods, URGE requires no score, Hessian, or PDE evaluations, attaching multiplicative weights to simulated trajectories and periodically resampling. The authors establish a theoretical equivalence between path-wise and particle-wise sequential Monte Carlo (SMC), guaranteeing unbiased terminal distributions. Empirically, URGE outperforms existing inference-time guidance baselines on synthetic tests and diffusion-model benchmarks while being simpler to implement.