Population-based adaptive importance sampling (AIS) methods use a set of proposal densities to approximate complex target distributions. Their performance is commonly assessed through effective sample size (ESS) and related weight-based diagnostics, which measure the concentration of normalized importance weights. However, a large ESS only indicates that the normalized sample weights are not strongly concentrated; it does not describe how the proposal components are arranged in the sampling space. In population-based AIS, several proposal components may generate samples in the same region of the target, so the sample weights can appear well balanced even though the effective number of distinct proposal components is small. This letter introduces the effective number of proposals (ENP), a similarity-aware proposal-level diagnostic for population-based AIS. ENP combines the total normalized weight assigned to each proposal with a redundancy measure computed from similarities among target-weighted samples, estimating the number of non-redundant empirical proposal contributions to the approximation. We establish basic effective-number properties and show that ENP detects proposal collapse and duplication missed by standard ESS. We also illustrate its use as a targeted feedback signal for proposal rejuvenation.
Sampling from an unnormalized Boltzmann density requires proposals that move probability mass globally while retaining enough path-probability information for statistical correction. We introduce Neural Non-Equilibrium Hamiltonian Monte Carlo (NHMC), a train-then-correct learned Hamiltonian sampler. Starting from a tractable base distribution, NHMC learns stochastic Hamiltonian-style paths toward the target. Once training is complete, the learned proposal parameters are fixed; the proposal then generates complete paths and endpoint configurations, which are statistically corrected using the recorded non-equilibrium work. This dimensionless generalized work is determined by the probability ratio between the forward proposal path and a reverse reference path. During training, minimizing its mean reduces a path-space KL divergence and controls an upper bound on endpoint mismatch. During evaluation, the same quantity defines weights for self-normalized importance sampling on paths (path-SNIS), estimates normalizing constants or free-energy differences, and gives the acceptance ratio for path-space independent Metropolis--Hastings (path-IMH). We further derive a shared-bridge round-trip NHMC--MH kernel and prove that its configuration-space transition preserves the Boltzmann target. On double-well, finite-volume lattice $φ^4$, compact non-Abelian gauge, and Lennard--Jones cluster targets, the NHMC construction gives corrected estimates when path overlap is sufficient; when overlap is poor, weight degeneracy, low acceptance, and long autocorrelation expose proposal failure. We additionally report a molecular internal-coordinate feasibility study using a molecular-dynamics prior and learned-force path proposal.
Weighted empirical measures on compact manifolds appear in importance sampling, particle approximations, posterior summaries, quadrature, and representation learning. Ordinary effective sample size and related weight summaries ignore the geometry of the support. We introduce heat-kernel entropy profiles to measure nonuniformity after intrinsic diffusion at a range of scales. For order-two Rényi entropy, pairwise heat-kernel overlaps give an exact profile and a geometric effective sample size. This effective sample size discounts nearby or duplicate particles. It approaches ordinary effective sample size as overlaps between distinct particles vanish. On compact boundaryless manifolds, we establish profile monotonicity, gESS scale limits, deterministic-weight consistency, and a bounded-ratio result for self-normalized importance sampling. On spheres, the unlogged profile decomposes into spherical-harmonic energies. The first terms are squared mean-resultant and traceless-second-moment energies, which give vMF- and Bingham-type scalar summaries. Experiments identify antipodal, girdle, multimodal, and duplicate-particle structures that weight-only and first-moment summaries miss.