Related papers: Annealed importance sampling of dileucine peptide

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…

Recent progress has been made with Adaptive Multiple Importance Sampling (AMIS) methods that show improvement in effective sample size. However, consistency for the AMIS estimator has only been established in very restricted cases.…

Importance sampling is a popular method for efficient computation of various properties of a distribution such as probabilities, expectations, quantiles etc. The output of an importance sampling algorithm can be represented as a weighted…

Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models. Although AIS is guaranteed to provide unbiased estimate for any set of hyperparameters, the common…

Recent research has developed several Monte Carlo methods for estimating the normalization constant (partition function) based on the idea of annealing. This means sampling successively from a path of distributions that interpolate between…

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…

We describe an adaptation of the simulated annealing algorithm to nonparametric clustering and related probabilistic models. This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of…

Nonequilibrium sampling is potentially much more versatile than its equilibrium counterpart, but it comes with challenges because the invariant distribution is not typically known when the dynamics breaks detailed balance. Here, we derive a…

Importance sampling is a Monte Carlo method that introduces a proposal distribution to sample the space according to the target distribution. Yet calibration of the proposal distribution is essential to achieving efficiency, thus the resort…

Evaluating expectations on an Ising model (or Boltzmann machine) is essential for various applications, including statistical machine learning. However, in general, the evaluation is computationally difficult because it involves intractable…

The evaluation of the performance of adiabatic annealers is hindered by lack of efficient algorithms for simulating their behaviour. We exploit the analyticity of the standard model for the adiabatic quantum process to develop an efficient…

An increase in the efficiency of sampling from Boltzmann distributions would have a significant impact on deep learning and other machine-learning applications. Recently, quantum annealers have been proposed as a potential candidate to…

Gaussian Process Latent Variable Models (GPLVMs) have become increasingly popular for unsupervised tasks such as dimensionality reduction and missing data recovery due to their flexibility and non-linear nature. An importance-weighted…

Sampling efficiently from a target unnormalized probability density remains a core challenge, with relevance across countless high-impact scientific applications. A promising approach towards this challenge is the design of amortized…

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

This paper investigates adaptive importance sampling algorithms for which the policy, the sequence of distributions used to generate the particles, is a mixture distribution between a flexible kernel density estimate (based on the previous…

We present a modified simulated annealing method with a dynamical choice of the cooling temperature. The latter is determined via a closed-loop control and is proven to yield exponential decay of the entropy of the particle system. The…

We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…

Diabatic quantum annealing aims to mitigate the challenges posed by small energy gaps and decoherence in quantum optimization by exploiting nonadiabatic transitions. In this paper, we compare the performance of two diabatic protocols in a…