Related papers: HMCF - Hamiltonian Monte Carlo Sampling for Fields…
The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…
We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et al. (2014), and a new scheme based on optimal acceptance…
We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The power of the RMHMC method is that it exploits the geometric structure…
We propose an importance sampling (IS)-based transport map Hamiltonian Monte Carlo procedure for performing full Bayesian analysis in general nonlinear high-dimensional hierarchical models. Using IS techniques to construct a transport map,…
Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…
We present the \texttt{NeuMC} software package, based on \pytorch, aimed at facilitating the research on neural samplers in lattice field theories. Neural samplers based on normalizing flows are becoming increasingly popular in the context…
We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex body. We prove that, starting from a warm start, the walk mixes to a log-concave target…
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…
Hamiltonian Monte Carlo (HMC) is a premier Markov Chain Monte Carlo (MCMC) algorithm for continuous target distributions. Its full potential can only be unleashed when its problem-dependent hyperparameters are tuned well. The adaptation of…
Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltonian Monte Carlo (HMC) is the default algorithm across…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
We develop an extended framework for the hybrid Monte Carlo (HMC) algorithm in lattice gauge theory by embedding the $SU(N)$ group into the space of general complex matrices,$M_N(\mathbb{C})$. Auxiliary directions will be completely…
We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…
This paper presents hep-aid, a modular Python library conceived for utilising, implementing, and developing parameter scan algorithms. Originally devised for sample-efficient, multi-objective active search approaches in computationally…
We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…
Hamiltonian systems with multiple timescales arise in molecular dynamics, classical mechanics, and theoretical physics. Long-time numerical integration of such systems requires resolving fast dynamics with very small time steps, which…
Hamilton's equations of motion form a fundamental framework in various branches of physics, including astronomy, quantum mechanics, particle physics, and climate science. Classical numerical solvers are typically employed to compute the…
In this work we present a new framework for neural networks compression with fine-tuning, which we called Neural Network Compression Framework (NNCF). It leverages recent advances of various network compression methods and implements some…
In this article, we analyze Hamiltonian Monte Carlo (HMC) by placing it in the setting of Riemannian geometry using the Jacobi metric, so that each step corresponds to a geodesic on a suitable Riemannian manifold. We then combine the notion…
The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…