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We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Machine Learning · Statistics 2020-01-07 Michalis K. Titsias , Petros Dellaportas

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

High Energy Physics - Lattice · Physics 2021-06-04 Gurtej Kanwar

Unsupervised speech enhancement based on variational autoencoders has shown promising performance compared with the commonly used supervised methods. This approach involves the use of a pre-trained deep speech prior along with a parametric…

Sound · Computer Science 2022-11-08 Mostafa Sadeghi , Romain Serizel

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the Multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and…

Numerical Analysis · Mathematics 2014-12-23 Eike H. Mueller , Rob Scheichl , Tony Shardlow

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Computation · Statistics 2017-12-27 Patrick Conrad , Andrew Davis , Youssef Marzouk , Natesh Pillai , Aaron Smith

Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian computation, but can be computationally intensive, especially in high-dimensional settings. Push-forward generative models, such as generative adversarial networks (GANs),…

Machine Learning · Computer Science 2026-02-25 Jonathan Spence , Tobías I. Liaudat , Konstantinos Zygalakis , Marcelo Pereyra

This paper studies the fundamental problem of learning multi-layer generator models. The multi-layer generator model builds multiple layers of latent variables as a prior model on top of the generator, which benefits learning complex data…

Computer Vision and Pattern Recognition · Computer Science 2023-10-13 Jiali Cui , Ying Nian Wu , Tian Han

We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on…

Machine Learning · Computer Science 2020-10-13 Yang Song , Stefano Ermon

Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…

Numerical Analysis · Mathematics 2025-08-11 Tony Lelièvre , Régis Santet , Gabriel Stoltz

Essential to visual generation is efficient modeling of visual data priors. Conventional next-token prediction methods define the process as learning the conditional probability distribution of successive tokens. Recently, next-scale…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Jinhua Zhang , Wei Long , Minghao Han , Weiyi You , Shuhang Gu

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

Leveraging well-established MCMC strategies, we propose MCMC-interactive variational inference (MIVI) to not only estimate the posterior in a time constrained manner, but also facilitate the design of MCMC transitions. Constructing a…

Machine Learning · Computer Science 2022-12-14 Quan Zhang , Huangjie Zheng , Mingyuan Zhou

The goal of this paper is to deal with a data scarcity scenario where deep learning techniques use to fail. We compare the use of two well established techniques, Restricted Boltzmann Machines and Variational Auto-encoders, as generative…

Machine Learning · Computer Science 2020-03-02 Juan Maroñas , Roberto Paredes , Daniel Ramos

Variational autoencoders (VAEs) are latent variable models that can generate complex objects and provide meaningful latent representations. Moreover, they could be further used in downstream tasks such as classification. As previous work…

Machine Learning · Computer Science 2022-10-13 Anna Kuzina , Max Welling , Jakub M. Tomczak

We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…

Machine Learning · Statistics 2017-08-07 Michalis K. Titsias

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

We present a novel algorithm for parameter learning in generic deep generative models that builds upon the predictive coding (PC) framework of computational neuroscience. Our approach modifies the standard PC algorithm to bring performance…

Machine Learning · Computer Science 2024-11-19 Umais Zahid , Qinghai Guo , Zafeirios Fountas

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

Methodology · Statistics 2021-04-20 Rubén Loaiza-Maya , Michael Stanley Smith , David J. Nott , Peter J. Danaher

Maximum likelihood estimation is widely used in training Energy-based models (EBMs). Training requires samples from an unnormalized distribution, which is usually intractable, and in practice, these are obtained by MCMC algorithms such as…

Machine Learning · Computer Science 2021-04-23 Zhisheng Xiao , Qing Yan , Yali Amit