Related papers: Generative models for sampling of lattice field th…
Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…
When researchers develop new econometric methods it is common practice to compare the performance of the new methods to those of existing methods in Monte Carlo studies. The credibility of such Monte Carlo studies is often limited because…
Tensor network states are powerful variational ans\"atze for many-body ground states of quantum lattice models. The use of Monte Carlo sampling techniques in tensor network approaches significantly reduces the cost of tensor contractions,…
Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately…
Monte Carlo simulations are a crucial component when analysing the Standard Model and New physics processes at the Large Hadron Collider. This paper aims to explore the performance of generative models for complementing the statistics of…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to…
The cost of Monte Carlo sampling of lattice configurations is very high in the critical region of lattice field theory due to the high correlation between the samples. This paper suggests a Conditional Normalizing Flow (C-NF) model for…
In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…
Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…
We show that Generative Adversarial Networks (GANs) may be fruitfully exploited to learn stochastic dynamics, surrogating traditional models while capturing thermal fluctuations. Specifically, we showcase the application to a…
This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…
Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…
The role of AI-generated synthetic data has recently been expanded to support realistic Monte Carlo simulations. However, guidance is limited on generating data with multilevel structures and designing simulations based on such data. This…
We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…
Markov chain Monte Carlo methods have become popular in statistics as versatile techniques to sample from complicated probability distributions. In this work, we propose a method to parameterize and train transition kernels of Markov chains…
Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…