Related papers: Optimal sampling of dynamical large deviations via…
An efficient representation of observed data has many benefits in various domains of engineering and science. Representing static data sets, such as images, is a living branch in machine learning and eases downstream tasks, such as…
Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and…
Stochastic Gradient (SG) Markov Chain Monte Carlo algorithms (MCMC) are popular algorithms for Bayesian sampling in the presence of large datasets. However, they come with little theoretical guarantees and assessing their empirical…
We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…
In this paper, we investigate the limiting empirical spectral distribution (LSD) of sums of independent rank-one $k$-fold tensor products of $n$-dimensional vectors as $k,n \to \infty$. Assuming that the base vectors are complex random…
The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…
Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…
Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…
We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…
An introduction to numerical large-deviation sampling is provided. First, direct biasing with a known distribution is explained. As simple example, the Bernoulli experiment is used throughout the text. Next, Markov chain Monte Carlo (MCMC)…
Determinantal point processes (DPPs) have become a significant tool for recommendation systems, feature selection, or summary extraction, harnessing the intrinsic ability of these probabilistic models to facilitate sample diversity. The…
We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a…
We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…
A framework is proposed to generate a phenomenological model that extracts the essence of a dynamical system (DS) with large degrees of freedom using machine learning. For a given microscopic DS, the optimum transformation to a small number…
Projected entangled pair states (PEPS) on finite two-dimensional lattices are a natural ansatz for representing ground states of local many-body Hamiltonians, as they inherently satisfy the boundary law of entanglement entropy. In this…
This paper introduces matrix product state (MPS) decomposition as a computational tool for extracting features of multidimensional data represented by higher-order tensors. Regardless of tensor order, MPS extracts its relevant features to…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely,…
The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…
We study the problem of learning mixtures of linear dynamical systems (MLDS) from input-output data. The mixture setting allows us to leverage observations from related dynamical systems to improve the estimation of individual models.…