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The tensor renormalization group attracts great attention as a new numerical method that is free of the sign problem. In addition to this striking feature, it also has an attractive aspect as a coarse-graining of space-time; the…

High Energy Physics - Lattice · Physics 2018-12-04 Ryo Sakai , Daisuke Kadoh , Yoshinobu Kuramashi , Yoshifumi Nakamura , Shinji Takeda , Yusuke Yoshimura

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

Learning a graph topology to reveal the underlying relationship between data entities plays an important role in various machine learning and data analysis tasks. Under the assumption that structured data vary smoothly over a graph, the…

Machine Learning · Statistics 2023-08-23 Xingyue Pu , Tianyue Cao , Xiaoyun Zhang , Xiaowen Dong , Siheng Chen

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…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

We propose a novel Metropolis-Hastings algorithm to sample uniformly from the space of correlation matrices. Existing methods in the literature are based on elaborated representations of a correlation matrix, or on complex parametrizations…

Computation · Statistics 2019-10-18 Irene Córdoba , Gherardo Varando , Concha Bielza , Pedro Larrañaga

Completely random measures provide a principled approach to creating flexible unsupervised models, where the number of latent features is infinite and the number of features that influence the data grows with the size of the data set. Due…

Machine Learning · Statistics 2020-06-26 Peiyuan Zhu , Alexandre Bouchard-Côté , Trevor Campbell

In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be prohibitively inefficient. To address this issue, importance…

Methodology · Statistics 2021-02-23 Shengyi He , Guangxin Jiang , Henry Lam , Michael C. Fu

We define a class of machine-learned flow-based sampling algorithms for lattice gauge theories that are gauge-invariant by construction. We demonstrate the application of this framework to U(1) gauge theory in two spacetime dimensions, and…

Recent work shows that path gradient estimators for normalizing flows have lower variance compared to standard estimators for variational inference, resulting in improved training. However, they are often prohibitively more expensive from a…

Machine Learning · Computer Science 2024-03-26 Lorenz Vaitl , Ludwig Winkler , Lorenz Richter , Pan Kessel

By generalizing the notion of linearization, a concept originally arising from microlocal analysis and symbolic calculus, to diffeological spaces, we make a first proposal setting for optimization problems in this category. We show how…

Optimization and Control · Mathematics 2026-04-03 Jean-Pierre Magnot

We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that…

Machine Learning · Statistics 2012-02-09 Praneeth Netrapalli , Siddhartha Banerjee , Sujay Sanghavi , Sanjay Shakkottai

Flow models have rapidly become the go-to method for training and deploying large-scale generators, owing their success to inference-time flexibility via adjustable integration steps. A crucial ingredient in flow training is the choice of…

Model compression by way of parameter pruning, quantization, or distillation has recently gained popularity as an approach for reducing the computational requirements of modern deep neural network models for NLP. Inspired by prior works…

Computation and Language · Computer Science 2023-10-10 Clara Na , Sanket Vaibhav Mehta , Emma Strubell

Normalizing flows are among the most popular paradigms in generative modeling, especially for images, primarily because we can efficiently evaluate the likelihood of a data point. This is desirable both for evaluating the fit of a model,…

Machine Learning · Computer Science 2021-06-29 Frederic Koehler , Viraj Mehta , Andrej Risteski

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

Methodology · Statistics 2015-05-13 Rémi Bardenet , Arnaud Doucet , Chris Holmes

We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea, which seems to be missing in the literature, is a simple scheme to…

Computation · Statistics 2015-08-04 Vinayak Rao , Lizhen Lin , David Dunson

Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…

Optimization and Control · Mathematics 2024-06-25 Måns Williamson , Monika Eisenmann , Tony Stillfjord

This study proposes a methodology to utilize machine learning (ML) for topology optimization of periodic lattice structures. In particular, we investigate data representation of lattice structures used as input data for ML models to improve…

Optimization and Control · Mathematics 2024-11-22 Tomoya Matsuoka , Makoto Ohsaki , Kazuki Hayashi

Systems biology relies on mathematical models that often involve complex and intractable likelihood functions, posing challenges for efficient inference and model selection. Generative models, such as normalizing flows, have shown…

Quantitative Methods · Quantitative Biology 2023-12-06 Vincent D. Zaballa , Elliot E. Hui