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The notion of a Moreau envelope is central to the analysis of first-order optimization algorithms for machine learning. Yet, it has not been developed and extended to be applied to a deep network and, more broadly, to a machine learning…

Optimization and Control · Mathematics 2022-12-13 Vincent Roulet , Zaid Harchaoui

Differentiable programming has recently received much interest as a paradigm that facilitates taking gradients of computer programs. While the corresponding flexible gradient-based optimization approaches so far have been used predominantly…

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

A new Monte-Carlo method for solving linear parabolic partial differential equations is presented. Since, in this new scheme, the particles are followed backward in time, it provides great flexibility in choosing critical points in…

Numerical Analysis · Mathematics 2025-10-20 Johan Carlsson

This thesis describes work on two applications of probabilistic programming: the learning of probabilistic program code given specifications, in particular program code of one-dimensional samplers; and the facilitation of sequential Monte…

Artificial Intelligence · Computer Science 2020-05-21 Yura N Perov

Models of complex systems are often formalized as sequential software simulators: computationally intensive programs that iteratively build up probable system configurations given parameters and initial conditions. These simulators enable…

Machine Learning · Statistics 2015-06-02 Ardavan Saeedi , Vlad Firoiu , Vikash Mansinghka

A template-based generic programming approach was presented in a previous paper that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded…

Mathematical Software · Computer Science 2012-05-18 Roger P. Pawlowski , Eric T. Phipps , Andrew G. Salinger , Steven J. Owen , Christopher M. Siefert , Matthew L. Staten

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

The paradigm of differentiable programming has significantly enhanced the scope of machine learning via the judicious use of gradient-based optimization. However, standard differentiable programming methods (such as autodiff) typically…

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Computational Physics · Physics 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…

Computation · Statistics 2013-06-25 Yan Zhou

In this article we examine recent developments in the research area concerning the creation of end-to-end models for the complete optimization of measuring instruments. The models we consider rely on differentiable programming methods and…

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…

Machine Learning · Computer Science 2025-06-25 Mathieu Blondel , Vincent Roulet

By putting together an abstract view on quantum mechanics and a quantum-optics picture of the interactions of an atom with light, we develop a corresponding set of C++ classes that set up the numerical analysis of an atom with an arbitrary…

Atomic Physics · Physics 2017-03-23 Juha Javanainen

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…

Other Condensed Matter · Physics 2015-05-20 Sandro Sorella , Luca Capriotti

We motivate the use of differentiable probabilistic programming techniques in order to account for the large model-space inherent to astrophysical $\gamma$-ray analyses. Targeting the longstanding Galactic Center $\gamma$-ray Excess (GCE)…

High Energy Astrophysical Phenomena · Physics 2026-04-13 Siddharth Mishra-Sharma , Tracy R. Slatyer , Yitian Sun , Yuqing Wu

We introduce a novel framework for simulating spin models using differentiable programming, an approach that leverages the advancements in machine learning and computational efficiency. We focus on three distinct spin systems: the Ising…

Statistical Mechanics · Physics 2024-05-28 Tiago de Souza Farias , Vitor Vaz Schultz , José Carlos Merino Mombach , Jonas Maziero

Differentiable programming is a new programming paradigm which enables large scale optimization through automatic calculation of gradients also known as auto-differentiation. This concept emerges from deep learning, and has also been…

Quantum Physics · Physics 2022-02-01 Chenhua Geng , Hong-Ye Hu , Yijian Zou