Related papers: Stochastic Normalizing Flows for Inverse Problems:…
In this contribution, we propose a new computationally efficient method to combine Variational Inference (VI) with Markov Chain Monte Carlo (MCMC). This approach can be used with generic MCMC kernels, but is especially well suited to…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only…
Efficient sampling of the Boltzmann distribution of molecular systems is a long-standing challenge. Recently, instead of generating long molecular dynamics simulations, generative machine learning methods such as normalizing flows have been…
The performance of flow matching and diffusion models can be greatly improved at inference time using reward alignment algorithms, yet efficiency remains a major limitation. While several algorithms were proposed, we demonstrate that a…
We present a machine-learning approach, based on normalizing flows, for modelling atomic solids. Our model transforms an analytically tractable base distribution into the target solid without requiring ground-truth samples for training. We…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
This paper introduces a novel mathematical framework for examining the regularity and energy dissipation properties of solutions to the stochastic Navier-Stokes equations. By integrating Sobolev-Besov hybrid spaces, fractional differential…
Normalizing flows are bijective mappings between inputs and latent representations with a fully factorized distribution. They are very attractive due to exact likelihood valuation and efficient sampling. However, their effective capacity is…
Generative models, particularly normalizing flows, have shown exceptional performance in learning probability distributions across various domains of physics, including statistical mechanics, collider physics, and lattice field theory. In…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
A 3D stochastic Navier-Stokes equation with a suitable non degenerate additive noise is considered. The regularity in the initial conditions of every Markov transition kernel associated to the equation is studied by a simple direct…
To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…
Normalizing flows (NFs) provide a powerful tool to construct an expressive distribution by a sequence of trackable transformations of a base distribution and form a probabilistic model of underlying data. Rotation, as an important quantity…
Robust estimates for the performance of complicated queueing networks can be obtained by showing that the number of jobs in the network is stochastically comparable to a simpler, analytically tractable reference network. Classical coupling…
We propose a systematic training-free method to transform the probability flow of a "linear" stochastic process characterized by the equation X_{t}=a_{t}X_{0}+\sigma_{t}X_{1} into a straight constant-speed (SC) flow, reminiscent of…
Despite their popularity, to date, the application of normalizing flows on categorical data stays limited. The current practice of using dequantization to map discrete data to a continuous space is inapplicable as categorical data has no…