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Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…

Machine Learning · Computer Science 2025-01-07 Xiongjie Chen , Yunpeng Li

We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…

Machine Learning · Computer Science 2022-05-11 Ling Guo , Hao Wu , Tao Zhou

Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models. Although AIS is guaranteed to provide unbiased estimate for any set of hyperparameters, the common…

Machine Learning · Statistics 2022-10-11 Shirin Goshtasbpour , Fernando Perez-Cruz

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

Machine Learning · Computer Science 2020-02-17 Reuben Feinman , Nikhil Parthasarathy

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

Although neural networks are conventionally optimized towards zero training loss, it has been recently learned that targeting a non-zero training loss threshold, referred to as a flood level, often enables better test time generalization.…

Machine Learning · Computer Science 2023-11-07 Wonho Bae , Yi Ren , Mohamad Osama Ahmed , Frederick Tung , Danica J. Sutherland , Gabriel L. Oliveira

The Information Bottleneck (IB) objective uses information theory to formulate a task-performance versus robustness trade-off. It has been successfully applied in the standard discriminative classification setting. We pose the question…

Machine Learning · Computer Science 2021-01-13 Lynton Ardizzone , Radek Mackowiak , Carsten Rother , Ullrich Köthe

By chaining a sequence of differentiable invertible transformations, normalizing flows (NF) provide an expressive method of posterior approximation, exact density evaluation, and sampling. The trend in normalizing flow literature has been…

Machine Learning · Computer Science 2020-10-20 Robert Giaquinto , Arindam Banerjee

Reinforcement learning (RL) for large language models (LLMs) is dominated by the cost of rollout generation, which has motivated the use of low-precision rollouts (e.g., FP8) paired with a BF16 trainer to improve throughput and reduce…

Machine Learning · Statistics 2026-05-15 Jiajun Zhou , Wei Shao , Lingchao Zheng , Yuwei Fan , Ngai Wong

Assessing sampling uncertainty in extremum estimation can be challenging when the asymptotic variance is not analytically tractable. Bootstrap inference offers a feasible solution but can be computationally costly especially when the model…

Econometrics · Economics 2020-09-15 Jean-Jacques Forneron , Serena Ng

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

Nuclear Theory · Physics 2026-04-02 Hendrik Roch , Chun Shen

Given datasets from multiple domains, a key challenge is to efficiently exploit these data sources for modeling a target domain. Variants of this problem have been studied in many contexts, such as cross-domain translation and domain…

Machine Learning · Computer Science 2019-12-24 Aditya Grover , Christopher Chute , Rui Shu , Zhangjie Cao , Stefano Ermon

Bifurcation phenomena in nonlinear dynamical systems often lead to multiple coexisting stable solutions, particularly in the presence of symmetry breaking. Deterministic machine learning models are unable to capture this multiplicity,…

Machine Learning · Computer Science 2026-01-26 Fleur Hendriks , Ondřej Rokoš , Martin Doškář , Marc G. D. Geers , Vlado Menkovski

Meta-analyses require an effect-size estimate and its corresponding sampling variance from primary studies. In some cases, estimators for the sampling variance of a given effect size statistic may not exist, necessitating the derivation of…

In this work, we consider the problem of training a generator from evaluations of energy functions or unnormalized densities. This is a fundamental problem in probabilistic inference, which is crucial for scientific applications such as…

Machine Learning · Computer Science 2024-08-30 Dongyeop Woo , Sungsoo Ahn

Importance Sampling (IS) is a widely used variance reduction technique for enhancing the efficiency of Monte Carlo methods, particularly in rare-event simulation and related applications. Despite its effectiveness, the performance of IS is…

Optimization and Control · Mathematics 2026-02-11 Liviu Aolaritei , Bart P. G. Van Parys , Henry Lam , Michael I. Jordan

The method of extremal flows has presented an alluring alternative approach to numerically solving bootstrap constraints. Here I present the development and adaptation of that approach to a more general class of flows with apparent…

High Energy Physics - Theory · Physics 2026-04-29 Rajeev S. Erramilli

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Machine Learning · Statistics 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

Proper regularization is crucial in inverse problems to achieve high-quality reconstruction, even with an ill-conditioned measurement system. This is particularly true for three-dimensional photoacoustic tomography, which is computationally…

Optimization and Control · Mathematics 2024-09-26 Chao Wang , Alexandre H. Thiery

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…

Machine Learning · Statistics 2019-08-27 Edwin Fong , Simon Lyddon , Chris Holmes
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