Related papers: HMC with Normalizing Flows
Continuous normalizing flows are known to be highly expressive and flexible, which allows for easier incorporation of large symmetries and makes them a powerful computational tool for lattice field theories. Building on previous work, we…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…
We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…
Hamiltonian Monte Carlo (HMC) and related algorithms have become routinely used in Bayesian computation. In this article, we present a simple and provably accurate method to improve the efficiency of HMC and related algorithms with…
One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…
Modern reinforcement learning (RL) algorithms have found success by using powerful probabilistic models, such as transformers, energy-based models, and diffusion/flow-based models. To this end, RL researchers often choose to pay the price…
Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…
We introduce graph normalizing flows: a new, reversible graph neural network model for prediction and generation. On supervised tasks, graph normalizing flows perform similarly to message passing neural networks, but at a significantly…
To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic…
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…
Identifying the intrinsic coordinates or modes of the dynamical systems is essential to understand, analyze, and characterize the underlying dynamical behaviors of complex systems. For nonlinear dynamical systems, this presents a critical…
Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…
Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…
Hamiltonian Monte Carlo is typically based on the assumption of an underlying canonical symplectic structure. Numerical integrators designed for the canonical structure are incompatible with motion generated by non-canonical dynamics. These…
We present the first proof of principle that normalizing flows can accurately learn the Boltzmann distribution of the fermionic Hubbard model - a key framework for describing the electronic structure of graphene and related materials.…
Normalizing flows are an established approach for modelling complex probability densities through invertible transformations from a base distribution. However, the accuracy with which the target distribution can be captured by the…
Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…
Fluid dynamics spans phenomena from the Cheerios effect to cosmic evolution and has been called the 'queen mother' of science. Traditional modelling relies on numerical methods, including finite differences, volumes, and elements, that…
With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…
We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…