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Related papers: HMC with Normalizing Flows

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We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

Normalizing Flows explicitly maximize a full-dimensional likelihood on the training data. However, real data is typically only supported on a lower-dimensional manifold leading the model to expend significant compute on modeling noise.…

Machine Learning · Computer Science 2024-06-28 Peter Sorrenson , Felix Draxler , Armand Rousselot , Sander Hummerich , Lea Zimmermann , Ullrich Köthe

Normalizing flows (NF) are a class of powerful generative models that have gained popularity in recent years due to their ability to model complex distributions with high flexibility and expressiveness. In this work, we introduce a new type…

Machine Learning · Computer Science 2023-06-08 Jonas Köhler , Michele Invernizzi , Pim de Haan , Frank Noé

A Normalizing Flow computes a bijective mapping from an arbitrary distribution to a predefined (e.g. normal) distribution. Such a flow can be used to address different tasks, e.g. anomaly detection, once such a mapping has been learned. In…

Quantum Physics · Physics 2024-07-23 Bodo Rosenhahn , Christoph Hirche

Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…

Machine Learning · Statistics 2020-12-10 Emile Mathieu , Maximilian Nickel

Sampling from an unnormalized probability distribution is a fundamental problem in machine learning with applications including Bayesian modeling, latent factor inference, and energy-based model training. After decades of research,…

Machine Learning · Computer Science 2022-01-03 Greg Ver Steeg , Aram Galstyan

Piecewise-deterministic Markov process (PDMP) samplers constitute a state-of-the-art Markov chain Monte Carlo paradigm in Bayesian computation, with examples including the zig-zag and bouncy particle sampler (bps). Recent work on the…

Computation · Statistics 2026-03-10 Andrew Chin , Akihiko Nishimura

Normalizing flows are a powerful technique for obtaining reparameterizable samples from complex multimodal distributions. Unfortunately, current approaches are only available for the most basic geometries and fall short when the underlying…

Machine Learning · Statistics 2021-05-03 Luca Falorsi

We introduce `atomic flows': they are graphs obtained from derivations by tracing atom occurrences and forgetting the logical structure. We study simple manipulations of atomic flows that correspond to complex reductions on derivations.…

Logic · Mathematics 2015-07-01 Alessio Guglielmi , Tom Gundersen

This study focuses on the novel application of a normalizing flow as a method of domain adaptation. Normalizing flows offer a way to transform data points between two different distributions. The present study investigates a method of…

Data Analysis, Statistics and Probability · Physics 2024-05-16 Rowan Kelleher , Anselm Vossen

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…

Machine Learning · Statistics 2024-02-27 Daniel Andrade

The Hamiltonian formalism plays a central role in classical and quantum physics. Hamiltonians are the main tool for modelling the continuous time evolution of systems with conserved quantities, and they come equipped with many useful…

Machine Learning · Computer Science 2020-02-17 Peter Toth , Danilo Jimenez Rezende , Andrew Jaegle , Sébastien Racanière , Aleksandar Botev , Irina Higgins

Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF)…

Machine Learning · Statistics 2024-02-20 Louis Grenioux , Alain Durmus , Éric Moulines , Marylou Gabrié

The present study presents a novel application for normalizing flows for domain adaptation. The study investigates the ability of flow based neural networks to improve signal extraction of $\Lambda$ Hyperons at CLAS12. Normalizing Flows can…

High Energy Physics - Experiment · Physics 2024-03-22 Rowan Kelleher , Matthew McEneaney , Anselm Vossen

This paper presents a method for learning Hamiltonian dynamics from a limited set of data points. The Hamiltonian vector field is found by regularized optimization over a reproducing kernel Hilbert space of vector fields that are inherently…

Robotics · Computer Science 2024-11-05 Torbjørn Smith , Olav Egeland

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns…

Machine Learning · Statistics 2015-11-25 Heiko Strathmann , Dino Sejdinovic , Samuel Livingstone , Zoltan Szabo , Arthur Gretton

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti