Related papers: HMC with Normalizing Flows
Continuous normalizing flows (CNFs) construct invertible mappings between an arbitrary complex distribution and an isotropic Gaussian distribution using Neural Ordinary Differential Equations (neural ODEs). It has not been tractable on…
There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a series of steps informed by first-order…
We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…
Value function based reinforcement learning (RL) algorithms, for example, $Q$-learning, learn optimal policies from datasets of actions, rewards, and state transitions. However, when the underlying state transition dynamics are stochastic…
Hamiltonian Monte Carlo (HMC) and its dynamic extensions, such as the No-U-Turn Sampler (NUTS), are powerful Markov chain Monte Carlo methods for sampling from complex, high-dimensional probability distributions. Riemannian manifold…
General-purpose Markov Chain Monte Carlo sampling algorithms suffer from a dramatic reduction in efficiency as the system being studied is driven towards a critical point. Recently, a series of seminal studies suggested that normalizing…
We propose an automated analysis of the flow control behaviour from an ensemble of control laws and associated time-resolved flow snapshots. The input may be the rich data base of machine learning control (MLC) optimizing a feedback law for…
Normalizing flows are invertible neural networks with tractable change-of-volume terms, which allow optimization of their parameters to be efficiently performed via maximum likelihood. However, data of interest are typically assumed to live…
Model independent techniques for constructing background data templates using generative models have shown great promise for use in searches for new physics processes at the LHC. We introduce a major improvement to the CURTAINs method by…
A novel framework for closed-loop control of turbulent flows is tested in an experimental mixing layer flow. This framework, called Machine Learning Control (MLC), provides a model-free method of searching for the best function, to be used…
We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…
Normalizing flows are an essential alternative to GANs for generative modelling, which can be optimized directly on the maximum likelihood of the dataset. They also allow computation of the exact latent vector corresponding to an image…
Stochastic normalizing flows are a class of deep generative models that combine normalizing flows with Monte Carlo updates and can be used in lattice field theory to sample from Boltzmann distributions. In this proceeding, we outline the…
Whenever invertible generative networks are needed for LHC physics, normalizing flows show excellent performance. In this work, we investigate their performance for fast calorimeter shower simulations with increasing phase space dimension.…
Normalizing flows can generate complex target distributions and thus show promise in many applications in Bayesian statistics as an alternative or complement to MCMC for sampling posteriors. Since no data set from the target posterior…
Many recent Markov chain Monte Carlo (MCMC) samplers leverage continuous dynamics to define a transition kernel that efficiently explores a target distribution. In tandem, a focus has been on devising scalable variants that subsample the…
Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal.…
Learning can be seen as approximating an unknown function by interpolating the training data. Kriging offers a solution to this problem based on the prior specification of a kernel. We explore a numerical approximation approach to kernel…
In this work, we demonstrate how to reliably estimate epistemic uncertainty while maintaining the flexibility needed to capture complicated aleatoric distributions. To this end, we propose an ensemble of Normalizing Flows (NF), which are…