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In this work, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an…

Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two…

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

Because most chemical or biological experiments are performed under conditions of controlled pressure and temperature, it is important to simulate the isobaric-isothermal ensemble at the atomic level to reveal the microscopic mechanism. By…

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces…

Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not…

We introduce a novel simple algorithm for thermostatting path integral molecular dynamics (PIMD) with the Langevin equation. The staging transformation of path integral beads is employed for demonstration. The optimum friction coefficients…

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon…

We propose an interacting contour stochastic gradient Langevin dynamics (ICSGLD) sampler, an embarrassingly parallel multiple-chain contour stochastic gradient Langevin dynamics (CSGLD) sampler with efficient interactions. We show that…

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Constrained sampling is an important and challenging task in computational statistics, concerned with generating samples from a distribution under certain constraints. There are numerous types of algorithm aimed at this task, ranging from…

We propose in this work RBM-SVGD, a stochastic version of Stein Variational Gradient Descent (SVGD) method for efficiently sampling from a given probability measure and thus useful for Bayesian inference. The method is to apply the Random…

Coarse graining (CG) is an important task for efficient modeling and simulation of complex multi-scale systems, such as the conformational dynamics of biomolecules. This work presents a projection-based coarse-graining formalism for general…

Molecular Dynamics (MD) simulation is a powerful tool for understanding the dynamics and structure of matter. Since the resolution of MD is atomic-scale, achieving long time-scale simulations with femtosecond integration is very expensive.…

We study sampling as optimization in the space of measures. We focus on gradient flow-based optimization with the Langevin dynamics as a case study. We investigate the source of the bias of the unadjusted Langevin algorithm (ULA) in…

Learning in deep models using Bayesian methods has generated significant attention recently. This is largely because of the feasibility of modern Bayesian methods to yield scalable learning and inference, while maintaining a measure of…

In molecular dynamics simulations, dynamically consistent coarse-grained (CG) models commonly use stochastic thermostats to model friction and fluctuations that are lost in a CG description. While Markovian, i.e., time-local, formulations…

Lagrangian particle methods based on detailed atomic and molecular models are powerful computational tools for studying the dynamics of microscale and nanoscale systems. However, the maximum time step is limited by the smallest oscillation…

Stochastic gradient descent (SGD) is a fundamental tool for training deep neural networks across a variety of tasks. In self-supervised learning, different input categories map to distinct manifolds in the embedded neural state space.…

Stochastic gradient Markov Chain Monte Carlo algorithms are popular samplers for approximate inference, but they are generally biased. We show that many recent versions of these methods (e.g. Chen et al. (2014)) cannot be corrected using…