Related papers: Conditional Normalizing flow for Monte Carlo sampl…

In this paper, we consider a Monte Carlo simulation method (MinMC) that approximates prices and risk measures for a range $\Gamma$ of model parameters at once. The simulation method that we study has recently gained popularity [HS20, FPP22,…

In order to check the validity and the range of applicability of the 1/N expansion, we performed numerical simulations of the two-dimensional lattice CP(N-1) models at large N, in particular we considered the CP(20) and the CP(40) models.…

We present in detail two variants of the lattice Monte Carlo method aimed at tackling systems in external trapping potentials: a uniform-lattice approach with hard-wall boundary conditions, and a non-uniform Gauss-Hermite lattice approach.…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Existing Markov Chain Monte Carlo (MCMC) methods are either based on general-purpose and domain-agnostic schemes which can lead to slow convergence, or hand-crafting of problem-specific proposals by an expert. We propose A-NICE-MC, a novel…

Continuous Normalizing Flows (CNFs) have emerged as promising deep generative models for a wide range of tasks thanks to their invertibility and exact likelihood estimation. However, conditioning CNFs on signals of interest for conditional…

We propose a Markov chain Monte Carlo (MCMC) scheme to perform state inference in non-linear non-Gaussian state-space models. Current state-of-the-art methods to address this problem rely on particle MCMC techniques and its variants, such…

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…

Critical slowing down, where autocorrelation grows rapidly near the continuum limit due to Hybrid Monte Carlo (HMC) moving through configuration space inefficiently, still challenges lattice gauge theory simulations. Combining neural field…

Machine-learned normalizing flows can be used in the context of lattice quantum field theory to generate statistically correlated ensembles of lattice gauge fields at different action parameters. This work demonstrates how these…

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…

Binary magnetic square lattice Ising system with nearest neighbour interactions were simulated using the Monte Carlo technique. Two types of ions were randomly distributed on the lattice sites, one type interacting ferromagnetic and the…

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…

A continuous-time formulation of the Diffusion Monte Carlo method for lattice models is presented. In its simplest version, without the explicit use of trial wavefunctions for importance sampling, the method is an excellent tool for…

In this work we introduce a worldline based fermion Monte Carlo algorithm for studying few body quantum mechanics of self-interacting fermions in the Hamiltonian lattice formulation. Our motivation to construct the method comes from our…