Related papers: Flow Annealed Importance Sampling Bootstrap
A hybrid quantum-classical method for learning Boltzmann machines (BM) for a generative and discriminative task is presented. Boltzmann machines are undirected graphs with a network of visible and hidden nodes where the former is used as…
Boltzmann machine is a powerful machine learning model with many real-world applications, for example by constructing deep belief networks. Statistical inference on a Boltzmann machine can be carried out by sampling from its posterior…
Masked autoregressive flow (MAF) is a state-of-the-art non-parametric density estimation technique. It is based on the idea (known as a normalizing flow) that a simple base probability distribution can be mapped into a complicated target…
We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…
This paper introduces Generalized Attention Flow (GAF), a novel feature attribution method for Transformer-based models to address the limitations of current approaches. By extending Attention Flow and replacing attention weights with the…
For privacy-preserving graph learning tasks involving distributed graph datasets, federated learning (FL)-based GCN (FedGCN) training is required. A key challenge for FedGCN is scaling to large-scale graphs, which typically incurs high…
Learning the dynamics of a process given sampled observations at several time points is an important but difficult task in many scientific applications. When no ground-truth trajectories are available, but one has only snapshots of data…
Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…
We consider Bayesian inference by importance sampling when the likelihood is analytically intractable but can be unbiasedly estimated. We refer to this procedure as importance sampling squared (IS2), as we can often estimate the likelihood…
Unnormalized probability distributions are central to modeling complex physical systems across various scientific domains. Traditional sampling methods, such as Markov Chain Monte Carlo (MCMC), often suffer from slow convergence, critical…
Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…
Normalizing flows provide an elegant method for obtaining tractable density estimates from distributions by using invertible transformations. The main challenge is to improve the expressivity of the models while keeping the invertibility…
Adaptive importance sampling (AIS) uses past samples to update the \textit{sampling policy} $q_t$ at each stage $t$. Each stage $t$ is formed with two steps : (i) to explore the space with $n_t$ points according to $q_t$ and (ii) to exploit…
Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal distribution and weighted properly. However, since the…
We propose an algorithm, termed the Non-Equilibrium Transport Sampler (NETS), to sample from unnormalized probability distributions. NETS can be viewed as a variant of annealed importance sampling (AIS) based on Jarzynski's equality, in…
Recent progress has been made with Adaptive Multiple Importance Sampling (AMIS) methods that show improvement in effective sample size. However, consistency for the AMIS estimator has only been established in very restricted cases.…
Approximate Bayesian computation (ABC) is computationally intensive for complex model simulators. To exploit expensive simulations, data-resampling via bootstrapping can be employed to obtain many artificial datasets at little cost.…
Sampling-based motion planning is the predominant paradigm in many real-world robotic applications, but its performance is immensely dependent on the quality of the samples. The majority of traditional planners are inefficient as they use…
Flow and diffusion-based models have emerged as powerful tools for scientific applications, particularly for sampling non-normalized probability distributions, as exemplified by Boltzmann Generators (BGs). A critical challenge in deploying…
Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times --…