Related papers: Langevin Diffusion Variational Inference
Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of…
In this paper, we study the problem of sampling from log-concave distributions supported on convex, compact sets, with a particular focus on the randomized midpoint discretization of both vanilla and kinetic Langevin diffusions in this…
Algorithms that tackle deep exploration -- an important challenge in reinforcement learning -- have relied on epistemic uncertainty representation through ensembles or other hypermodels, exploration bonuses, or visitation count…
In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that this method can be formulated as a first order optimization algorithm of an objective functional defined on the Wasserstein space of order $2$. Using…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
Test-time adaptation harnesses test inputs to improve the accuracy of a model trained on source data when tested on shifted target data. Existing methods update the source model by (re-)training on each target domain. While effective,…
Generative diffusion models showed high success in many fields with a powerful theoretical background. They convert the data distribution to noise and remove the noise back to obtain a similar distribution. Many existing reviews focused on…
Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…
We introduce a novel, training-free method for sampling differentiable representations (diffreps) using pretrained diffusion models. Rather than merely mode-seeking, our method achieves sampling by "pulling back" the dynamics of the…
Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…
Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…
Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…
The Langevin sampling method relies on an accurate score matching while the existing massive multiple-input multiple output (MIMO) Langevin detection involves an inevitable singular value decomposition (SVD) to calculate the posterior…
The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…
We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include…
Diffusion models based on permutation-equivariant networks can learn permutation-invariant distributions for graph data. However, in comparison to their non-invariant counterparts, we have found that these invariant models encounter greater…
We investigate the theoretical properties of general diffusion (interpolation) paths and their Langevin Monte Carlo implementation, referred to as diffusion annealed Langevin Monte Carlo (DALMC), under weak conditions on the data…
We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…
We introduce a new predictive mechanism that operates in the presence of hidden confounding across distributionally diverse data sources while ensuring consistent estimation of causal parameters-despite their recognized suboptimality for…
Diffusion studies of adsorbates moving on a surface are often analyzed using 2D Langevin simulations. These simulations are computationally cheap and offer valuable insight into the dynamics, however, they simplify the complex interactions…