Related papers: Sequential Monte Carlo applied to virtual flow met…
Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…
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…
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…
Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…
Flow Matching (FM) is a simulation-free method for learning a continuous and invertible flow to interpolate between two distributions, and in particular to generate data from noise. Inspired by the variational nature of the diffusion…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…
Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…
Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they converge at the slow $1/\sqrt{N}$ rate, which may be an issue…
We present a formulation of flow matching as variational inference, which we refer to as variational flow matching (VFM). Based on this formulation we develop CatFlow, a flow matching method for categorical data. CatFlow is easy to…
Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…
Accurate identification of nonlinear material parameters from three-dimensional full-field deformation data remains a challenge in experimental mechanics. The virtual fields method (VFM) provides a powerful, computationally efficient…
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…
This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…
Flow-matching-based policies have recently emerged as a promising approach for learning-based robot manipulation, offering significant acceleration in action sampling compared to diffusion-based policies. However, conventional flow-matching…
Simplex-structured matrix factorization (SSMF) is a common task encountered in signal processing and machine learning. Minimum-volume constrained unmixing (MVCU) algorithms are among the most widely used methods to perform this task. While…
Quantitative theory of interbilayer interactions is essential to interpret x-ray scattering data and to elucidate these interactions for biologically relevant systems. For this purpose Monte Carlo simulations have been performed to obtain…
Flow matching offers a robust and stable approach to training diffusion models. However, directly applying flow matching to neural vocoders can result in subpar audio quality. In this work, we present WaveFM, a reparameterized flow matching…