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Non-equilibrium Monte Carlo simulations based on Jarzynski's equality are a well-understood method to compute differences in free energy and also to sample from a target probability distribution without the need to thermalize the system…

High Energy Physics - Lattice · Physics 2024-10-07 Andrea Bulgarelli , Elia Cellini , Alessandro Nada

Generative models are a promising tool to address the sampling problem in multi-body and condensed-matter systems in the framework of statistical mechanics. In this work, we show that normalizing flows can be used to learn a transformation…

Computational Physics · Physics 2022-08-23 Alessandro Coretti , Sebastian Falkner , Phillip Geissler , Christoph Dellago

This paper studies the cooperative learning of two generative flow models, in which the two models are iteratively updated based on the jointly synthesized examples. The first flow model is a normalizing flow that transforms an initial…

Machine Learning · Statistics 2022-05-17 Jianwen Xie , Yaxuan Zhu , Jun Li , Ping Li

Normalizing flows are constructed from a base distribution with a known density and a diffeomorphism with a tractable Jacobian. The base density of a normalizing flow can be parameterised by a different normalizing flow, thus allowing maps…

Machine Learning · Computer Science 2022-11-07 Samuel Klein , John Andrew Raine , Tobias Golling

The present study presents a novel application for normalizing flows for domain adaptation. The study investigates the ability of flow based neural networks to improve signal extraction of $\Lambda$ Hyperons at CLAS12. Normalizing Flows can…

High Energy Physics - Experiment · Physics 2024-03-22 Rowan Kelleher , Matthew McEneaney , Anselm Vossen

Normalizing flows transform a latent distribution through an invertible neural network for a flexible and pleasingly simple approach to generative modelling, while preserving an exact likelihood. We propose FlowGMM, an end-to-end approach…

Machine Learning · Computer Science 2020-01-01 Pavel Izmailov , Polina Kirichenko , Marc Finzi , Andrew Gordon Wilson

Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…

Computation · Statistics 2024-01-12 Charly Andral

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

Selecting the step size for the Metropolis-adjusted Langevin algorithm (MALA) is necessary in order to obtain satisfactory performance. However, finding an adequate step size for an arbitrary target distribution can be a difficult task and…

We study the consequences of mode-collapse of normalizing flows in the context of lattice field theory. Normalizing flows allow for independent sampling. For this reason, it is hoped that they can avoid the tunneling problem of local-update…

High Energy Physics - Lattice · Physics 2023-11-06 Kim A. Nicoli , Christopher J. Anders , Tobias Hartung , Karl Jansen , Pan Kessel , Shinichi Nakajima

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…

Normalizing flows are a flexible class of probability distributions, expressed as transformations of a simple base distribution. A limitation of standard normalizing flows is representing distributions with heavy tails, which arise in…

Machine Learning · Statistics 2025-06-13 Tennessee Hickling , Dennis Prangle

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

Nuclear Theory · Physics 2026-04-02 Hendrik Roch , Chun Shen

The Metropolis-Adjusted Langevin Algorithm (MALA) is a Markov Chain Monte Carlo method which creates a Markov chain reversible with respect to a given target distribution, pi^N, with Lebesgue density on R^N; it can hence be used to…

Probability · Mathematics 2017-08-24 J. Kuntz , M. Ottobre , A. M. Stuart

Sampling the parameter space of artificial neural networks according to a Boltzmann distribution provides insight into the geometry of low-loss solutions and offers an alternative to conventional loss minimization for training. However,…

Disordered Systems and Neural Networks · Physics 2026-03-17 Alessandro Zambon , Francesca Caruso , Riccardo Zecchina , Guido Tiana

Sampling from unnormalised discrete distributions is a fundamental problem across various domains. While Markov chain Monte Carlo offers a principled approach, it often suffers from slow mixing and poor convergence. In this paper, we…

Machine Learning · Computer Science 2025-10-23 Zijing Ou , Ruixiang Zhang , Yingzhen Li

Along with the recent advances in scalable Markov Chain Monte Carlo methods, sampling techniques that are based on Langevin diffusions have started receiving increasing attention. These so called Langevin Monte Carlo (LMC) methods are based…

Computation · Statistics 2017-06-14 Umut Şimşekli

Normalizing flows can transform a simple prior probability distribution into a more complex target distribution. Here, we evaluate the ability and efficiency of generative machine learning methods to sample the Boltzmann distribution of an…

Soft Condensed Matter · Physics 2024-09-16 Gerhard Jung , Giulio Biroli , Ludovic Berthier

A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution…

High Energy Physics - Lattice · Physics 2019-09-10 M. S. Albergo , G. Kanwar , P. E. Shanahan

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

Computation · Statistics 2018-03-28 Khoa T. Tran