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This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…

Computation · Statistics 2021-12-06 Ajay Jasra , Kody J. H. Law , Alexander Tarakanov , Fangyuan Yu

The requirement of generating predictions that exactly fulfill the fundamental symmetry of the corresponding physical quantities has profoundly shaped the development of machine-learning models for physical simulations. In many cases,…

Machine Learning · Computer Science 2026-03-27 Michelangelo Domina , Joseph William Abbott , Paolo Pegolo , Filippo Bigi , Michele Ceriotti

Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…

Machine Learning · Statistics 2018-07-05 Alexander Buchholz , Florian Wenzel , Stephan Mandt

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

Machine Learning · Statistics 2021-03-23 Wei Deng , Qi Feng , Liyao Gao , Faming Liang , Guang Lin

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

The rise of artificial intelligence (AI) hinges on the efficient training of modern deep neural networks (DNNs) for non-convex optimization and uncertainty quantification, which boils down to a non-convex Bayesian learning problem. A…

Computation · Statistics 2023-06-01 Wei Deng

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…

Computation · Statistics 2016-03-04 Pierre Del Moral , Ajay Jasra , Kody Law , Yan Zhou

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies…

Machine Learning · Statistics 2018-04-06 Tuan Anh Le , Maximilian Igl , Tom Rainforth , Tom Jin , Frank Wood

Using symmetry as an inductive bias in deep learning has been proven to be a principled approach for sample-efficient model design. However, the relationship between symmetry and the imperative for equivariance in neural networks is not…

Machine Learning · Computer Science 2024-03-25 Sékou-Oumar Kaba , Siamak Ravanbakhsh

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

The tradeoff between precision and performance in molecular simulations can nowadays be addressed by machine-learned force fields (MLFF), which combine \textit{ab initio} accuracy with force field numerical efficiency. Different from…

Computational Physics · Physics 2024-03-08 Nianze Tao , Hiromi Morimoto , Stefano Leoni

We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…

Materials Science · Physics 2020-08-05 Yuki Nagai , Masahiro Okumura , Keita Kobayashi , Motoyuki Shiga

We found that Bidirectional LSTM and Transformer can classify different phases of condensed matter models and determine the phase transition points by learning features in the Monte Carlo raw data before equilibrium. Our method can…

Strongly Correlated Electrons · Physics 2022-09-15 Jiewei Ding , Ho-Kin Tang , Wing Chi Yu

Monte Carlo (MC) techniques are often used to estimate integrals of a multivariate function using randomly generated samples of the function. In light of the increasing interest in uncertainty quantification and robust design applications…

Machine Learning · Statistics 2011-08-25 Brendan Tracey , David Wolpert , Juan J. Alonso

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

From early image processing to modern computational imaging, successful models and algorithms have relied on a fundamental property of natural signals: symmetry. Here symmetry refers to the invariance property of signal sets to…

Signal Processing · Electrical Eng. & Systems 2022-09-07 Dongdong Chen , Mike Davies , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb , Ferdia Sherry , Julián Tachella

Self-learning Monte Carlo (SLMC) methods are recently proposed to accelerate Markov chain Monte Carlo (MCMC) methods using a machine learning model. With latent generative models, SLMC methods realize efficient Monte Carlo updates with less…

Machine Learning · Statistics 2023-09-21 Yuma Ichikawa , Akira Nakagawa , Hiromoto Masayuki , Yuhei Umeda

A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…

Machine Learning · Statistics 2024-12-06 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

While the self-learning kinetic Monte Carlo (SLKMC) method enables the calculation of transition rates from a realistic potential, implementations of it were usually limited to one specific surface orientation. An example is the fcc (111)…

Materials Science · Physics 2013-07-17 Andreas Latz , Lothar Brendel , Dietrich E. Wolf

Physical systems obey strict symmetry principles. We expect that machine learning methods that intrinsically respect these symmetries should have higher prediction accuracy and better generalization in prediction of physical dynamics. In…

Machine Learning · Computer Science 2021-11-02 Weichi Yao , Kate Storey-Fisher , David W. Hogg , Soledad Villar