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Related papers: Flow-based sampling for lattice field theories

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Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Machine Learning · Computer Science 2025-03-19 Jiangxuan Long , Zhao Song , Chiwun Yang

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Sampling-based methods have become a cornerstone of contemporary approaches to Model Predictive Control (MPC), as they make no restrictions on the differentiability of the dynamics or cost function and are straightforward to parallelize.…

Robotics · Computer Science 2022-12-07 Jacob Sacks , Byron Boots

Normalizing flows are machine-learned maps between different lattice theories which can be used as components in exact sampling and inference schemes. Ongoing work yields increasingly expressive flows on gauge fields, but it remains an open…

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

Motivated by the recently-established connection between Jarzynski's equality and the theoretical framework of Stochastic Normalizing Flows, we investigate a protocol relying on out-of-equilibrium lattice Monte Carlo simulations to mitigate…

High Energy Physics - Lattice · Physics 2024-04-30 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case…

Machine Learning · Statistics 2015-07-22 Ingmar Schuster

Mainstream flow matching methods typically focus on learning the local velocity field, which inherently requires multiple integration steps during generation. In contrast, Mean Velocity Flow models establish a relationship between the local…

Machine Learning · Computer Science 2026-03-18 Chenrui Ma

Deep generative models aim to learn the underlying distribution of data and generate new ones. Despite the diversity of generative models and their high-quality generation performance in practice, most of them lack rigorous theoretical…

Numerical Analysis · Mathematics 2024-03-26 Yang Jing , Lei Li

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

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

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Methodology · Statistics 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

While Markov chain Monte Carlo methods (MCMC) provide a general framework to sample from a probability distribution defined up to normalization, they often suffer from slow convergence to the target distribution when the latter is highly…

Machine Learning · Computer Science 2023-07-06 Tristan Deleu , Yoshua Bengio

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

Computation · Statistics 2022-06-20 Chenguang Dai , Jeremy Heng , Pierre E. Jacob , Nick Whiteley

A valuable step in the modeling of multiscale dynamical systems in fields such as computational chemistry, biology, materials science and more, is the representative sampling of the phase space over long timescales of interest; this task is…

Machine Learning · Computer Science 2023-12-29 Ellis R. Crabtree , Juan M. Bello-Rivas , Ioannis G. Kevrekidis

Leveraging the coherent exploration of Hamiltonian flow, Hamiltonian Monte Carlo produces computationally efficient Monte Carlo estimators, even with respect to complex and high-dimensional target distributions. When confronted with…

Methodology · Statistics 2015-02-06 M. J. Betancourt

We introduce a significant improvement for a relatively new machine learning method called Transformation-Based Learning. By applying a Monte Carlo strategy to randomly sample from the space of rules, rather than exhaustively analyzing all…

cmp-lg · Computer Science 2007-05-23 Ken Samuel

The recent introduction of machine learning techniques, especially normalizing flows, for the sampling of lattice gauge theories has shed some hope on improving the sampling efficiency of the traditional HMC algorithm. Naive use of…

High Energy Physics - Lattice · Physics 2022-12-06 David Albandea , Luigi Del Debbio , Pilar Hernández , Richard Kenway , Joe Marsh Rossney , Alberto Ramos

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane