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Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

In this paper, we propose a discontinuous Hamilton Monte Carlo (DHMC) to sample from dimensional varying distributions, and particularly the grand canonical ensemble. The DHMC was proposed in [Biometrika, 107(2)] for discontinuous potential…

Numerical Analysis · Mathematics 2025-05-16 Lei Li , Xiangxian Luo , Yinchen Luo

Continuous Normalizing Flows (CNFs) are a class of generative models that transform a prior distribution to a model distribution by solving an ordinary differential equation (ODE). We propose to train CNFs on manifolds by minimizing…

Anomaly detection is a widely studied task for a broad variety of data types; among them, multiple time series appear frequently in applications, including for example, power grids and traffic networks. Detecting anomalies for multiple time…

Machine Learning · Computer Science 2022-05-10 Enyan Dai , Jie Chen

Fair representation learning is an attractive approach that promises fairness of downstream predictors by encoding sensitive data. Unfortunately, recent work has shown that strong adversarial predictors can still exhibit unfairness by…

Machine Learning · Computer Science 2022-03-21 Mislav Balunović , Anian Ruoss , Martin Vechev

Normalizing flows (NFs) provide uncorrelated samples from complex distributions, making them an appealing tool for parameter estimation. However, the practical utility of NFs remains limited by their tendency to collapse to a single mode of…

Machine Learning · Computer Science 2025-05-07 Yihang Wang , Chris Chi , Aaron R. Dinner

We develop a numerically exact method for the summation of irreducible Feynman diagrams for fermionic self-energy in the thermodynamic limit. The technique, based on the Diagrammatic Determinant Monte Carlo and its recent extension to…

Strongly Correlated Electrons · Physics 2019-09-11 Fedor Simkovic IV. , Evgeny Kozik

Bayesian posterior inference is prevalent in various machine learning problems. Variational inference provides one way to approximate the posterior distribution, however its expressive power is limited and so is the accuracy of resulting…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

Compared with global average pooling in existing deep convolutional neural networks (CNNs), global covariance pooling can capture richer statistics of deep features, having potential for improving representation and generalization abilities…

Computer Vision and Pattern Recognition · Computer Science 2020-08-12 Qilong Wang , Jiangtao Xie , Wangmeng Zuo , Lei Zhang , Peihua Li

Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. This chapter provides a unified framework to handle these approaches via Markov chains. We consider stochastic normalizing flows as…

Machine Learning · Computer Science 2023-02-06 Paul Hagemann , Johannes Hertrich , Gabriele Steidl

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

We have used a mean-field Monte Carlo method to study the zero-temperature synchronous dynamics of a one-pattern model of associative memory with random asymmetric couplings. In the case of symmetric couplings, we find evidence for a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Manoranjan P. Singh , Chandan Dasgupta

Given datasets from multiple domains, a key challenge is to efficiently exploit these data sources for modeling a target domain. Variants of this problem have been studied in many contexts, such as cross-domain translation and domain…

Machine Learning · Computer Science 2019-12-24 Aditya Grover , Christopher Chute , Rui Shu , Zhangjie Cao , Stefano Ermon

The diagrammatic Monte Carlo (Diag-MC) method is a numerical technique which samples the entire diagrammatic series of the Green's function in quantum many-body systems. In this work, we incorporate the flat histogram principle in the…

Statistical Mechanics · Physics 2015-06-16 Nikolaos G. Diamantis , Efstratios Manousakis

In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such…

Computation · Statistics 2025-02-06 Wei Yuan , Guanyang Wang

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…

High Energy Physics - Phenomenology · Physics 2023-09-06 N. T. Hunt-Smith , W. Melnitchouk , F. Ringer , N. Sato , A. W Thomas , M. J. White

We are interested in learning generative models for complex geometries described via manifolds, such as spheres, tori, and other implicit surfaces. Current extensions of existing (Euclidean) generative models are restricted to specific…

Machine Learning · Statistics 2021-11-04 Noam Rozen , Aditya Grover , Maximilian Nickel , Yaron Lipman

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

In this paper, we propose a score-based normalizing flow method called DAG-NF to learn dependencies of input observation data. Inspired by Grad-CAM in computer vision, we use jacobian matrix of output on input as causal relationships and…

Machine Learning · Computer Science 2020-10-08 Xiongren Chen

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

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