Related papers: Markovian Flow Matching: Accelerating MCMC with Co…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

We focus on generative autoencoders, such as variational or adversarial autoencoders, which jointly learn a generative model alongside an inference model. Generative autoencoders are those which are trained to softly enforce a prior on the…

Flow matching (FM) is a general framework for defining probability paths via Ordinary Differential Equations (ODEs) to transform between noise and data samples. Recent approaches attempt to straighten these flow trajectories to generate…

Catastrophic forgetting (CF) happens whenever a neural network overwrites past knowledge while being trained on new tasks. Common techniques to handle CF include regularization of the weights (using, e.g., their importance on past tasks),…

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

We propose a sampling algorithm relying on a collective variable (CV) of mid-size dimension modelled by a normalizing flow and using non-equilibrium dynamics to propose full configurational moves from the proposition of a refreshed value of…

Probabilistic power flow (PPF) is essential for quantifying operational uncertainty in modern distribution systems with high penetration of renewable generation and flexible loads. Conventional PPF methods primarily rely on Monte Carlo (MC)…

Bayesian phylogenetic inference is often conducted via local or sequential search over topologies and branch lengths using algorithms such as random-walk Markov chain Monte Carlo (MCMC) or Combinatorial Sequential Monte Carlo (CSMC).…

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

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…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Normalizing Flows (NF) are Generative models which transform a simple prior distribution into the desired target. They however require the design of an invertible mapping whose Jacobian determinant has to be computable. Recently introduced,…

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…

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

In order to sample from an unnormalized probability density function, we propose to combine continuous normalizing flows (CNFs) with rejection-resampling steps based on importance weights. We relate the iterative training of CNFs with…

Conditional Flow Matching (CFM), a simulation-free method for training continuous normalizing flows, provides an efficient alternative to diffusion models for key tasks like image and video generation. The performance of CFM in solving…

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…