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Transformers have revolutionized almost all natural language processing (NLP) tasks but suffer from memory and computational complexity that scales quadratically with sequence length. In contrast, recurrent neural networks (RNNs) exhibit…
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Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…
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Continuous normalizing flows (CNFs) are an attractive generative modeling technique, but they have been held back by limitations in their simulation-based maximum likelihood training. We introduce the generalized conditional flow matching…
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We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…
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Machine learning techniques, in particular the so-called normalizing flows, are becoming increasingly popular in the context of Monte Carlo simulations as they can effectively approximate target probability distributions. In the case of…
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Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF)…