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Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Particle degeneracy can hinder the use of SMC when the target distribution is highly constrained or multimodal. As a motivating…

Methodology · Statistics 2022-10-26 Zhaoran Hou , Samuel W. K. Wong

We consider the outstanding problem of sampling from an unnormalized density that may be non-log-concave and multimodal. To enhance the performance of simple Markov chain Monte Carlo (MCMC) methods, techniques of annealing type have been…

Machine Learning · Statistics 2025-02-18 Wei Guo , Molei Tao , Yongxin Chen

Sampling from high-dimensional, multi-modal distributions remains a fundamental challenge across domains such as statistical Bayesian inference and physics-based machine learning. In this paper, we propose Annealing Flow (AF), a method…

Machine Learning · Statistics 2025-05-28 Dongze Wu , Yao Xie

Multiway data often naturally occurs in a tensorial format which can be approximately represented by a low-rank tensor decomposition. This is useful because complexity can be significantly reduced and the treatment of large-scale data sets…

Machine Learning · Computer Science 2021-08-10 Clara Menzen , Manon Kok , Kim Batselier

Efficient sampling of unnormalized probability densities such as the Boltzmann distribution of molecular systems is a longstanding challenge. Next to conventional approaches like molecular dynamics or Markov chain Monte Carlo, variational…

Machine Learning · Computer Science 2025-06-18 Henrik Schopmans , Pascal Friederich

Efficient sampling from the Boltzmann distribution given its energy function is a key challenge for modeling complex physical systems such as molecules. Boltzmann Generators address this problem by leveraging continuous normalizing flows to…

Machine Learning · Computer Science 2025-10-17 Rishal Aggarwal , Jacky Chen , Nicholas M. Boffi , David Ryan Koes

Sampling the Boltzmann distribution using forces that violate detailed balance can be faster than with the equilibrium evolution, but the acceleration depends on the nature of the nonequilibrium drive and the physical situation. Here, we…

Soft Condensed Matter · Physics 2023-12-20 Federico Ghimenti , Ludovic Berthier , Grzegorz Szamel , Frédéric van Wijland

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

We propose a training-free conditional sampling method for flow matching models based on importance sampling. Because a na\"ive application of importance sampling suffers from weight degeneracy in high-dimensional settings, we modify and…

Machine Learning · Statistics 2026-02-16 Qianqian Qu , Jun S. Liu

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT)…

Numerical Analysis · Mathematics 2021-08-11 Feliks Nüske , Patrick Gelß , Stefan Klus , Cecilia Clementi

Real-world physical systems, like composite materials and porous media, exhibit complex heterogeneities and multiscale nature, posing significant computational challenges. Computational homogenization is useful for predicting macroscopic…

Computational Engineering, Finance, and Science · Computer Science 2024-07-29 Yuki Sato , Yuto Lewis Terashima , Ruho Kondo

Restricted Boltzmann Machines (RBMs) are powerful tools for modeling complex systems and extracting insights from data, but their training is hindered by the slow mixing of Markov Chain Monte Carlo (MCMC) processes, especially with highly…

Machine Learning · Computer Science 2025-12-09 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Lorenzo Rosset , Beatriz Seoane

Sampling the parameter space of artificial neural networks according to a Boltzmann distribution provides insight into the geometry of low-loss solutions and offers an alternative to conventional loss minimization for training. However,…

Disordered Systems and Neural Networks · Physics 2026-03-17 Alessandro Zambon , Francesca Caruso , Riccardo Zecchina , Guido Tiana

We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…

Tensor train (TT) factorization and corresponding TT rank, which can well express the low-rankness and mode correlations of higher-order tensors, have attracted much attention in recent years. However, TT factorization based methods are…

Image and Video Processing · Electrical Eng. & Systems 2022-05-09 Gaohang Yu , Shaochun Wan , Liqun Qi , Yanwei Xu

Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicability and well-known success, transport maps suffer from…

Numerical Analysis · Mathematics 2020-08-11 Martin Eigel , Robert Gruhlke , Manuel Marschall

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

We propose an efficient implementation of the numerical tensor-train (TT) based algorithm solving the multicomponent coagulation equation preserving the nonnegativeness of solution. Unnatural negative elements in the constructed…

Numerical Analysis · Mathematics 2025-01-20 Sergey A. Matveev , Ilya Tretyak

We applied our previously developed library-based Monte Carlo (LBMC) to equilibrium sampling of several implicitly solvated all-atom peptides. LBMC can perform equilibrium sampling of molecules using the pre-calculated statistical libraries…

Biological Physics · Physics 2015-05-14 Ying Ding , Artem B. Mamonov , Daniel M. Zuckerman