Related papers: Sampling from Boltzmann densities with physics inf…
The indeterminate nature of human motion requires trajectory prediction systems to use a probabilistic model to formulate the multi-modality phenomenon and infer a finite set of future trajectories. However, the inference processes of most…
We propose Continual Repeated Annealed Flow Transport Monte Carlo (CRAFT), a method that combines a sequential Monte Carlo (SMC) sampler (itself a generalization of Annealed Importance Sampling) with variational inference using normalizing…
Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
Boltzmann sampling is commonly used to uniformly sample objects of a particular size from large combinatorial sets. For this technique to be effective, one needs to prove that (1) the sampling procedure is efficient and (2) objects of the…
This paper proposes a synergy of amortised and particle-based methods for sampling from distributions defined by unnormalised density functions. We state a connection between sequential Monte Carlo (SMC) and neural sequential samplers…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
The numerical solution of kinetic equations is challenging due to the high dimensionality of the underlying phase space. In this paper, we develop a dynamical low-rank method based on the projector-splitting integrator in tensor-train (TT)…
We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…
Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…
We propose Annealed Langevin Monte Carlo for Flow ODE Sampling (ALMC-ODE), a method for generating samples from unnormalized target distributions, with a particular emphasis on multimodal densities that are challenging for standard Markov…
Learning neural fields has been an active topic in deep learning research, focusing, among other issues, on finding more compact and easy-to-fit representations. In this paper, we introduce a novel low-rank representation termed Tensor…
This paper introduces the Boomerang Sampler as a novel class of continuous-time non-reversible Markov chain Monte Carlo algorithms. The methodology begins by representing the target density as a density, $e^{-U}$, with respect to a…
We introduce a training objective for continuous normalizing flows that can be used in the absence of samples but in the presence of an energy function. Our method relies on either a prescribed or a learnt interpolation $f_t$ of energy…
Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…
We present a novel offline-online method to mitigate the computational burden of the characterization of posterior random variables in statistical learning. In the offline phase, the proposed method learns the joint law of the parameter…
The generation of equilibrium samples of molecular systems has been a long-standing problem in statistical physics. Boltzmann Generators are a generative machine learning method that addresses this issue by learning a transformation via a…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
Tensor Train~(TT) decomposition is widely used in the machine learning and quantum physics communities as a popular tool to efficiently compress high-dimensional tensor data. In this paper, we propose an efficient algorithm to accelerate…
We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…