Related papers: Sampling from Boltzmann densities with physics inf…
With the advances in data acquisition technology, tensor objects are collected in a variety of applications including multimedia, medical and hyperspectral imaging. As the dimensionality of tensor objects is usually very high,…
We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…
This paper proposes a novel approach to tensor completion, which recovers missing entries of data represented by tensors. The approach is based on the tensor train (TT) rank, which is able to capture hidden information from tensors thanks…
We present a drifting-based framework for amortized sampling of Boltzmann distributions defined by energy functions. The method trains a one-step neural generator by projecting samples along a Gaussian-smoothed score field from the current…
Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…
We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…
A hybrid quantum-classical method for learning Boltzmann machines (BM) for a generative and discriminative task is presented. Boltzmann machines are undirected graphs with a network of visible and hidden nodes where the former is used as…
This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…
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…
Boltzmann generators approach the sampling problem in many-body physics by combining a normalizing flow and a statistical reweighting method to generate samples of a physical system's equilibrium density. The equilibrium distribution is…
We deal with the task of sampling from an unnormalized Boltzmann density $\rho_D$ by learning a Boltzmann curve given by energies $f_t$ starting in a simple density $\rho_Z$. First, we examine conditions under which Fisher-Rao flows are…
Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…
Use energy-based model for bridge-type innovation. The loss function is explained by the game theory, the logic is clear and the formula is simple and clear. Thus avoid the use of maximum likelihood estimation to explain the loss function…
Stochastic finite automata arise naturally in many language and speech processing tasks. They include stochastic acceptors, which represent certain probability distributions over random strings. We consider the problem of efficient…
Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty.…
Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications including hyperspectral imaging, video surveillance, and urban traffic monitoring. Existing anomaly detection methods are most suited…
This article proposes a new statistical numerical method to address gas kinetics problems obeying the Boltzmann equation. This method is inspired from some Monte-Carlo algorithms used in linear transport physics, where virtual particles are…
Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…
Spatiotemporal traffic time series, such as traffic speed data, collected from sensing systems are often incomplete, with considerable corruption and large amounts of missing values. A vast amount of data conceals implicit data structures,…