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Related papers: Super-Resolving Normalising Flows for Lattice Fiel…

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Learned field transformations may help address ubiquitous critical slowing down and signal-to-noise problems in lattice field theory. In the context of an annealed sequence of distributions, field transformations are defined by integrating…

High Energy Physics - Lattice · Physics 2026-03-03 Michael S. Albergo , Gurtej Kanwar

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

Computation · Statistics 2012-02-27 Brendon J. Brewer , Livia B. Pártay , Gábor Csányi

Normalising flows are tractable probabilistic models that leverage the power of deep learning to describe a wide parametric family of distributions, all while remaining trainable using maximum likelihood. We discuss how these methods can be…

Machine Learning · Computer Science 2020-07-14 Simon Alexanderson , Gustav Eje Henter

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Methodology · Statistics 2017-01-06 Patrick R. Conrad , Youssef M. Marzouk , Natesh S. Pillai , Aaron Smith

Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal.…

Machine Learning · Computer Science 2021-03-02 Priyank Jaini , Didrik Nielsen , Max Welling

In this contribution, we propose a new computationally efficient method to combine Variational Inference (VI) with Markov Chain Monte Carlo (MCMC). This approach can be used with generic MCMC kernels, but is especially well suited to…

We introduce a new numerical method for the solution of self-consistent equations in the cluster mean-field theory. The method uses the density matrix renormalization group method to solve the associated cluster problem. We obtain an…

Quantum Gases · Physics 2014-11-10 Ryota Suzuki , Akihisa Koga

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

We discuss the successes and limitations of statistical sampling for a sequence of models studied in the context of lattice QCD and emphasize the need for new methods to deal with finite-density and real-time evolution. We show that these…

High Energy Physics - Lattice · Physics 2022-09-21 Yannick Meurice , Ryo Sakai , Judah Unmuth-Yockey

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…

Computation · Statistics 2016-03-04 Pierre Del Moral , Ajay Jasra , Kody Law , Yan Zhou

We study the renormalization group flow of $\mathbb{Z}_2$-invariant supersymmetric and non-supersymmetric scalar models in the local potential approximation using functional renormalization group methods. We focus our attention to the fixed…

High Energy Physics - Theory · Physics 2015-10-28 Tobias Hellwig , Andreas Wipf , Omar Zanusso

This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…

Machine Learning · Computer Science 2024-02-02 Kaiwen Hou

We consider the problem of sampling lattice field configurations on a lattice from the Boltzmann distribution corresponding to some action. Since such densities arise as approximationw of an underlying functional density, we frame the task…

Machine Learning · Computer Science 2024-11-27 Bálint Máté , François Fleuret

Sampling from a lattice Gaussian distribution is emerging as an important problem in various areas such as coding and cryptography. The default sampling algorithm --- Klein's algorithm yields a distribution close to the lattice Gaussian…

Information Theory · Computer Science 2016-11-18 Zheng Wang , Cong Ling , Guillaume Hanrot

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Machine Learning · Computer Science 2019-07-16 Kiarash Shaloudegi , András György

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

In this review I summarize how machine learning can be used in lattice gauge theory simulations and what ap\-proaches are currently available to improve the sampling of gauge field configurations, with a focus on applications in…

High Energy Physics - Lattice · Physics 2026-04-15 Urs Wenger

Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…

Machine Learning · Statistics 2024-02-27 Daniel Andrade