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We present a novel method for sampling iso-likelihood contours in nested sampling using a type of machine learning algorithm known as normalising flows and incorporate it into our sampler nessai. Nessai is designed for problems where…

General Relativity and Quantum Cosmology · Physics 2021-05-12 Michael J. Williams , John Veitch , Chris Messenger

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Normalizing constant (also called partition function, Bayesian evidence, or marginal likelihood) is one of the central goals of Bayesian inference, yet most of the existing methods are both expensive and inaccurate. Here we develop a new…

Machine Learning · Statistics 2020-07-09 He Jia , Uroš Seljak

Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined…

Computation · Statistics 2023-07-11 Johannes Buchner

Normalizing flows (NFs) have become a prominent method for deep generative models that allow for an analytic probability density estimation and efficient synthesis. However, a flow-based network is considered to be inefficient in parameter…

Machine Learning · Computer Science 2020-10-26 Sang-gil Lee , Sungwon Kim , Sungroh Yoon

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

Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Computation · Statistics 2021-03-24 Sara Pérez-Vieites , Joaquín Míguez

The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…

Computation · Statistics 2023-04-19 Johannes Buchner

This work presents a novel methodology for analysis and control of nonlinear fluid systems using neural networks. The approach is demonstrated on four different study cases being the Lorenz system, a modified version of the…

Fluid Dynamics · Physics 2023-08-28 Tarcísio Déda , William Wolf , Scott Dawson

Modeling and synthesizing image noise is an important aspect in many computer vision applications. The long-standing additive white Gaussian and heteroscedastic (signal-dependent) noise models widely used in the literature provide only a…

Computer Vision and Pattern Recognition · Computer Science 2019-08-23 Abdelrahman Abdelhamed , Marcus A. Brubaker , Michael S. Brown

Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of…

Machine Learning · Computer Science 2023-11-14 Christina Winkler , Daniel Worrall , Emiel Hoogeboom , Max Welling

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…

Machine Learning · Computer Science 2026-03-03 Denis Blessing , Lorenz Richter , Julius Berner , Egor Malitskiy , Gerhard Neumann

We introduce a novel technique within the Nested Sampling framework to enhance efficiency of the computation of Bayesian evidence, a critical component in scientific data analysis. In higher dimensions, Nested Sampling relies on Markov…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Joshua G. Albert

Normalizing Flows (NFs) are emerging as a powerful class of generative models, as they not only allow for efficient sampling, but also deliver, by construction, density estimation. They are of great potential usage in High Energy Physics…

Machine Learning · Statistics 2023-03-01 Humberto Reyes-Gonzalez , Riccardo Torre

We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…

Machine Learning · Computer Science 2020-10-27 Julen Urain , Michelle Ginesi , Davide Tateo , Jan Peters

Models of physics beyond the Standard Model often contain a large number of parameters. These form a high-dimensional space that is computationally intractable to fully explore. Experimental constraints project onto a subspace of viable…

High Energy Physics - Theory · Physics 2022-01-05 Jacob Hollingsworth , Michael Ratz , Philip Tanedo , Daniel Whiteson

We demonstrate two sampling procedures assisted by machine learning models via regression and classification. The main objective is the use of a neural network to suggest points likely inside regions of interest, reducing the number of…

High Energy Physics - Phenomenology · Physics 2024-12-05 A. Hammad , Myeonghun Park , Raymundo Ramos , Pankaj Saha

Obtaining system parameters and reconstructing the full flow state from limited velocity observations using conventional fluid dynamics solvers can be prohibitively expensive. Here we employ machine learning algorithms to overcome the…

Fluid Dynamics · Physics 2024-10-17 Vladimir Parfenyev , Mark Blumenau , Ilia Nikitin
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