Related papers: Faster logconcave sampling from a cold start in hi…
High energy diffraction and soft QCD span exciting final state topologies and fluctuations which have not yet been measured or characterized in a fully exhaustive way. In this work, we go beyond the standard measures and formulate a new…
We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…
We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…
We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…
Fithian and Hastie (2014) proposed a new sampling scheme called local case-control (LCC) sampling that achieves stability and efficiency by utilizing a clever adjustment pertained to the logistic model. It is particularly useful for…
This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…
We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…
Self-supervised methods have shown tremendous success in the field of computer vision, including applications in remote sensing and medical imaging. Most popular contrastive-loss based methods like SimCLR, MoCo, MoCo-v2 use multiple views…
Equilibrium probes have been widely used in various noisy quantum metrology schemes. However, such an equilibrium-probe-based metrology scenario severely suffers from the low-temperature-error divergence problem in the weak-coupling regime.…
In recent years, log-concave density estimation via maximum likelihood estimation has emerged as a fascinating alternative to traditional nonparametric smoothing techniques, such as kernel density estimation, which require the choice of one…
Learning scientific document representations can be substantially improved through contrastive learning objectives, where the challenge lies in creating positive and negative training samples that encode the desired similarity semantics.…
Polar slice sampling (Roberts & Rosenthal, 2002) is a Markov chain approach for approximate sampling of distributions that is difficult, if not impossible, to implement efficiently, but behaves provably well with respect to the dimension.…
Approximating distance is one of the key challenge in a facility location problem. Several algorithms have been proposed, however, none of them focused on estimating distance between two concave regions. In this work, we present an…
We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…
We introduce an algorithm for sampling many-body quantum states in Fock space. The algorithm efficiently samples states with probability approximately proportional to an arbitrary function of the second-quantized Hamiltonian matrix element…
Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…
Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…
Discrete state space diffusion models have shown significant advantages in applications involving discrete data, such as text and image generation. It has also been observed that their performance is highly sensitive to the choice of rate…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
We develop a short-step interior point method to optimize a linear function over a convex body assuming that one only knows a membership oracle for this body. The approach is based on Abernethy and Hazan's sketch of a universal interior…