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In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

Generative models in deep learning allow for sampling probability distributions that approximate data distributions. We propose using generative models for making approximate statistical predictions in the string theory landscape. For vacua…

High Energy Physics - Theory · Physics 2020-06-24 James Halverson , Cody Long

Biased enhanced sampling methods utilizing collective variables (CVs) are powerful tools for sampling conformational ensembles. Due to high intrinsic dimensions, efficiently generating conformational ensembles for complex systems requires…

Machine Learning · Computer Science 2023-12-19 Yikai Liu , Tushar K. Ghosh , Guang Lin , Ming Chen

We address the problem of compressed sensing using a deep generative prior model and consider both linear and learned nonlinear sensing mechanisms, where the nonlinear one involves either a fully connected neural network or a convolutional…

Machine Learning · Computer Science 2021-05-26 Vinayak Killedar , Praveen Kumar Pokala , Chandra Sekhar Seelamantula

This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in…

Methodology · Statistics 2015-04-06 Marcelo Pereyra

Machine learning models are widely used for real-world applications, such as document analysis and vision. Constrained machine learning problems are problems where learned models have to both be accurate and respect constraints. For…

Machine Learning · Computer Science 2021-12-03 Guillaume Perez , Sebastian Ament , Carla Gomes , Arnaud Lallouet

The diffusion models (DMs) have demonstrated the remarkable capability of generating images via learning the noised score function of data distribution. Current DM sampling techniques typically rely on first-order Langevin dynamics at each…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Fangyikang Wang , Hubery Yin , Lei Qian , Yinan Li , Shaobin Zhuang , Huminhao Zhu , Yilin Zhang , Yanlong Tang , Chao Zhang , Hanbin Zhao , Hui Qian , Chen Li

This paper introduces a novel data clustering algorithm based on Langevin dynamics, where the associated potential is constructed directly from the data. To introduce a self-consistent potential, we adopt the potential model from the…

Computational Physics · Physics 2018-06-28 Kyle Lafata , Zhennan Zhou , Jian-Guo Liu , Fang-Fang Yin

Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…

Statistics Theory · Mathematics 2026-02-18 Armand Gissler , Saeed Saremi , Francis Bach

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…

Optimization and Control · Mathematics 2013-02-19 Valentin Nedelcu , Ion Necoara , Quoc Tran Dinh

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Numerical Analysis · Mathematics 2022-12-23 Martin Eigel , Robert Gruhlke , David Sommer

Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov chain for the discretized Langevin Diffusion. This is the…

Statistics Theory · Mathematics 2022-11-01 Jason M. Altschuler , Kunal Talwar

This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…

Optimization and Control · Mathematics 2023-06-13 Kaixin Du , Min Meng

Autoregressive generative models consistently achieve the best results in density estimation tasks involving high dimensional data, such as images or audio. They pose density estimation as a sequence modeling task, where a recurrent neural…

Machine Learning · Computer Science 2017-12-29 Xi Chen , Nikhil Mishra , Mostafa Rohaninejad , Pieter Abbeel

State-of-the-art deep learning methods have shown a remarkable capacity to model complex data domains, but struggle with geospatial data. In this paper, we introduce SpaceGAN, a novel generative model for geospatial domains that learns…

Machine Learning · Computer Science 2019-05-24 Konstantin Klemmer , Adriano Koshiyama , Sebastian Flennerhag

In this paper, we consider a class of convex programming problems with linear equality constraints, which finds broad applications in machine learning and signal processing. We propose a new adaptive balanced augmented Lagrangian (ABAL)…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Jiageng Wu , Bo Jiang , Xinxin Li , Ya-Feng Liu , Jianhua Yuan

In plasmas, distribution functions often demonstrate long anisotropic tails or otherwise significant deviations from local Maxwellians. The tails, especially if they are pulled out from the bulk, pose a serious challenge for numerical…

Plasma Physics · Physics 2018-04-17 Eero Hirvijoki

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…

Optimization and Control · Mathematics 2020-05-12 Shipu Zhao , Fengqi You

Deep generative models provide state-of-the-art performance across a wide array of applications, with recent studies showing increasing applicability for science and engineering. Despite a growing corpus of literature focused on the…

Machine Learning · Computer Science 2026-05-14 Jacob K. Christopher , James E. Warner , Ferdinando Fioretto
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