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We introduce \textit{Policy Guided Monte Carlo} (PGMC), a computational framework using reinforcement learning to improve Markov chain Monte Carlo (MCMC) sampling. The methodology is generally applicable, unbiased and opens up a new path to…

Computational Physics · Physics 2018-12-12 Troels Arnfred Bojesen

We present a generative predictive control (GPC) framework that amortizes sampling-based Model Predictive Control (SPC) by bootstrapping it with conditional flow-matching models trained on SPC control sequences collected in simulation.…

Credible microscopic traffic simulation requires car-following models that capture both the average response and the substantial variability observed across drivers and situations. However, most data-driven calibrations remain…

Applications · Statistics 2026-02-06 Menglin Kong , Chengyuan Zhang , Lijun Sun

We introduce a Path Integral Monte Carlo (PIMC) approach that uses the angular momentum representation for the description of interacting rotor systems. Such a choice of representation allows the calculation of momentum properties without…

Chemical Physics · Physics 2025-10-22 Estêvão de Oliveira , Muhammad Shaeer Moeed , Pierre-Nicholas Roy

In this study, a novel method for the construction of a driving cycle based on Mean Shift clustering is proposed to solve the problems existing in the traditional micro-trips method. Firstly, 1701 kinematic segments are obtained by…

Signal Processing · Electrical Eng. & Systems 2020-08-13 Yongjiang He

Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…

Systems and Control · Computer Science 2018-02-23 Sanket Kamthe , Marc Peter Deisenroth

These lecture notes provide an introduction to recent advances in generative modeling methods based on the dynamical transportation of measures, by means of which samples from a simple base measure are mapped to samples from a target…

Machine Learning · Computer Science 2023-10-18 Michael S. Albergo , Eric Vanden-Eijnden

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies…

Machine Learning · Statistics 2018-04-06 Tuan Anh Le , Maximilian Igl , Tom Rainforth , Tom Jin , Frank Wood

Reinforcement learning (RL) offers a powerful approach for robots to learn complex, collaborative skills by combining Dynamic Movement Primitives (DMPs) for motion and Variable Impedance Control (VIC) for compliant interaction. However,…

Robotics · Computer Science 2026-03-03 Shreyas Kumar , Ravi Prakash

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

In this research we focus on developing a reinforcement learning system for a challenging task: autonomous control of a real-sized boat, with difficulties arising from large uncertainties in the challenging ocean environment and the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yunduan Cui , Shigeki Osaki , Takamitsu Matsubara

For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…

Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static…

Machine Learning · Computer Science 2023-04-28 Yuan Zhang , Joschka Boedecker , Chuxuan Li , Guyue Zhou

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Given (small amounts of) time-series' data from a high-dimensional, fine-grained, multiscale dynamical system, we propose a generative framework for learning an effective, lower-dimensional, coarse-grained dynamical model that is predictive…

Machine Learning · Statistics 2021-01-18 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

This paper presents a new predictive second order sliding controller (PSSC) formulation for setpoint tracking of constrained linear systems. The PSSC scheme is developed by combining the concepts of model predictive control (MPC) and second…

Systems and Control · Computer Science 2018-02-07 Mohammad Reza Amini , Mahdi Shahbakhti , Jing Sun

Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately…

Machine Learning · Computer Science 2016-06-13 Taesup Kim , Yoshua Bengio
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