Related papers: Multilevel and Sequential Monte Carlo for Training…

Diffusion models and flow matching have demonstrated remarkable success in text-to-image generation. While many existing alignment methods primarily focus on fine-tuning pre-trained generative models to maximize a given reward function,…

A key limitation of sampling algorithms for approximate inference is that it is difficult to quantify their approximation error. Widely used sampling schemes, such as sequential importance sampling with resampling and Metropolis-Hastings,…

Conditional generative models typically demand large annotated training sets to achieve high-quality synthesis. As a result, there has been significant interest in designing models that perform plug-and-play generation, i.e., to use a…

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Resilience is becoming crucial for future wireless networks, which must withstand, adapt to, and recover from rare but potentially cascading disruptions. This paper develops a sequential Monte Carlo (SMC) simulation framework for such…

While score-based generative models are the model of choice across diverse domains, there are limited tools available for controlling inference-time behavior in a principled manner, e.g. for composing multiple pretrained models. Existing…

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…

In this paper, we present a generalisation of the Multilevel Monte Carlo (MLMC) method to a setting where the level parameter is a continuous variable. This Continuous Level Monte Carlo (CLMC) estimator provides a natural framework in PDE…

Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path space. Our work culminates in the development of the…

Advancements in diffusion models have significantly improved video quality, directing attention to fine-grained controllability. However, many existing methods depend on fine-tuning large-scale video models for specific tasks, which becomes…

We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…

In this paper, we are interested in deriving non-asymptotic error bounds for the multilevel Monte Carlo method. As a first step, we deal with the explicit Euler discretization of stochastic differential equations with a constant diffusion…

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

Diffusion models generate samples by denoising along the score of a perturbed target distribution. In practice, one trains a neural diffusion model, which is computationally expensive. Recent work suggests that score matching implicitly…

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

Score-based generative models require guidance in order to generate plausible, on-manifold samples. The most popular guidance method, Classifier-Free Guidance (CFG), is only applicable in settings with labeled data and requires training an…

We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We…

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…