Related papers: Time-Inhomogeneous Preconditioned Langevin Dynamic…
We revisit gradient-based optimization for infinite projected entangled pair states (iPEPS), a tensor network ansatz for simulating many-body quantum systems. This approach is hindered by two major challenges: the high computational cost of…
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
Spatial-temporal forecasting is crucial and widely applicable in various domains such as traffic, energy, and climate. Benefiting from the abundance of unlabeled spatial-temporal data, self-supervised methods are increasingly adapted to…
Designing sampling algorithms for multimodal targets that remain stable under refinement of the finite-dimensional approximation of an underlying function-space problem is a central challenge. Annealed Langevin dynamics (ALD) is a natural…
In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…
The generalized Lefschetz thimble method is a promising approach that attempts to solve the sign problem in Monte Carlo methods by deforming the integration contour using the flow equation. Here we point out a general problem that occurs…
Many scientific systems, such as cellular populations or economic cohorts, are naturally described by probability distributions that evolve over time. Predicting how such a system would have evolved under different forces or initial…
We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…
The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…
Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…
We study the problem of sampling from a distribution $p^*(x) \propto \exp\left(-U(x)\right)$, where the function $U$ is $L$-smooth everywhere and $m$-strongly convex outside a ball of radius $R$, but potentially nonconvex inside this ball.…
We consider the use of multipreconditioning, which allows for multiple preconditioners to be applied in parallel, on high-frequency Helmholtz problems. Typical applications present challenging sparse linear systems which are complex…
In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In…
We study zero-shot conditional sampling with pretrained diffusion models for linear inverse problems, including inpainting and super-resolution. In these problems, the observation determines only part of the unknown signal. The remaining…
In many applications, it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite-dimensional analogue…
This paper deals with a new Tikhonov regularized primal-dual dynamical system with variable mass and Hessian-driven damping for solving a convex optimization problem with linear equality constraints. The system features several…
While gradient-based discrete samplers are effective in sampling from complex distributions, they are susceptible to getting trapped in local minima, particularly in high-dimensional, multimodal discrete distributions, owing to the…
The aim of this paper is to address the challenge of gradual domain adaptation within a class of manifold-constrained data distributions. In particular, we consider a sequence of $T\ge2$ data distributions $P_1,\ldots,P_T$ undergoing a…
Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…