相关论文: Gradient estimators for normalising flows

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Gradient information on the sampling distribution can be used to reduce the variance of Monte Carlo estimators via Stein's method. An important application is that of estimating an expectation of a test function along the sample path of a…

Stochastic gradient Markov chain Monte Carlo (SGMCMC) is a popular class of algorithms for scalable Bayesian inference. However, these algorithms include hyperparameters such as step size or batch size that influence the accuracy of…

Recent advances in MCMC use normalizing flows to precondition target distributions and enable jumps to distant regions. However, there is currently no systematic comparison of different normalizing flow architectures for MCMC. As such, many…

The recent introduction of machine learning techniques, especially normalizing flows, for the sampling of lattice gauge theories has shed some hope on improving the sampling efficiency of the traditional HMC algorithm. Naive use of…

We study stochastic gradient descent for solving conditional stochastic optimization problems, in which an objective to be minimized is given by a parametric nested expectation with an outer expectation taken with respect to one random…

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

We examine the zero-temperature Metropolis Monte Carlo algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis…

Bayesian deep learning offers a principled way to address many issues concerning safety of artificial intelligence (AI), such as model uncertainty,model interpretability, and prediction bias. However, due to the lack of efficient Monte…

Recent papers have demonstrated the possibility of energy-based text generation by adapting gradient-based sampling algorithms, a paradigm of MCMC algorithms that promises fast convergence. However, as we show in this paper, previous…

In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in which the input and output vectors of numerical simulators…

Boltzmann Generators have emerged as a promising machine learning tool for generating samples from equilibrium distributions of molecular systems using Normalizing Flows and importance weighting. Recently, Flow Matching has helped speed up…

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models,…

We present a method for optimizing the location of the fermion ground-state nodes using a combination of diffusion Monte Carlo (DMC) and projected gradient descent (PGD). A PGD iteration shifts the parameters of an arbitrary node-fixing…

Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in…

The recent introduction of Machine Learning techniques, especially Normalizing Flows, for the sampling of lattice gauge theories has shed some hope on improving the sampling efficiency of the traditional Hybrid Monte Carlo (HMC) algorithm.…

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…

Implicit models, which allow for the generation of samples but not for point-wise evaluation of probabilities, are omnipresent in real-world problems tackled by machine learning and a hot topic of current research. Some examples include…

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

This paper is concerned about a learning algorithm for a probabilistic model of spiking neural networks (SNNs). Jimenez Rezende & Gerstner (2014) proposed a stochastic variational inference algorithm to train SNNs with hidden neurons. The…