相关论文: Normalizing flow sampling with Langevin dynamics i…

We propose a new framework for efficiently sampling from complex probability distributions using a combination of normalizing flows and elliptical slice sampling (Murray et al., 2010). The central idea is to learn a diffeomorphism, through…

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Scalable sampling of molecular states in thermodynamic equilibrium is a long-standing challenge in statistical physics. Boltzmann Generators tackle this problem by pairing a generative model, capable of exact likelihood computation, with…

Langevin dynamics are widely used in sampling high-dimensional, non-Gaussian distributions whose densities are known up to a normalizing constant. In particular, there is strong interest in unadjusted Langevin algorithms (ULA), which…

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…

Normalizing Flows (NFs) are a classical family of likelihood-based methods that have received revived attention. Recent efforts such as TARFlow have shown that NFs are capable of achieving promising performance on image modeling tasks,…

We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained…

Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC) extensions are state-of-the-art methods for estimating normalizing constants of probability distributions. We propose here a novel Monte Carlo algorithm, Annealed Flow…

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

For engineering applications of artificial intelligence, Bayesian learning holds significant advantages over standard frequentist learning, including the capacity to quantify uncertainty. Langevin Monte Carlo (LMC) is an efficient…

We propose a continuous normalizing flow for sampling from the high-dimensional probability distributions of Quantum Field Theories in Physics. In contrast to the deep architectures used so far for this task, our proposal is based on a…

Normalizing flows (NFs) provide uncorrelated samples from complex distributions, making them an appealing tool for parameter estimation. However, the practical utility of NFs remains limited by their tendency to collapse to a single mode of…

We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^d$, and prove a non-asymptotic upper bound on the mixing time of the Metropolis-adjusted Langevin algorithm (MALA). The method draws samples by…

Continuous normalizing flows are known to be highly expressive and flexible, which allows for easier incorporation of large symmetries and makes them a powerful computational tool for lattice field theories. Building on previous work, we…

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…