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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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6121723 · May 202619922001200920172026
48 results for Annealed Langevin

The paper analyzes the InfoNCE loss under different temperature schedules using Langevin dynamics.

problem Understanding the dynamics of InfoNCE loss under fixed versus annealed temperature schedules.
method Modeling embedding evolution under Langevin dynamics on a compact Riemannian manifold, with theoretical guarantees for convergence.
result Slow logarithmic inverse-temperature schedules ensure convergence to globally optimal representations, while faster schedules risk suboptimal minima.

Study improves sampling from complex distributions using annealed Langevin Monte Carlo.

problem Sampling from non-log-concave and multimodal distributions.
method Annealed Langevin Monte Carlo algorithm with theoretical guarantees.
result Oracle complexity of O(dβ²A²/ε⁶) for achieving ε² accuracy in Kullback-Leibler divergence.

Study of diffusion annealed Langevin dynamics for generative models.

problem Theoretical efficiency of score-based diffusion processes.
method Rigorous construction and analysis of diffusion processes with Poincaré and logarithmic Sobolev inequalities.
result Improvement in efficiency of diffusion processes through Poincaré and logarithmic Sobolev inequalities.

Paper analyzes Langevin dynamics for multimodal Gaussian mixtures, controlling errors across dimensions.

problem Challenges in obtaining stable diffusion-based samplers in high- and infinite-dimensional settings.
method Study of preconditioned Annealed Langevin Dynamics (ALD) for Gaussian mixtures, focusing on Euler-Maruyama (EM) and exponential-integrator schemes.
result Proves dimension-uniform KL bounds for the exponential-integrator scheme, allowing arbitrarily small divergence with dimension.

CoolMomentum combines momentum and Simulated Annealing for deep learning optimization.

problem Global optimization of non-convex functions in deep learning.
method Discretized Langevin dynamics with Simulated Annealing.
result CoolMomentum achieves high accuracy on Resnet-20 on Cifar-10 and Efficientnet-B0 on Imagenet.

Annealed Langevin dynamics improves sampling from composite scores in SBI.

problem Irreducible bias in sampling from composite scores of SBI methods.
method Derive Wasserstein bounds and decision rules for hyperparameters.
result Explicit decision rules for hyperparameters guarantee prescribed sampling accuracy.

Proposes efficient sampling methods for solving linear inverse problems.

problem Solving linear inverse problems with computational efficiency and accuracy.
method Higher-order Langevin diffusion with pre-conditioning and annealing.
result Provable sampling from posterior distributions with accelerated convergence.

AIS uses a suboptimal extended target distribution, which this paper improves using SGM.

problem Improving the efficiency of Annealed Importance Sampling for marginal likelihood estimation.
method Leveraging score-based generative modeling to approximate the optimal extended target distribution.
result Demonstrated novel, differentiable AIS procedures on synthetic and real-world data.

Algorithm estimates graph structure with prior information and Langevin diffusion.

problem Support estimation of partially known Gaussian graphical models.
method Proposes an algorithm using annealed Langevin diffusion and graph neural networks to estimate the posterior distribution of the graph.
result Demonstrates the benefits of the approach through numerical experiments.

The paper analyzes convergence of Langevin dynamics with time-dependent metrics.

problem Analyzing convergence of Langevin dynamics with time-dependent metrics.
method Formulated a modified gradient flow of the Kullback-Leibler divergence, selected a time-dependent relative Fisher information functional, and developed a time-dependent Hessian matrix condition.
result Proved convergence conditions for various Langevin dynamics.

Flow Annealing Posterior Sampling unifies stochastic-process regression and PDE inverse problems.

problem Function-space posterior sampling for stochastic processes and inverse problems.
method Flow Annealing Posterior Sampling (FAPS) using pretrained function-space flow-matching priors.
result Coherent posterior samples with accurate uncertainty quantification.

New method combines QQA and gradient-based sampling for combinatorial optimization.

problem Scalability challenges in learning-based solvers for combinatorial optimization.
method Integrates gradient-based update through continuous relaxation with Quasi-Quantum Annealing (QQA) and parallel communication.
result Achieves superior speed-quality trade-offs for large-scale instances.

DAIS improves AIS for differentiable marginal likelihood estimation.

problem Differentiable marginal likelihood estimation for complex models.
method Proposes Differentiable Annealed Importance Sampling (DAIS) to make AIS differentiable.
result DAIS achieves convergence and consistency in Bayesian linear regression.

We introduce a new generative model where samples are produced via Langevin dynamics using gradients of the data distribution estimated with score matching. Because gradients can be ill-defined and hard to estimate when the data resides on low-dimensional manifolds, we perturb the data with different levels of Gaussian…

2019-07-12abs ↗pdf ↗

Paper extends MLFD to signed measures via bilevel approach.

problem Risk minimization for infinite width neural networks and sparse deconvolution.
method Bilevel reduction to extend MLFD to signed measures, investigating convergence rates.
result Improved convergence rates for bilevel MFLD in low-noise regime and local exponential convergence for single neuron learning.

Despite substantial progress in signal source separation, results for richly structured data continue to contain perceptible artifacts. In contrast, recent deep generative models can produce authentic samples in a variety of domains that are indistinguishable from samples of the data distribution. This paper introduces…

2020-02-19abs ↗pdf ↗

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a typically non-convex objective function is locally optimized over the parameters of t…

2015-05-25abs ↗pdf ↗

aMCL uses annealing to improve hypothesis diversity in ambiguous tasks.

problem Limitations of Winner-takes-all in predicting plausible hypotheses.
method Combines simulated annealing with Multiple Choice Learning (MCL).
result Enhanced exploration of hypothesis space during training.

This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB is as easy as SAVB to implement. Experiments revealed QAVB finds a better local …

2014-08-09abs ↗pdf ↗

Mathematical analysis shows annealing prevents mode collapse in Gaussian mixtures.

problem Mode collapse in variational inference for multimodal distributions.
method Analyzed annealing strategies for Gaussian mixtures, derived formulas, and tested on neural networks.
result Appropriately chosen annealing schemes can robustly prevent mode collapse.

We introduce a novel framework for adversarial training where the target distribution is annealed between the uniform distribution and the data distribution. We posited a conjecture that learning under continuous annealing in the nonparametric regime is stable irrespective of the divergence measures in the objective fu…

2017-05-21abs ↗pdf ↗

Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.

problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.

Develops diffusion samplers for target distributions with efficient score and density estimates.

problem Estimating scores and densities for time-varying distributions.
method Sequential Monte Carlo with diffusion paths and control variates.
result Effective samplers for time-varying distributions with theoretical guarantees and practical applications.

New analysis of annealing paths in sampling and estimation.

problem Sampling from complex distributions and estimating normalization constants.
method Extending known results on Bregman divergence to quasi-arithmetic means under monotonic embedding.
result Analogous result for quasi-arithmetic means, highlighting the interplay between means, parametric families, and divergence functionals.

AdaAnn optimizes annealing for efficient probability density approximation.

problem Efficiently approximating complex probability distributions with multiple modes.
method AdaAnn is an adaptive annealing scheduler that adjusts temperature increments based on KL divergence.
result AdaAnn improves computational efficiency in variational inference and parameter estimation.

We investigate a hybrid quantum-classical solution method to the mean-variance portfolio optimization problems. Starting from real financial data statistics and following the principles of the Modern Portfolio Theory, we generate parametrized samples of portfolio optimization problems that can be related to quadratic b…

2018-10-19abs ↗pdf ↗