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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.

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8152330 · May 202619922001200920172026
48 results for Boltzmann sampler

A new sampler and temperature estimation method enable efficient learning of Boltzmann Machines.

problem Efficient learning of Boltzmann Machines (BMs) is challenging due to high training costs and difficulty in parallelization.
method Proposed a new Boltzmann sampler (Langevin SB, LSB) and an efficient method (Conditional Expectation Matching, CEM) for estimating inverse temperature.
result Established an efficient learning framework (Sampler-Adaptive Learning, SAL) for BMs with greater expressive power than Restricted Boltzmann Machines (RBMs).

We propose a relaxation-based approximate inference algorithm that samples near-MAP configurations of a binary pairwise Markov random field. We experiment on MAP inference tasks in several restricted Boltzmann machines. We also use our underlying sampler to estimate the log-partition function of restricted Boltzmann ma…

2013-12-21abs ↗pdf ↗

A new method for sampling from complex distributions using Langevin samplers.

problem Sampling from unnormalized Boltzmann densities.
method Probability flow ODE derived from linear stochastic interpolants, employing Langevin samplers.
result Efficient simulation of the flow with non-asymptotic convergence rate.

iDEM generates samples from Boltzmann densities without data.

problem Generating statistically independent samples from unnormalized distributions.
method Iterative algorithm using energy and gradient for diffusion-based sampler training.
result iDEM achieves state-of-the-art performance and trains faster than existing methods.

New sampler tackles complex discrete energy landscapes efficiently.

problem Stagnation in gradient-based discrete samplers for non-convex settings.
method DREXEL sampler with Replica Exchange and Adjusted Metropolis.
result Proves samplers satisfy detailed balance and converge to target distribution.

New method trains neural samplers to sample from multi-modal distributions efficiently.

problem Mode-seeking behavior of reverse KL divergence hinders effective sampling from multi-modal target distributions.
method Minimizing reverse diffusive KL divergence along diffusion trajectories of model and target densities.
result Demonstrated enhanced sampling performance across various multi-modal distributions.

Sampling from posterior distributions using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations, particularly when the posterior is multi-modal as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC…

2017-08-17abs ↗pdf ↗

VT-DIS improves sampling from Boltzmann distributions with minimal overhead.

problem Bias in Monte Carlo estimates from score-based diffusion models.
method Variance-Tuned Diffusion Importance Sampling (VT-DIS) adapts noise covariance to correct bias.
result VT-DIS achieves effective sample sizes of 80%, 35%, and 3.5% on benchmarks, using less computational budget.

A new sampler for complex discrete distributions efficiently updates all variables in parallel.

problem Sampling complex high-dimensional discrete distributions efficiently and accurately.
method Discrete Langevin proposal (DLP) for parallel coordinate updates with controlled stepsize.
result DLP efficiently explores high-dimensional and strongly correlated variables with asymptotic bias of zero for log-quadratic distributions.

End-to-end training of DBMs with improved gradient estimation.

problem Biased gradient estimation in DBMs, especially with high-dimensional states.
method Unbiased contrastive divergence using MH coupling and local mode initialization.
result End-to-end training of DBMs without greedy pretraining, achieving FID score of 10.33 for MNIST.

New method combines deep learning and quantum mechanics for efficient molecular statistics.

problem Computational expense in extracting statistics from molecular systems.
method Adaptive Markov chain Monte Carlo with Normalizing Flow and MLP for quantum accuracy.
result Rapid convergence to Boltzmann distribution and accurate thermodynamic observables.

Enhances gradient-based discrete samplers with parallel tempering for multimodal distributions.

problem Local minima in high-dimensional, multimodal discrete distributions.
method Combines parallel tempering with discrete Langevin proposal, using Metropolis criterion for swaps.
result Significantly faster mixing and better sampling from complex distributions.

Enhances diffusion-based sampling for molecular systems.

problem Inefficiency and thermodynamic mode miss in diffusion-based samplers for molecular systems.
method Introduces a sequential bias along collective variables (CVs) to encourage exploration and increase temperature in the projected space.
result Improves efficiency, mode discovery, and free energy estimation; first to demonstrate reactive sampling.

Study improves sampling efficiency of diffusion models using RL and PDEs.

problem Training neural stochastic differential equations without access to target samples.
method Proves equivalences between RL methods and PDEs, uses coarse time discretization.
result Improves sample efficiency and reduces computational cost.

We present transductive Boltzmann machines (TBMs), which firstly achieve transductive learning of the Gibbs distribution. While exact learning of the Gibbs distribution is impossible by the family of existing Boltzmann machines due to combinatorial explosion of the sample space, TBMs overcome the problem by adaptively …

2018-05-21abs ↗pdf ↗

Quantum Boltzmann Machines trained on quantum annealers produce noisy synthetic data.

problem Training quantum Boltzmann machines on quantum annealers for financial data generation.
method Used D-Wave Advantage 4.1 quantum annealer to train QBMs and compare with classical RBMs.
result Quantum Boltzmann Machines trained on quantum annealers are noisier and less effective than classical RBMs.

We introduce a new method for training deep Boltzmann machines jointly. Prior methods require an initial learning pass that trains the deep Boltzmann machine greedily, one layer at a time, or do not perform well on classifi- cation tasks.

2012-12-12abs ↗pdf ↗

Diffusion models simulate molecular dynamics with adjustable accuracy.

problem Simulating molecular dynamics with high accuracy and efficiency.
method Diffusion models as Euler-Maruyama integrators for Langevin dynamics, learning forces from static snapshots.
result Diffusion models generate molecular trajectories with temporal correlations similar to MD simulations.

RBM and DBM are represented as 2D tensor networks, revealing their expressive power and efficiency.

problem Understanding and optimizing RBM and DBM models.
method Representing RBM and DBM as 2D tensor networks and developing an efficient tensor network contraction algorithm.
result The proposed algorithm for computing partition functions is more accurate than state-of-the-art methods.

A new method speeds up sampling of Boltzmann distribution in high-dimensional systems.

problem High computational cost of obtaining Jacobian of flow-based models in high dimensions.
method Flow perturbation method that incorporates stochastic perturbations and reweighting.
result Achieves unbiased sampling of Boltzmann distribution with orders of magnitude speedup.

We show that deep narrow Boltzmann machines are universal approximators of probability distributions on the activities of their visible units, provided they have sufficiently many hidden layers, each containing the same number of units as the visible layer. We show that, within certain parameter domains, deep Boltzmann…

2014-11-14abs ↗pdf ↗

A new machine learning model uses score matching to estimate probability densities efficiently.

problem Estimating probability density functions is challenging.
method Introduced a product Jacobi-Theta Boltzmann machine (pJTBM) and used score matching for efficient fitting.
result The pJTBM can fit probability densities more efficiently than the RTBM using score matching.

This paper provides a tutorial on Boltzmann Machines and Deep Belief Networks.

problem Understanding and applying Boltzmann Machines and Deep Belief Networks.
method Explains the structures, conditional distributions, Gibbs sampling, training methods, and deep belief networks of RBMs.
result Comprehensive overview of RBMs and DBNs, useful in various fields.

Boltzmann machines are physics informed generative models with wide applications in machine learning. They can learn the probability distribution from an input dataset and generate new samples accordingly. Applying them back to physics, the Boltzmann machines are ideal recommender systems to accelerate Monte Carlo simu…

2017-02-28abs ↗pdf ↗

Boltzmann machines are powerful distributions that have been shown to be an effective prior over binary latent variables in variational autoencoders (VAEs). However, previous methods for training discrete VAEs have used the evidence lower bound and not the tighter importance-weighted bound. We propose two approaches fo…

2018-05-18abs ↗pdf ↗

A Gaussian restricted Boltzmann machine (GRBM) is a Boltzmann machine defined on a bipartite graph and is an extension of usual restricted Boltzmann machines. A GRBM consists of two different layers: a visible layer composed of continuous visible variables and a hidden layer composed of discrete hidden variables. In th…

2015-12-03abs ↗pdf ↗

EDG generates Boltzmann samples from latent variables efficiently.

problem Sampling from complex energy functions in high dimensions.
method Combines variational autoencoders and diffusion models; uses a decoder and diffusion-based encoder.
result EDG outperforms existing methods in various sampling tasks.

Corrected samplers reduce discretization error in discrete flow models without additional computational cost.

problem Discretization error in samplers for discrete flow models.
method Established non-asymptotic error bounds for samplers, proposed time-corrected and location-corrected samplers.
result Location-corrected sampler has lower complexity and better generation quality.

Inverse problem solved for relativistic Boltzmann equation on spacetime.

problem Determining spacetime from causal measurements.
method Using the nonlinearity of the Boltzmann equation to uniquely determine the spacetime.
result The spacetime is uniquely determined up to isometry in the causal set I+(x)I(x+)I^+(x^-) \cap I^-(x^+).

Since learning is typically very slow in Boltzmann machines, there is a need to restrict connections within hidden layers. However, the resulting states of hidden units exhibit statistical dependencies. Based on this observation, we propose using l1/l2l_1/l_2 regularization upon the activation possibilities of hidden unit…

2010-08-30abs ↗pdf ↗

We propose an expectation-maximization-like(EMlike) method to train Boltzmann machine with unconstrained connectivity. It adopts Monte Carlo approximation in the E-step, and replaces the intractable likelihood objective with efficiently computed objectives or directly approximates the gradient of likelihood objective i…

2016-09-07abs ↗pdf ↗

Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and luck and not of reason! 2. Data for property, automobile sales, marriages and job m…

2002-04-10abs ↗pdf ↗

A new method for generating samples without training, using smoothed score matching.

problem Generating samples efficiently and without training.
method Moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD).
result The method enables fast, robust, training-free sampling with competitive sample fidelity and diversity.