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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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137273410546 · Jun 202019922001200920172026
48 results for Unnormalized Distributions

REGS samples from unnormalized distributions using gradient flow and neural networks.

problem Sampling from unnormalized distributions with high accuracy and efficiency.
method REGS is a particle method that iteratively transforms samples from a reference distribution to match an unnormalized target distribution using Wasserstein gradient flow and neural networks.
result REGS outperforms state-of-the-art methods in sampling from challenging multimodal distributions and real datasets.

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine imputation techniques with estimators for unnormalized models including no…

2019-03-08abs ↗pdf ↗

Paper optimizes change detection in unnormalized distributions.

problem Detecting changes in unnormalized pre- and post-change distributions.
method Log-Partition Approximation Cumulative Sum (LPA-CUSUM) algorithm based on thermodynamic integration.
result Asymptotically optimal performance achieved through unbiased estimation of CUSUM statistics.

A new method called TemperFlow tackles multimodality in sampling from unnormalized distributions.

problem Sampling from unnormalized distributions with isolated modes.
method TemperFlow learns a sequence of tempered distributions to progressively approach the target distribution.
result TemperFlow overcomes the limitations of existing methods and achieves superior performance.

Unified empirical and variational Bayes for unnormalized densities.

problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id)Y=X+N(0,σ^2 I_d), use ELBO as parametrization of YY's energy function, and estimate XX with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.

Proposes a method combining CNFs and rejection-resampling for sampling from unnormalized densities.

problem Sampling from unnormalized probability densities, especially multimodal ones.
method Combines continuous normalizing flows with rejection-resampling steps based on importance weights.
result The method improves sampling accuracy and performance compared to state-of-the-art methods.

LFIS uses a time-dependent velocity field to sample from complex distributions.

problem Sampling from unnormalized density functions.
method LFIS learns a time-dependent velocity field to transport samples from a simple initial distribution to a complex target distribution.
result LFIS achieves state-of-the-art performance on various benchmark problems.

MT-SGD samples from multiple target distributions using gradient descent.

problem Sampling from multiple unnormalized target distributions.
method Proposes MT-SGD, a flow of intermediate distributions to sample from multiple target distributions.
result Asymptotic analysis shows MT-SGD reduces to multiple-gradient descent for multi-objective optimization.

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.

A new method optimizes a generalized Kullback-Leibler divergence for better simulation-based inference.

problem Optimizing likelihood functions when they are only known implicitly.
method Optimizes a generalized Kullback-Leibler divergence that accounts for normalization constants in unnormalized distributions.
result Unified approach that combines Neural Posterior Estimation and Neural Ratio Estimation.

New method for sampling from complex distributions using stochastic localization.

problem Sampling from unnormalized target densities in multi-modal distributions.
method Stochastic Localization via Iterative Posterior Sampling (SLIPS) framework.
result Approximate samples from target distribution and denoiser learned iteratively.

Neural density estimators are flexible families of parametric models which have seen widespread use in unsupervised machine learning in recent years. Maximum-likelihood training typically dictates that these models be constrained to specify an explicit density. However, this limitation can be overcome by instead using …

2019-04-11abs ↗pdf ↗

A new variational inference method using sliced Wasserstein distance is proposed.

problem The inefficiency and unreasonable properties of Kullback-Leibler divergence.
method Minimizing sliced Wasserstein distance, a valid metric from optimal transport.
result The proposed method approximates the unnormalized distribution efficiently and without requiring a tractable density function.

Morse neural networks improve uncertainty quantification and detection.

problem Uncertainty quantification and out-of-distribution detection.
method Generalizes unnormalized Gaussian densities to high-dimensional submanifolds using KL-divergence loss.
result Unified approach for OOD detection, anomaly detection, and continuous learning.

New methods improve memory efficiency for sampling from complex distributions.

problem Sampling from complex unnormalized distributions over discrete domains.
method Two novel training methods for discrete diffusion samplers.
result Achieve state-of-the-art results in unsupervised combinatorial optimization.

New method minimizes robust density power-based divergences for general parametric densities.

problem Computational complexity of minimizing DPD for general parametric densities.
method Stochastic approach to minimize DPD for general parametric density models.
result Proposed method can be applied to minimize other density power-based γ-divergences.

Score matching provides an effective approach to learning flexible unnormalized models, but its scalability is limited by the need to evaluate a second-order derivative. In this paper, we present a scalable approximation to a general family of learning objectives including score matching, by observing a new connection …

2020-02-18abs ↗pdf ↗

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…

2019-04-09abs ↗pdf ↗

New complexity analysis for estimating normalizing constants in high dimensions.

problem Estimating the normalizing constant of unnormalized probability densities in high dimensions.
method Analyze and derive the oracle complexity of annealed importance sampling.
result Oracle complexity of $\widetilde{O}\left(\frac{dβ^2{\mathcal{A}}^2}{\varepsilon^4} ight)$ for estimating ZZ within ε\varepsilon relative error.

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.

Unified framework for OOD detection using class ratio estimation.

problem Density-based OOD detection is unreliable for OOD images.
method Unified framework that builds energy-based models and employs differing base distributions, directly estimating the density ratio through class ratio estimation.
result Competitive results on OOD image problems compared to recent work.