CRAFT improves on existing methods for sampling complex distributions.
problem Sampling from complex probability distributions.
method Combines SMC with variational inference using normalizing flows.
result Improves on Annealed Flow Transport Monte Carlo and MCMC-based Stochastic Normalizing Flows.
AFT combines AIS, SMC, and NFs for better Monte Carlo estimates.
problem Estimating normalizing constants of complex probability distributions.
method Annealed Flow Transport (AFT) integrates AIS, SMC, and normalizing flows.
result AFT improves Monte Carlo estimates of normalizing constants and expectations.
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.
Proposes a method to improve SLMC for multimodal distributions.
problem Difficulty of applying SLMC to multimodal distributions.
method Parallel adaptive annealing with VAE-SLMC.
result Can proficiently obtain accurate samples from multimodal distributions.
DALMC provides non-asymptotic error bounds for generative models.
problem Efficiently generating samples from complex data distributions.
method Analysis of diffusion paths and Langevin Monte Carlo.
result Theoretical guarantees for a class of generative models.
A new method combines AIS and SMCI for efficient evaluation of Ising models.
problem Efficiently evaluating expectations on Ising models under various temperatures.
method Combining Annealed Importance Sampling (AIS) and Spatial Monte Carlo Integration (SMCI).
result The proposed method performs efficiently in both high- and low-temperature regions.
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.
Paper proposes an ensemble-based AIS for multimodal sampling.
problem Sampling from multimodal distributions is challenging.
method Combines AIS with population-based Monte Carlo methods.
result Improves efficiency through ensemble interaction.
DAIS improves AIS by resampling, avoiding gradient issues.
problem Low effective sample size in DAIS.
method DAIS with resampling step to improve efficiency.
result Resampling step avoids gradient variance issues.
New method uses reinforcement learning to improve Simulated Annealing.
problem Optimization problems with unknown cost functions.
method Replaces Metropolis engine with Macau Algorithm.
result Effective heuristic for unknown cost functions.
Quantum annealing is a generic solver of the optimization problem that uses fictitious quantum fluctuation. Its simulation in classical computing is often performed using the quantum Monte Carlo simulation via the Suzuki--Trotter decomposition. However, the negative sign problem sometimes emerges in the simulation of q…
DVAEs speed up calorimeter simulation for LHC data.
problem Slow calorimeter simulation in LHC experiments.
method Discrete Variational Autoencoders (DVAEs).
result Significantly faster calorimeter shower simulation.
New methods improve Monte Carlo estimation of partition functions.
problem Estimating the normalization constant of complex distributions.
method Annealing through paths of distributions to estimate partition functions.
result Optimal path for estimation is arithmetic, improving efficiency.
Introduces q-paths for generalizing geometric annealing paths in machine learning.
problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.
Markov chain Monte Carlo (MCMC) is one of the main workhorses of probabilistic inference, but it is notoriously hard to measure the quality of approximate posterior samples. This challenge is particularly salient in black box inference methods, which can hide details and obscure inference failures. In this work, we ext…
FAKI improves gradient-free inference for inverse problems.
problem Expensive forward models without gradients.
method Temperature annealing with normalizing flows.
result Dramatic improvements in accuracy over EKI.
New BGs use diffusion models to improve sampling from complex distributions.
problem Sampling from complex, multi-modal distributions is challenging.
method Combines diffusion models with annealed Monte Carlo for improved sampling.
result Second-order denoising kernels can improve performance in high-dimensional spaces.
Improved variational inference for GPLVMs using AIS.
problem Challenges in generating effective proposal distributions for high-dimensional or complex data.
method Annealed Importance Sampling (AIS) combined with reparameterization.
result Our method achieves tighter variational bounds and higher log-likelihoods.
Proposes a Monte-Carlo method for sparse signal reconstruction.
problem Reconstructing sparse signals in high-dimensional settings.
method Greedy Monte-Carlo (GMC) search algorithm.
result GMC can achieve perfect reconstruction in undersampling situations.
Paper improves VAEs using Monte Carlo methods.
problem Improving the Evidence Lower Bound (ELBO) for VAEs.
method Uses Monte Carlo techniques to improve ELBO, specifically Sequential Importance Sampling (SIS) with carefully chosen kernels.
result Demonstrates improved performance on various applications.
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated an…
New method uses Rashomon sets to improve Bayesian inference in factorial designs.
problem Combustion of model uncertainty in factorial designs leads to multimodal posterior and convergence issues.
method Rashomon-seeded annealing, integrating high-performing models as warm start for AIS.
result Restores full posterior inference without exhaustive enumeration of model space.
AIS method improves estimation of RBM partition function with reduced computational cost.
problem Efficiently estimating partition function of RBMs for large systems.
method Annealed Importance Sampling (AIS) with optimized initialization.
result Good estimation of partition function Z with reduced computational cost.
mAIS improves free energy evaluation efficiency.
problem Computational infeasibility of exact free energy evaluation.
method mAIS, a marginalized version of AIS.
result mAIS is more efficient under certain conditions.
CMCD sampler connects transport and variational inference for efficient sampling.
problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.
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.
Paper proposes a new method for sampling from complex distributions.
problem Sampling from unnormalised density functions in complex distributions.
method Combines amortised and particle-based methods with reinforcement learning.
result Improves sampling from complex distributions compared to existing methods.
Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of conditionally conjugate exponential family models. This approach uses a decreasing te…
Computing the marginal likelihood (ML) of a model requires marginalizing out all of the parameters and latent variables, a difficult high-dimensional summation or integration problem. To make matters worse, it is often hard to measure the accuracy of one's ML estimates. We present bidirectional Monte Carlo, a technique…
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.
Variational inference (VI) and Markov chain Monte Carlo (MCMC) are two main approximate approaches for learning deep generative models by maximizing marginal likelihood. In this paper, we propose using annealed importance sampling for learning deep generative models. Our proposed approach bridges VI with MCMC. It gener…
We consider estimating the marginal likelihood in settings with independent and identically distributed (i.i.d.) data. We propose estimating the predictive distributions in a sequential factorization of the marginal likelihood in such settings by using stochastic gradient Markov Chain Monte Carlo techniques. This appro…
New clustering methods for binary data using combinatorial optimization.
problem Clustering binary data efficiently and effectively.
method Five new combinatorial optimization heuristics (SA, TA, TS, GA, ACO) applied to binary data.
result Simulated annealing performs exceptionally well compared to classical methods.
We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network parameters and the number of basis functions. It performs a global search in the joint …
Study shows annealing with adaptive schedule reduces mode collapse in NFs for parameter estimation.
problem Mode collapse in normalizing flows for multimodal distributions.
method Annealing with an adaptive schedule based on effective sample size (ESS).
result Our approach reduces mode collapse and converges marginal likelihood faster than MCMC methods.
Improved Bayesian inference for neuronal ensemble inference reduces computational cost.
problem Efficient inference of neuronal ensembles from activity data.
method Modified MCMC algorithm with simulated annealing for hyperparameter control.
result Our method reduces computational cost while maintaining or improving inference accuracy.
Quantum annealer speeds up RBM training for image classification.
problem Training RBM with contrastive divergence (CD) is slow and computationally expensive.
method Used D-Wave 2000Q quantum annealer to calculate model expectation of gradient learning for RBM.
result Quantum training yields similar classification performance to CD but faster.
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an SGMCMC algorithm. Furthermore, we extend recent SG-MCMC methods with two key co…
Bayesian framework learns prior from data to quantify uncertainty in MRI reconstruction.
problem Quantifying uncertainty in deep learning solutions for inverse problems.
method Adopting denoising score matching to learn prior from data, using it in an annealed Hamiltonian Monte-Carlo scheme.
result The approach yields high-quality reconstructions and assesses uncertainty on specific features.
Improves sampling quality in model composition using MH-like acceptance rule for score-based diffusion models.
problem Inability to apply MH corrections in score-based diffusion models for model composition.
method Introduces a novel MH-like acceptance rule based on line integration of the score function.
result Relative improvements similar to energy-based models without explicit energy parameterization.
New method discovers accurate time series models using SMC and MCMC.
problem Discovering accurate models of complex time series data.
method Bayesian nonparametric prior, sequential Monte Carlo (SMC), involutive MCMC.
result 10x--100x runtime speedup over previous methods.
Quantum computing promises faster finance algorithms.
problem Solving finance problems faster than classical methods.
method Quantum computing applications to finance, including Monte Carlo, portfolio optimization, and machine learning.
result Quantum speedups for finance problems, especially Monte Carlo and portfolio optimization.
In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Carlo method is often not applicable because the encountered posterior distributions cannot be sampled directly. In this case, the most popular…
We developed a new quantum annealing (QA) algorithm for Dirichlet process mixture (DPM) models based on the Chinese restaurant process (CRP). QA is a parallelized extension of simulated annealing (SA), i.e., it is a parallel stochastic optimization technique. Existing approaches [Kurihara et al. UAI2009, Sato et al. UA…
Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this paper focuses on Bayesian inference of covariance (kernel) parameters using Mark…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in probabilistic inference is numerical integration, to average over ensembles of models or unk…
PHP connects to ReLU neural networks for scalable Bayesian inference.
problem Scalability and Bayesian inference in two-layer ReLU neural networks.
method PHP with Gaussian prior, decomposition propositions, annealed sequential Monte Carlo.
result PHP provides an alternative scalable representation for two-layer ReLU neural networks.
Unified framework for isotropic SG noise in posterior sampling.
problem Bayesian posterior sampling with practical and robust methods.
method Designing a novel, isotropic SG noise approach with fixed learning rate.
result Competitive and practical method compared to state-of-the-art.