Adaptive Monte Carlo augmented with normalizing flows

DOI10.1073/PNAS.2109420119MaRDI QIDQ7017979zbMATH OpenFDO

Authors Marylou Gabrié, Grant Rotskoff, Eric Vanden-Eijnden

Publication date 5 March 2025

Published in Proceedings of the National Academy of Sciences of the United States of America (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1073/PNAS.2109420119

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cited in

(14)

• Hierarchic flows to estimate and sample high-dimensional probabilities
• Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo
• Empirical evaluation of normalizing flows in Markov chain Monte Carlo
• Sampling parameters of ordinary differential equations with constrained Langevin dynamics
• High-precision numerical evaluation of Lauricella functions
• Constructive approximate transport maps with normalizing flows
• Transport map unadjusted Langevin algorithms: learning and discretizing perturbed samplers
• Sampling metastable systems using collective variables and Jarzynski-Crooks paths
• Normalizing flow sampling with Langevin dynamics in the latent space
• Learning to sample better
• Neural networks for Bayesian inverse problems governed by a nonlinear ODE
• Graph-accelerated Markov chain Monte Carlo using approximate samples
• A first-principles theory of slow thinking and active perception
• Mitigating mode collapse in normalizing flows by annealing with an adaptive schedule: application to parameter estimation

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