Stochastic automatic differentiation for Monte Carlo processes

G Catumba, A Ramos, B Zaldivar - Computer Physics Communications, 2025 - Elsevier
Monte Carlo methods represent a cornerstone of computer science. They allow sampling
high dimensional distribution functions in an efficient way. In this paper we consider the …

Branches of a Tree: Taking Derivatives of Programs with Discrete and Branching Randomness in High Energy Physics

M Kagan, L Heinrich - arXiv preprint arXiv:2308.16680, 2023 - arxiv.org
We propose to apply several gradient estimation techniques to enable the differentiation of
programs with discrete randomness in High Energy Physics. Such programs are common in …

On Feynman-Kac training of partial Bayesian neural networks

Z Zhao, S Mair, TB Schön… - … Conference on Artificial …, 2024 - proceedings.mlr.press
Recently, partial Bayesian neural networks (pBNNs), which only consider a subset of the
parameters to be stochastic, were shown to perform competitively with full Bayesian neural …

Sensitivity of MCMC-based analyses to small-data removal

TD Nguyen, R Giordano, R Meager… - arXiv preprint arXiv …, 2024 - arxiv.org
If the conclusion of a data analysis is sensitive to dropping very few data points, that
conclusion might hinge on the particular data at hand rather than representing a more …

Gradient Estimation via Differentiable Metropolis-Hastings

G Arya, M Schauer, R Seyer - arXiv preprint arXiv:2406.14451, 2024 - arxiv.org
Metropolis-Hastings estimates intractable expectations-can differentiating the algorithm
estimate their gradients? The challenge is that Metropolis-Hastings trajectories are not …

Using gradients to check sensitivity of MCMC-based analyses to removing data

TD Nguyen, RJ Giordano, R Meager… - ICML 2024 Workshop …, 2024 - openreview.net
If the conclusion of a data analysis is sensitive to dropping very few data points, that
conclusion might hinge on the particular data at hand rather than representing a more …

Computationally efficient statistical inference in Markovian models

A Corenflos - 2024 - aaltodoc.aalto.fi
Markovian systems are ubiquitous in nature, science, and engineering, to model the
evolution of a system for which the future state of the system only depends on the past …

Exploring Scalar Gauge theories on the Lattice

G Catumba - 2025 - roderic.uv.es
Esta tesis abarca dos temas principales diferentes: el primero se refiere al estudio de teorías
de gauge de Higgs múltiples en el retículo; mientras que el segundo es un estudio sobre …