Motivated by the challenge of sampling Gibbs measures with nonconvex potentials, we study a continuum birth–death dynamics. We improve results in previous works (Liu et al …
N Nüsken - arXiv preprint arXiv:2409.01464, 2024 - arxiv.org
We introduce $\textit {Stein transport} $, a novel methodology for Bayesian inference designed to efficiently push an ensemble of particles along a predefined curve of tempered …
In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian …
The purpose of this paper is to answer a few open questions in the interface of kernel methods and PDE gradient flows. Motivated by recent advances in machine learning …
A Maurais, Y Marzouk - arXiv preprint arXiv:2401.03892, 2024 - arxiv.org
We introduce a new mean-field ODE and corresponding interacting particle systems for sampling from an unnormalized target density or Bayesian posterior. The interacting particle …
We deal with the task of sampling from an unnormalized Boltzmann density $\rho_D $ by learning a Boltzmann curve given by energies $ f_t $ starting in a simple density $\rho_Z …
L Wang, N Nüsken - arXiv preprint arXiv:2401.12967, 2024 - arxiv.org
Kalman filters constitute a scalable and robust methodology for approximate Bayesian inference, matching first and second order moments of the target posterior. To improve the …
There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the …
Q Li, L Wang, Y Yang - SIAM/ASA Journal on Uncertainty Quantification, 2024 - SIAM
Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by …