HMC with normalizing flows

S Foreman, T Izubuchi, L Jin, XY Jin, JC Osborn… - arXiv preprint arXiv …, 2021 - arxiv.org
… We propose using Normalizing Flows as a trainable kernel within the molecular dynamics
update of Hamiltonian Monte Carlo (HMC). By learning (invertible) transformations that …

Normalizing flows for probabilistic modeling and inference

G Papamakarios, E Nalisnick, DJ Rezende… - Journal of Machine …, 2021 - jmlr.org
normalizing flows. We establish the expressive power of flow-based models, explain how to
use flows … This section doesn’t assume prior familiarity with normalizing flows, and can serve …

flowMC: Normalizing-flow enhanced sampling package for probabilistic inference in Jax

KWK Wong, M Gabrié, D Foreman-Mackey - arXiv preprint arXiv …, 2022 - arxiv.org
… automatic differentiation such as MALA and Hamiltonian Monte Carlo (HMC). • flowMC
uses state-of-the-art normalizing flow models such as Rational-Quadratic Splines to power its …

[HTML][HTML] Learning trivializing flows

D Albandea, L Del Debbio, P Hernández… - The European Physical …, 2023 - Springer
… ^4\) theory, the normalizing flow architectures, and the HMC component of the algorithm; in
… The motivation behind this work is that a Normalizing Flow parametrised by NNs ought to be …

Stochastic normalizing flows

H Wu, J Köhler, F Noé - Advances in Neural Information …, 2020 - proceedings.neurips.cc
… We compare deterministic normalizing flows using 5 blocks of 2 RealNVP layers with SNFs
that additionally use 20 Metropolis MC steps in each block totalling up to 100 MCMC steps in …

[PDF][PDF] flowMC: Normalizing flow enhanced sampling package for probabilistic inference in JAX

M Gabrié, D Foreman-Mackey - Journal of Open Source Software, 2023 - joss.theoj.org
… space, these samples are used to train a normalizing flow (NF) model to approximate the
samples… flowMC supports gradient-based samplers such as MALA and HMC through automatic …

Deterministic Langevin Monte Carlo with normalizing flows for Bayesian inference

R Grumitt, B Dai, U Seljak - Advances in Neural Information …, 2022 - proceedings.neurips.cc
… for HMC ie, we run DLMC until we reach the virial threshold and then perform parallel HMC
… we propose to be evaluated using a Normalizing Flow determined by the positions of all the …

Trivializing maps, the Wilson flow and the HMC algorithm

M Lüscher - Communications in mathematical physics, 2010 - Springer
… Such maps can be constructed systematically by integrating certain flow equations in … flow
(which generates approximately trivializing maps for the Wilson gauge action) with the HMC

Stable Training of Normalizing Flows for High-dimensional Variational Inference

D Andrade - arXiv preprint arXiv:2402.16408, 2024 - arxiv.org
… samples of the normalizing flows are comparable to the sample of a long run HMC.Details
on … ) Wasserstein distance WD(qη,p∗), and compare to samples of a long run HMC. For the …

Variational inference in neural functional prior using normalizing flows: application to differential equation and operator learning problems

X Meng - Applied Mathematics and Mechanics, 2023 - Springer
… However, the vanilla HMC does not … normalizing flow (NF) models in the context of variational
inference (VI), which naturally enables the mini-batch training, as the alternative to HMC for …