paper-with-me

Papers

Ensemble-Based Annealed Importance Sampling

2024-01-28 · Haoxuan Chen, Lexing Ying

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this paper, we propose an ensemble-based version of AIS by combining it with population-based Monte Carlo methods to improve its efficiency. By keeping track of an ensemble instead of a single particle along some continuation path between the starting distribution and the target distribution, we take advantage of the interaction within the ensemble to encourage the exploration of undiscovered modes. Specifically, our main idea is to utilize either the snooker algorithm or the genetic algorithm used in Evolutionary Monte Carlo. We discuss how the proposed algorithm can be implemented and derive a partial differential equation governing the evolution of the ensemble under the continuous time and mean-field limit. We also test the efficiency of the proposed algorithm on various continuous and discrete distributions.

📄 PDF Abstract BibTeX arXiv:2401.15645

Code (1)

HaoxuanSteveC00/Ensemble_AIS 공식 구현

Similar Papers 제목 키워드 기반

Non-equilibrium Annealed Adjoint Sampler

2025-06-22 · Jaemoo Choi, Yongxin Chen, Molei Tao, Guan-Horng Liu

Recently, there has been significant progress in learning-based diffusion samplers, which aim to sample from a given unnormalized density. These methods typically follow one of two paradigms: (i) formulating sampling as …

Annealed Importance Sampling with q-Paths

2020-12-14 · NeurIPS Workshop DL-IG 2020 12 · Rob Brekelmans, Vaden Masrani, Thang Bui, Frank Wood 외

Annealed importance sampling (AIS) is the gold standard for estimating partition functions or marginal likelihoods, corresponding to importance sampling over a path of distributions between a tractable base and an unnorm…

Annealed Flow Transport Monte Carlo

2021-02-15 · Michael Arbel, Alexander G. D. G. Matthews, Arnaud Doucet

Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC) extensions are state-of-the-art methods for estimating normalizing constants of probability distributions. We propose here a novel Monte Carlo algor…

Bayesian Inference for Gaussian Process Classifiers with Annealing and Pseudo-Marginal MCMC

2013-11-28 · Maurizio Filippone

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 wo…

Bayesian Inference

Stochastic Gradient Annealed Importance Sampling for Efficient Online Marginal Likelihood Estimation

2019-11-17 · Scott A. Cameron, Hans C. Eggers, Steve Kroon

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 like…