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Continual Repeated Annealed Flow Transport Monte Carlo
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Continual Repeated Annealed Flow Transport Monte Carlo
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We propose Continual Repeated Annealed Flow Transport Monte Carlo (CRAFT), a method that combines a sequential Monte Carlo (SMC) sampler (itself a generalization of Annealed Importance Sampling) with variational inference using normalizing flows. The normalizing flows are directly trained to transport between annealing temperatures using a KL divergence for each transition. This optimization objective is itself estimated using the normalizing flow/SMC approximation. We show conceptually and using multiple empirical examples that CRAFT improves on Annealed Flow Transport Monte Carlo (Arbel et al., 2021), on which it builds and also on Markov chain Monte Carlo (MCMC) based Stochastic Normalizing Flows (Wu et al., 2020). By incorporating CRAFT within particle MCMC, we show that such learnt samplers can achieve impressively accurate results on a challenging lattice field theory example.
Forward citations
Cited by 2 Pith papers
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Jeffreys Flow: Robust Boltzmann Generators for Rare Event Sampling via Parallel Tempering Distillation
Jeffreys Flow distills Parallel Tempering trajectories via Jeffreys divergence to produce robust Boltzmann generators that suppress mode collapse and correct sampling inaccuracies for rare event sampling.
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Scaling flow-based approaches for topology sampling in $\mathrm{SU}(3)$ gauge theory
Out-of-equilibrium simulations with open-to-periodic boundary switching plus a tailored stochastic normalizing flow enable efficient topology sampling in the continuum limit of four-dimensional SU(3) Yang-Mills theory.
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