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Controlled Sequential Monte Carlo

28 August 2017

George Deligiannidis

Papers citing "Controlled Sequential Monte Carlo"

48 / 48 papers shown

Title
Rethinking Losses for Diffusion Bridge Samplers Sebastian Sanokowski Lukas Gruber Christoph Bartmann Sepp Hochreiter Sebastian Lehner DiffM 117 0 0 12 Jun 2025
RNE: a plug-and-play framework for diffusion density estimation and inference-time control Jiajun He Jose Miguel Hernandez-Lobato Yuanqi Du Francisco Vargas 92 0 0 06 Jun 2025
Learning Latent Variable Models via Jarzynski-adjusted Langevin Algorithm James Cuin Davide Carbone O. Deniz Akyildiz 52 0 0 23 May 2025
Sequential Controlled Langevin Diffusions Junhua Chen Lorenz Richter Julius Berner Denis Blessing Gerhard Neumann A. Anandkumar 137 22 0 10 Dec 2024
Path-Guided Particle-based Sampling Mingzhou Fan Ruida Zhou C. Tian Xiaoning Qian 122 7 0 04 Dec 2024
Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series Byoungwoo Park Hyungi Lee Juho Lee AI4TS 201 1 0 08 Oct 2024
Variational Learning of Gaussian Process Latent Variable Models through Stochastic Gradient Annealed Importance Sampling Jian Xu Shian Du Junmei Yang Qianli Ma Delu Zeng BDL 57 0 0 13 Aug 2024
Probabilistic Inference in Language Models via Twisted Sequential Monte Carlo Stephen Zhao Rob Brekelmans Alireza Makhzani Roger C. Grosse 83 41 0 26 Apr 2024
Fine-Tuning of Continuous-Time Diffusion Models as Entropy-Regularized Control Masatoshi Uehara Yulai Zhao Kevin Black Ehsan Hajiramezanali Gabriele Scalia N. Diamant Alex Tseng Tommaso Biancalani Sergey Levine 90 52 0 23 Feb 2024
Particle Denoising Diffusion Sampler Angus Phillips Hai-Dang Dau M. Hutchinson Valentin De Bortoli George Deligiannidis Arnaud Doucet DiffM 132 30 0 09 Feb 2024
Robust Inverse Graphics via Probabilistic Inference Tuan Anh Le Pavel Sountsov Matthew D. Hoffman Ben Lee Brian Patton Rif A. Saurous 73 0 0 02 Feb 2024
Diffusion Schrödinger Bridges for Bayesian Computation J. Heng Valentin De Bortoli Arnaud Doucet DiffM 53 3 0 27 Aug 2023
Transport meets Variational Inference: Controlled Monte Carlo Diffusions Francisco Vargas Shreyas Padhy Denis Blessing Nikolas Nusken DiffM OT 114 8 0 03 Jul 2023
Practical and Asymptotically Exact Conditional Sampling in Diffusion Models Luhuan Wu Brian L. Trippe C. A. Naesseth David M. Blei John P. Cunningham DiffM 118 102 0 30 Jun 2023
Denoising Diffusion Samplers Francisco Vargas Will Grathwohl Arnaud Doucet DiffM 67 91 0 27 Feb 2023
A randomized multi-index sequential Monte Carlo method Xin Liang Shangda Yang S. Cotter K. Law 104 2 0 27 Oct 2022
Nonlinear System Identification: Learning while respecting physical models using a sequential Monte Carlo method A. Wigren Johan Wågberg Fredrik Lindsten A. Wills Thomas B. Schon 50 11 0 26 Oct 2022
Score-Based Diffusion meets Annealed Importance Sampling Arnaud Doucet Will Grathwohl A. G. Matthews Heiko Strathmann DiffM 117 46 0 16 Aug 2022
Monte Carlo twisting for particle filters Joshua J. Bon Christopher C. Drovandi Anthony Lee 23 1 0 08 Aug 2022
SIXO: Smoothing Inference with Twisted Objectives Dieterich Lawson Allan Raventós Andrew Warrington Scott W. Linderman BDL 267 15 0 13 Jun 2022
Solving the Poisson equation using coupled Markov chains Randal Douc Pierre E. Jacob Anthony Lee Dootika Vats 115 10 0 12 Jun 2022
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems K. Law N. Walton Shan Yang Ajay Jasra 67 4 0 10 Mar 2022
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother Adrien Corenflos Nicolas Chopin Simo Särkkä 68 7 0 04 Feb 2022
Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models Andras Fulop J. Heng Junye Li 61 1 0 04 Jan 2022
Monte Carlo Variational Auto-Encoders Achille Thin Nikita Kotelevskii Arnaud Doucet Alain Durmus Eric Moulines Maxim Panov BDL DRL 67 45 0 30 Jun 2021
Annealed Flow Transport Monte Carlo Michael Arbel A. G. Matthews Arnaud Doucet 93 78 0 15 Feb 2021
Sequential Monte Carlo algorithms for agent-based models of disease transmission Nianqiao P. Ju J. Heng Pierre E. Jacob 24 10 0 28 Jan 2021
Ensemble Kalman filter based Sequential Monte Carlo Sampler for sequential Bayesian inference Jiangqi Wu Linjie Wen P. L. Green Jinglai Li Simon Maskell BDL 57 5 0 16 Dec 2020
Optimized Auxiliary Particle Filters: adapting mixture proposals via convex optimization Nicola Branchini Victor Elvira 92 19 0 18 Nov 2020
Waste-free Sequential Monte Carlo Hai-Dang Dau Nicolas Chopin 65 21 0 04 Nov 2020
Automatic Backward Filtering Forward Guiding for Markov processes and graphical models Frank van der Meulen Moritz Schauer 86 12 0 07 Oct 2020
Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains Francisco J. R. Ruiz Michalis K. Titsias taylan. cemgil Arnaud Doucet BDL DRL 65 14 0 05 Oct 2020
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 132 68 0 23 Jul 2020
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space Nikolas Nusken Lorenz Richter AI4CE 85 112 0 11 May 2020
Markovian Score Climbing: Variational Inference with KL(p\|\|q) C. A. Naesseth Fredrik Lindsten David M. Blei 189 55 0 23 Mar 2020
Schrödinger Bridge Samplers Espen Bernton J. Heng Arnaud Doucet Pierre E. Jacob 70 25 0 31 Dec 2019
On importance-weighted autoencoders Axel Finke Alexandre Hoang Thiery 20 2 0 24 Jul 2019
Replica Conditional Sequential Monte Carlo Alexander Y. Shestopaloff Arnaud Doucet 62 3 0 13 May 2019
Markov chain Monte Carlo importance samplers for Bayesian models with intractable likelihoods Jordan Franks 34 0 0 11 Apr 2019
Elements of Sequential Monte Carlo C. A. Naesseth Fredrik Lindsten Thomas B. Schon 75 97 0 12 Mar 2019
Graphical model inference: Sequential Monte Carlo meets deterministic approximations Fredrik Lindsten Jouni Helske M. Vihola 98 14 0 08 Jan 2019
Credit Assignment Techniques in Stochastic Computation Graphs T. Weber N. Heess Lars Buesing David Silver 98 45 0 07 Jan 2019
Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach Alexander Lin Yingzhuo Zhang J. Heng Stephen A. Allsop K. Tye Pierre E. Jacob Demba E. Ba AI4TS 104 13 0 23 Oct 2018
Unbiased Markov chain Monte Carlo for intractable target distributions Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 78 33 0 23 Jul 2018
Hamiltonian Variational Auto-Encoder Anthony L. Caterini Arnaud Doucet Dino Sejdinovic BDL DRL 75 95 0 29 May 2018
Probabilistic Contraction Analysis of Iterated Random Operators Abhishek Gupta Rahul Jain Peter Glynn 16 10 0 04 Apr 2018
Continuous-discrete smoothing of diffusions Marcin Mider Moritz Schauer Frank van der Meulen 61 30 0 11 Dec 2017
Smoothing with Couplings of Conditional Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 138 55 0 08 Jan 2017