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Enhancing sampling with learned transport maps

By Marylou Gabrié

Appears in collection : Analysis and simulations of metastable systems / Analyse et simulation de systèmes métastables

Deep generative models parametrize very flexible families of distributions able to fit complicated datasets of images or text. These models provide independent samples from complex high-distributions at negligible costs. On the other hand, sampling exactly a target distribution, such as Boltzmann distributions and Bayesian posteriors is typically challenging: either because of dimensionality, multi-modality, ill-conditioning or a combination of the previous. In this talk, I will review recent works trying to enhance traditional inference and sampling algorithms with learning. I will present in particular flowMC, an adaptive MCMC with Normalizing Flows along with first applications and remaining challenges.

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  • DOI 10.24350/CIRM.V.20027903
  • Cite this video Gabrié, Marylou (03/04/2023). Enhancing sampling with learned transport maps. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.20027903
  • URL https://dx.doi.org/10.24350/CIRM.V.20027903

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