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SubscribeHypernuclear event detection in the nuclear emulsion with Monte Carlo simulation and machine learning
This study developed a novel method for detecting hypernuclear events recorded in nuclear emulsion sheets using machine learning techniques. The artificial neural network-based object detection model was trained on surrogate images created through Monte Carlo simulations and image-style transformations using generative adversarial networks. The performance of the proposed model was evaluated using alpha-decay events obtained from the J-PARC E07 emulsion data. The model achieved approximately twice the detection efficiency of conventional image processing and reduced the time spent on manual visual inspection by approximately 1/17. The established method was successfully applied to the detection of hypernuclear events. This approach is a state-of-the-art tool for discovering rare events recorded in nuclear emulsion sheets without any real data for training.
Estimating See and Be Seen Performance with an Airborne Visual Acquisition Model
Separation provision and collision avoidance to avoid other air traffic are fundamental components of the layered conflict management system to ensure safe and efficient operations. Pilots have visual-based separation responsibilities to see and be seen to maintain separation between aircraft. To safely integrate into the airspace, drones should be required to have a minimum level of performance based on the safety achieved as baselined by crewed aircraft seen and be seen interactions. Drone interactions with crewed aircraft should not be more hazardous than interactions between traditional aviation aircraft. Accordingly, there is need for a methodology to design and evaluate detect and avoid systems, to be equipped by drones to mitigate the risk of a midair collision, where the methodology explicitly addresses, both semantically and mathematically, the appropriate operating rules associated with see and be seen. In response, we simulated how onboard pilots safely operate through see and be seen interactions using an updated visual acquisition model that was originally developed by J.W. Andrews decades ago. Monte Carlo simulations were representative two aircraft flying under visual flight rules and results were analyzed with respect to drone detect and avoid performance standards.
Applicability and Surrogacy of Uncorrelated Airspace Encounter Models at Low Altitudes
The National Airspace System (NAS) is a complex and evolving system that enables safe and efficient aviation. Advanced air mobility concepts and new airspace entrants, such as unmanned aircraft, must integrate into the NAS without degrading overall safety or efficiency. For instance, regulations, standards, and systems are required to mitigate the risk of a midair collision between aircraft. Monte Carlo simulations have been a foundational capability for decades to develop, assess, and certify aircraft conflict avoidance systems. These are often validated through human-in-the-loop experiments and flight testing. For many aviation safety studies, manned aircraft behavior is represented using dynamic Bayesian networks. The original statistical models were developed from 2008-2013 to support safety simulations for altitudes above 500 feet Above Ground Level (AGL). However, these models were not sufficient to assess the safety of smaller UAS operations below 500 feet AGL. In response, newer models with altitude floors below 500 feet AGL have been in development since 2018. Many of the models assume that aircraft behavior is uncorrelated and not dependent on air traffic services or nearby aircraft. Our research objective was to compare the various uncorrelated models of conventional aircraft and identify how the models differ. Particularly if models of rotorcraft were sufficiently different than models of fixed-wing aircraft to require type specific models. The primary contribution is guidance on which uncorrelated models to leverage when evaluating the performance of a collision avoidance system designed for low altitude operations. We also address which models can be surrogates for noncooperative aircraft without transponders.
mini-TimeCube as a Neutron Scatter Camera
We present Monte Carlo (MC) simulation results from a study of a compact plastic-scintillator detector suitable for imaging fast neutrons in the 1 -- 10 MeV energy range: the miniTimeCube (mTC). Originally designed for antineutrino detection, the mTC consists of 24 MultiChannel Plate (MCP) photodetectors surrounding a 13 cm cube of boron-doped plastic scintillator. Our simulation results show that waveform digitization of 1536 optically sensitive channels surrounding the scintillator should allow for spatiotemporal determination of individual neutron-proton scatters in the detector volume to thicksim100 picoseconds and thicksim5 mm. A Bayesian estimation framework is presented for multiple-scatter reconstruction, and is used to estimate the incoming direction and energy of simulated individual neutrons. Finally, we show how populations of reconstructed neutrons can be used to estimate the direction and energy spectrum of nearby simulated neutron sources.
Magic sizes enable minimal-complexity, high-fidelity assembly of programmable shells
Recent advances in synthetic methods enable designing subunits that self-assemble into structures with well-defined sizes and architectures, but yields are frequently suppressed by the formation of off-target metastable structures. Increasing the complexity (number of distinct inter-subunit interaction types) can inhibit off-target structures, but leads to slower kinetics and higher synthesis costs. Here, we use icosahedral shells formed of programmable triangular subunits as a model system, and identify design principles that produce the highest target yield at the lowest complexity. We use a symmetry-based construction to create a range of design complexities, starting from the maximal symmetry Caspar-Klug assembly up to the fully addressable, zero-symmetry assembly. Kinetic Monte Carlo simulations reveal that the most prominent defects leading to off-target assemblies are a class of disclinations. We derive symmetry-based rules for identifying the optimal (lowest-complexity, highest-symmetry) design that inhibits these disclinations, leading to robust, high-fidelity assembly of targets with arbitrarily large sizes. Optimal complexity varies non-monotonically with target size, with `magic' sizes appearing for high-symmetry designs in which symmetry axes do not intersect vertices of the triangular net. The optimal designs at magic sizes require 12 times fewer inequivalent interaction-types than the (minimal symmetry) fully addressable construction.
SGMM: Stochastic Approximation to Generalized Method of Moments
We introduce a new class of algorithms, Stochastic Generalized Method of Moments (SGMM), for estimation and inference on (overidentified) moment restriction models. Our SGMM is a novel stochastic approximation alternative to the popular Hansen (1982) (offline) GMM, and offers fast and scalable implementation with the ability to handle streaming datasets in real time. We establish the almost sure convergence, and the (functional) central limit theorem for the inefficient online 2SLS and the efficient SGMM. Moreover, we propose online versions of the Durbin-Wu-Hausman and Sargan-Hansen tests that can be seamlessly integrated within the SGMM framework. Extensive Monte Carlo simulations show that as the sample size increases, the SGMM matches the standard (offline) GMM in terms of estimation accuracy and gains over computational efficiency, indicating its practical value for both large-scale and online datasets. We demonstrate the efficacy of our approach by a proof of concept using two well known empirical examples with large sample sizes.
Sequential Causal Normal Form Games: Theory, Computation, and Strategic Signaling
Can classical game-theoretic frameworks be extended to capture the bounded rationality and causal reasoning of AI agents? We investigate this question by extending Causal Normal Form Games (CNFGs) to sequential settings, introducing Sequential Causal Multi-Agent Systems (S-CMAS) that incorporate Pearl's Causal Hierarchy across leader-follower interactions. While theoretically elegant -- we prove PSPACE-completeness, develop equilibrium refinements, and establish connections to signaling theory -- our comprehensive empirical investigation reveals a critical limitation: S-CNE provides zero welfare improvement over classical Stackelberg equilibrium across all tested scenarios. Through 50+ Monte Carlo simulations and hand-crafted synthetic examples, we demonstrate that backward induction with rational best-response eliminates any strategic advantage from causal layer distinctions. We construct a theoretical example illustrating conditions where benefits could emerge (ε-rational satisficing followers), though implementation confirms that even relaxed rationality assumptions prove insufficient when good instincts align with optimal play. This negative result provides valuable insight: classical game-theoretic extensions grounded in rational choice are fundamentally incompatible with causal reasoning advantages, motivating new theoretical frameworks beyond standard Nash equilibrium for agentic AI.
Understanding the Monty Hall Problem Through a Quantum Measurement Analogy
The Monty Hall problem is a classic probability puzzle known for its counterintuitive solution, revealing fundamental discrepancies between mathematical reasoning and human intuition. To bridge this gap, we introduce a novel explanatory framework inspired by quantum measurement theory. Specifically, we conceptualize the hosts' actions-opening doors to reveal non-prizes-as analogous to quantum measurements that cause asymmetric collapses of the probability distribution. This quantum-inspired interpretation not only clarifies why the intuitive misunderstanding arises but also provides generalized formulas consistent with standard Bayesian results. We further validate our analytical approach using Monte Carlo simulations across various problem settings, demonstrating precise agreement between theoretical predictions and empirical outcomes. Our quantum analogy thus offers a powerful pedagogical tool, enhancing intuitive understanding of conditional probability phenomena through the lens of probability redistribution and quantum-like measurement operations.
Dense Hebbian neural networks: a replica symmetric picture of supervised learning
We consider dense, associative neural-networks trained by a teacher (i.e., with supervision) and we investigate their computational capabilities analytically, via statistical-mechanics of spin glasses, and numerically, via Monte Carlo simulations. In particular, we obtain a phase diagram summarizing their performance as a function of the control parameters such as quality and quantity of the training dataset, network storage and noise, that is valid in the limit of large network size and structureless datasets: these networks may work in a ultra-storage regime (where they can handle a huge amount of patterns, if compared with shallow neural networks) or in a ultra-detection regime (where they can perform pattern recognition at prohibitive signal-to-noise ratios, if compared with shallow neural networks). Guided by the random theory as a reference framework, we also test numerically learning, storing and retrieval capabilities shown by these networks on structured datasets as MNist and Fashion MNist. As technical remarks, from the analytic side, we implement large deviations and stability analysis within Guerra's interpolation to tackle the not-Gaussian distributions involved in the post-synaptic potentials while, from the computational counterpart, we insert Plefka approximation in the Monte Carlo scheme, to speed up the evaluation of the synaptic tensors, overall obtaining a novel and broad approach to investigate supervised learning in neural networks, beyond the shallow limit, in general.
Dense Hebbian neural networks: a replica symmetric picture of unsupervised learning
We consider dense, associative neural-networks trained with no supervision and we investigate their computational capabilities analytically, via a statistical-mechanics approach, and numerically, via Monte Carlo simulations. In particular, we obtain a phase diagram summarizing their performance as a function of the control parameters such as the quality and quantity of the training dataset and the network storage, valid in the limit of large network size and structureless datasets. Moreover, we establish a bridge between macroscopic observables standardly used in statistical mechanics and loss functions typically used in the machine learning. As technical remarks, from the analytic side, we implement large deviations and stability analysis within Guerra's interpolation to tackle the not-Gaussian distributions involved in the post-synaptic potentials while, from the computational counterpart, we insert Plefka approximation in the Monte Carlo scheme, to speed up the evaluation of the synaptic tensors, overall obtaining a novel and broad approach to investigate neural networks in general.
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis
We propose a structural default model for portfolio-wide valuation adjustments (xVAs) and represent it as a system of coupled backward stochastic differential equations. The framework is divided into four layers, each capturing a key component: (i) clean values, (ii) initial margin and Collateral Valuation Adjustment (ColVA), (iii) Credit/Debit Valuation Adjustments (CVA/DVA) together with Margin Valuation Adjustment (MVA), and (iv) Funding Valuation Adjustment (FVA). Because these layers depend on one another through collateral and default effects, a naive Monte Carlo approach would require deeply nested simulations, making the problem computationally intractable. To address this challenge, we use an iterative deep BSDE approach, handling each layer sequentially so that earlier outputs serve as inputs to the subsequent layers. Initial margin is computed via deep quantile regression to reflect margin requirements over the Margin Period of Risk. We also adopt a change-of-measure method that highlights rare but significant defaults of the bank or counterparty, ensuring that these events are accurately captured in the training process. We further extend Han and Long's (2020) a posteriori error analysis to BSDEs on bounded domains. Due to the random exit from the domain, we obtain an order of convergence of O(h^{1/4-epsilon}) rather than the usual O(h^{1/2}). Numerical experiments illustrate that this method drastically reduces computational demands and successfully scales to high-dimensional, non-symmetric portfolios. The results confirm its effectiveness and accuracy, offering a practical alternative to nested Monte Carlo simulations in multi-counterparty xVA analyses.
Parallel Learning by Multitasking Neural Networks
A modern challenge of Artificial Intelligence is learning multiple patterns at once (i.e.parallel learning). While this can not be accomplished by standard Hebbian associative neural networks, in this paper we show how the Multitasking Hebbian Network (a variation on theme of the Hopfield model working on sparse data-sets) is naturally able to perform this complex task. We focus on systems processing in parallel a finite (up to logarithmic growth in the size of the network) amount of patterns, mirroring the low-storage level of standard associative neural networks at work with pattern recognition. For mild dilution in the patterns, the network handles them hierarchically, distributing the amplitudes of their signals as power-laws w.r.t. their information content (hierarchical regime), while, for strong dilution, all the signals pertaining to all the patterns are raised with the same strength (parallel regime). Further, confined to the low-storage setting (i.e., far from the spin glass limit), the presence of a teacher neither alters the multitasking performances nor changes the thresholds for learning: the latter are the same whatever the training protocol is supervised or unsupervised. Results obtained through statistical mechanics, signal-to-noise technique and Monte Carlo simulations are overall in perfect agreement and carry interesting insights on multiple learning at once: for instance, whenever the cost-function of the model is minimized in parallel on several patterns (in its description via Statistical Mechanics), the same happens to the standard sum-squared error Loss function (typically used in Machine Learning).
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and management. To solve the optimal stopping problem, state-of-the-art algorithms in dynamic programming, such as the least-squares Monte Carlo (LSMC), are employed. This type of algorithm relies on path simulations using only the last price of the underlying asset as a state representation. Also, the LSMC was thinking for option valuation where risk-neutral probabilities can be employed to account for uncertainty. However, the general optimal stopping problem goals may not fit the requirements of the LSMC showing auto-correlated prices. We employ a data-driven method that uses Monte Carlo simulation to train and test artificial neural networks (ANN) to solve the optimal stopping problem. Using ANN to solve decision problems is not entirely new. We propose a different architecture that uses convolutional neural networks (CNN) to deal with the dimensionality problem that arises when we transform the whole history of prices into a Markovian state. We present experiments that indicate that our proposed architecture improves results over the previous implementations under specific simulated time series function sets. Lastly, we employ our proposed method to compare the optimal exercise of the financial options problem with the LSMC algorithm. Our experiments show that our method can capture more accurate exercise opportunities when compared to the LSMC. We have outstandingly higher (above 974\% improvement) expected payoff from these exercise policies under the many Monte Carlo simulations that used the real-world return database on the out-of-sample (test) data.
Phase diagram of a three-dimensional dipolar model on a FCC lattice
The magnetic phase diagram at zero external field of an ensemble of dipoles with uniaxial anisotropy on a FCC lattice is investigated from tempered Monte Carlo simulations. The uniaxial anisotropy is characterized by a random distribution of easy axes and its magnitude lambda_u is the driving force of disorder and consequently frustration. The phase diagram, separating the paramagnetic, ferromagnetic, quasi long range ordered ferromagnetic and spin-glass regions is thus considered in the temperature, lambda_u plane. This system is aimed at modeling the magnetic phase diagram of supracrystals of magnetic nanoparticles.
Stochastic representation of solutions for the parabolic Cauchy problem with variable exponent coefficients
In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic representation, then verify it satisfies the Cauchy problem. The corresponding SDE, on the other hand, allows the drift and diffusion coefficients to respond nonlinearly to the current state through the state-dependent variable exponents, and thus, extends the expressive power of classical SDEs to better capture complex dynamics. To validate our theoretical framework, we conduct comprehensive numerical experiments comparing finite difference solutions (Crank-Nicolson on logarithmic grids) with Monte Carlo simulations of the SDE.
Polymorphic Combinatorial Frameworks (PCF): Guiding the Design of Mathematically-Grounded, Adaptive AI Agents
The Polymorphic Combinatorial Framework (PCF) leverages Large Language Models (LLMs) and mathematical frameworks to guide the meta-prompt enabled design of solution spaces and adaptive AI agents for complex, dynamic environments. Unlike static agent architectures, PCF enables real-time parameter reconfiguration through mathematically-grounded combinatorial spaces, allowing agents to adapt their core behavioral traits dynamically. Grounded in combinatorial logic, topos theory, and rough fuzzy set theory, PCF defines a multidimensional SPARK parameter space (Skills, Personalities, Approaches, Resources, Knowledge) to capture agent behaviors. This paper demonstrates how LLMs can parameterize complex spaces and estimate likely parameter values/variabilities. Using PCF, we parameterized mock caf\'e domains (five levels of complexity), estimated variables/variabilities, and conducted over 1.25 million Monte Carlo simulations. The results revealed trends in agent adaptability and performance across the five complexity tiers, with diminishing returns at higher complexity levels highlighting thresholds for scalable designs. PCF enables the generation of optimized agent configurations for specific scenarios while maintaining logical consistency. This framework supports scalable, dynamic, explainable, and ethical AI applications in domains like customer service, healthcare, robotics, and collaborative systems, paving the way for adaptable and cooperative next-generation polymorphic agents.
Search for dark matter subhalos among unassociated Fermi-LAT sources in presence of dataset shift
We search for dark matter (DM) annihilating subhalos of the Milky Way halo among the Fermi Large Area Telescope (LAT) unassociated sources. We construct, for the first time, a statistical model of the unassociated sources at latitudes above 10 degrees. The latter is built as a combination of both DM annihilation subhalos as well as Galactic and extragalactic astrophysical components. The astrophysical components are constructed based on distributions of associated sources, while the distribution of DM subhalos is derived from Monte Carlo simulations. In this model we take into account the differences in the distributions of associated and unassociated sources including both covariate and prior probability shifts (both being forms of ``dataset shifts''). Previous searches of DM subhalos were based on classify-and-count strategies, while the approach adopted in this work is based on quantification learning, which allows one to determine a well-defined statistical interpretation of the contribution of a population of DM subhalos to the unassociated Fermi-LAT sources. In the bb annihilation channel and for a range of DM masses from 10 GeV to 1 TeV, we don't find a significant contribution from DM subhalos and derive a statistical 95% confidence upper limit on the DM annihilation cross section in this channel. While the derived limits are consistent with previous classify-and-count approaches, our generative statistical model opens new avenues for population studies of Fermi-LAT sources and, more generally, for searches of anomalies on top of backgrounds in presence of statistical and systematic uncertainties.
MOFA: Discovering Materials for Carbon Capture with a GenAI- and Simulation-Based Workflow
We present MOFA, an open-source generative AI (GenAI) plus simulation workflow for high-throughput generation of metal-organic frameworks (MOFs) on large-scale high-performance computing (HPC) systems. MOFA addresses key challenges in integrating GPU-accelerated computing for GPU-intensive GenAI tasks, including distributed training and inference, alongside CPU- and GPU-optimized tasks for screening and filtering AI-generated MOFs using molecular dynamics, density functional theory, and Monte Carlo simulations. These heterogeneous tasks are unified within an online learning framework that optimizes the utilization of available CPU and GPU resources across HPC systems. Performance metrics from a 450-node (14,400 AMD Zen 3 CPUs + 1800 NVIDIA A100 GPUs) supercomputer run demonstrate that MOFA achieves high-throughput generation of novel MOF structures, with CO_2 adsorption capacities ranking among the top 10 in the hypothetical MOF (hMOF) dataset. Furthermore, the production of high-quality MOFs exhibits a linear relationship with the number of nodes utilized. The modular architecture of MOFA will facilitate its integration into other scientific applications that dynamically combine GenAI with large-scale simulations.
A new method for structural diagnostics with muon tomography and deep learning
This work investigates the production of high-resolution images of typical support elements in concrete structures by means of the muon tomography (muography). By exploiting detailed Monte Carlo radiation-matter simulations, we demonstrate the feasibility of the reconstruction of 1 cm--thick iron tubes inside 30 cm--deep concrete blocks, regarded as an important testbed within the structural diagnostics community. In addition, we present a new method for integrating simulated data with advanced deep learning techniques in order to improve the muon imaging of concrete structures. Through deep learning enhancement techniques, this results into a dramatic improvement of the image quality, as well as into a significant reduction of the data acquisition time, which are two critical limitations within the usual practice of muography for civil engineering diagnostics.
Synthetic Light Curves and Spectra for the Photospheric Phase of a 3D Stripped-Envelope Supernova Explosion Model
We present synthetic light curves and spectra from three-dimensional (3D) Monte Carlo radiative transfer simulations based on a 3D core-collapse supernova explosion model of an ultra-stripped 3.5,M_{odot} progenitor. Our calculations predict a fast and faint transient with Delta m_{15} sim 1- 2,mag and peak bolometric luminosity between -15.3,mag and -16.4,mag. Due to a large-scale unipolar asymmetry in the distribution of ^{56}Ni, there is a pronounced viewing-angle dependence with about 1,mag difference between the directions of highest and lowest luminosity. The predicted spectra for this rare class of explosions do not yet match any observed counterpart. They are dominated by prominent Mg~II lines, but features from O, C, Si, and Ca are also found. In particular, the O~I line at 7{774} appears as a blended feature together with Mg~II emission. Our model is not only faster and fainter than the observed Ib/c supernova population, but also shows a correlation between higher peak luminosity and larger Delta m_{15} that is not present in observational samples. A possible explanation is that the unusually small ejecta mass of our model accentuates the viewing-angle dependence of the photometry. We suggest that the viewing-angle dependence of the photometry may be used to constrain asymmetries in explosion models of more typical stripped-envelope supernova progenitors in future.
Knowledge-based in silico models and dataset for the comparative evaluation of mammography AI for a range of breast characteristics, lesion conspicuities and doses
To generate evidence regarding the safety and efficacy of artificial intelligence (AI) enabled medical devices, AI models need to be evaluated on a diverse population of patient cases, some of which may not be readily available. We propose an evaluation approach for testing medical imaging AI models that relies on in silico imaging pipelines in which stochastic digital models of human anatomy (in object space) with and without pathology are imaged using a digital replica imaging acquisition system to generate realistic synthetic image datasets. Here, we release M-SYNTH, a dataset of cohorts with four breast fibroglandular density distributions imaged at different exposure levels using Monte Carlo x-ray simulations with the publicly available Virtual Imaging Clinical Trial for Regulatory Evaluation (VICTRE) toolkit. We utilize the synthetic dataset to analyze AI model performance and find that model performance decreases with increasing breast density and increases with higher mass density, as expected. As exposure levels decrease, AI model performance drops with the highest performance achieved at exposure levels lower than the nominal recommended dose for the breast type.
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms
We study the problem of approximate sampling from non-log-concave distributions, e.g., Gaussian mixtures, which is often challenging even in low dimensions due to their multimodality. We focus on performing this task via Markov chain Monte Carlo (MCMC) methods derived from discretizations of the overdamped Langevin diffusions, which are commonly known as Langevin Monte Carlo algorithms. Furthermore, we are also interested in two nonsmooth cases for which a large class of proximal MCMC methods have been developed: (i) a nonsmooth prior is considered with a Gaussian mixture likelihood; (ii) a Laplacian mixture distribution. Such nonsmooth and non-log-concave sampling tasks arise from a wide range of applications to Bayesian inference and imaging inverse problems such as image deconvolution. We perform numerical simulations to compare the performance of most commonly used Langevin Monte Carlo algorithms.
Strategist: Learning Strategic Skills by LLMs via Bi-Level Tree Search
In this paper, we propose a new method Strategist that utilizes LLMs to acquire new skills for playing multi-agent games through a self-improvement process. Our method gathers quality feedback through self-play simulations with Monte Carlo tree search and LLM-based reflection, which can then be used to learn high-level strategic skills such as how to evaluate states that guide the low-level execution.We showcase how our method can be used in both action planning and dialogue generation in the context of games, achieving good performance on both tasks. Specifically, we demonstrate that our method can help train agents with better performance than both traditional reinforcement learning-based approaches and other LLM-based skill learning approaches in games including the Game of Pure Strategy (GOPS) and The Resistance: Avalon.
Processing of Crowdsourced Observations of Aircraft in a High Performance Computing Environment
As unmanned aircraft systems (UASs) continue to integrate into the U.S. National Airspace System (NAS), there is a need to quantify the risk of airborne collisions between unmanned and manned aircraft to support regulation and standards development. Both regulators and standards developing organizations have made extensive use of Monte Carlo collision risk analysis simulations using probabilistic models of aircraft flight. We've previously determined that the observations of manned aircraft by the OpenSky Network, a community network of ground-based sensors, are appropriate to develop models of the low altitude environment. This works overviews the high performance computing workflow designed and deployed on the Lincoln Laboratory Supercomputing Center to process 3.9 billion observations of aircraft. We then trained the aircraft models using more than 250,000 flight hours at 5,000 feet above ground level or below. A key feature of the workflow is that all the aircraft observations and supporting datasets are available as open source technologies or been released to the public domain.
Benchmarking the Processing of Aircraft Tracks with Triples Mode and Self-Scheduling
As unmanned aircraft systems (UASs) continue to integrate into the U.S. National Airspace System (NAS), there is a need to quantify the risk of airborne collisions between unmanned and manned aircraft to support regulation and standards development. Developing and certifying collision avoidance systems often rely on the extensive use of Monte Carlo collision risk analysis simulations using probabilistic models of aircraft flight. To train these models, high performance computing resources are required. We've prototyped a high performance computing workflow designed and deployed on the Lincoln Laboratory Supercomputing Center to process billions of observations of aircraft. However, the prototype has various computational and storage bottlenecks that limited rapid or more comprehensive analyses and models. In response, we have developed a novel workflow to take advantage of various job launch and task distribution technologies to improve performance. The workflow was benchmarked using two datasets of observations of aircraft, including a new dataset focused on the environment around aerodromes. Optimizing how the workflow was parallelized drastically reduced the execution time from weeks to days.
Orb: A Fast, Scalable Neural Network Potential
We introduce Orb, a family of universal interatomic potentials for atomistic modelling of materials. Orb models are 3-6 times faster than existing universal potentials, stable under simulation for a range of out of distribution materials and, upon release, represented a 31% reduction in error over other methods on the Matbench Discovery benchmark. We explore several aspects of foundation model development for materials, with a focus on diffusion pretraining. We evaluate Orb as a model for geometry optimization, Monte Carlo and molecular dynamics simulations.
Str2Str: A Score-based Framework for Zero-shot Protein Conformation Sampling
The dynamic nature of proteins is crucial for determining their biological functions and properties, for which Monte Carlo (MC) and molecular dynamics (MD) simulations stand as predominant tools to study such phenomena. By utilizing empirically derived force fields, MC or MD simulations explore the conformational space through numerically evolving the system via Markov chain or Newtonian mechanics. However, the high-energy barrier of the force fields can hamper the exploration of both methods by the rare event, resulting in inadequately sampled ensemble without exhaustive running. Existing learning-based approaches perform direct sampling yet heavily rely on target-specific simulation data for training, which suffers from high data acquisition cost and poor generalizability. Inspired by simulated annealing, we propose Str2Str, a novel structure-to-structure translation framework capable of zero-shot conformation sampling with roto-translation equivariant property. Our method leverages an amortized denoising score matching objective trained on general crystal structures and has no reliance on simulation data during both training and inference. Experimental results across several benchmarking protein systems demonstrate that Str2Str outperforms previous state-of-the-art generative structure prediction models and can be orders of magnitude faster compared to long MD simulations. Our open-source implementation is available at https://github.com/lujiarui/Str2Str
Truncating Trajectories in Monte Carlo Reinforcement Learning
In Reinforcement Learning (RL), an agent acts in an unknown environment to maximize the expected cumulative discounted sum of an external reward signal, i.e., the expected return. In practice, in many tasks of interest, such as policy optimization, the agent usually spends its interaction budget by collecting episodes of fixed length within a simulator (i.e., Monte Carlo simulation). However, given the discounted nature of the RL objective, this data collection strategy might not be the best option. Indeed, the rewards taken in early simulation steps weigh exponentially more than future rewards. Taking a cue from this intuition, in this paper, we design an a-priori budget allocation strategy that leads to the collection of trajectories of different lengths, i.e., truncated. The proposed approach provably minimizes the width of the confidence intervals around the empirical estimates of the expected return of a policy. After discussing the theoretical properties of our method, we make use of our trajectory truncation mechanism to extend Policy Optimization via Importance Sampling (POIS, Metelli et al., 2018) algorithm. Finally, we conduct a numerical comparison between our algorithm and POIS: the results are consistent with our theory and show that an appropriate truncation of the trajectories can succeed in improving performance.
Motion simulation of radio-labeled cells in whole-body positron emission tomography
Cell tracking is a subject of active research gathering great interest in medicine and biology. Positron emission tomography (PET) is well suited for tracking radio-labeled cells in vivo due to its exceptional sensitivity and whole-body capability. For validation, ground-truth data are desirable that realistically mimic the flow of cells in a clinical situation. This study develops a workflow (CeFloPS) for simulating moving radio-labeled cells in a human phantom. From the XCAT phantom, the blood vessels are reduced to nodal networks along which cells can move and distribute to organs and tissues. The movement is directed by the blood flow, which is calculated in each node using the Hagen-Pooiseuille equation and Kirchhoff's laws assuming laminar flow. Organs are voxelized and movement of cells from artery entry to vein exit is generated via a biased 3D random walk. The probabilities of cells moving or remaining in tissues are derived from rate constants of tracer kinetic-based compartment modeling. PET listmode data is generated using the Monte-Carlo simulation framework GATE based on the definition of a large-body PET scanner with cell paths as moving radioactive sources and the XCAT phantom providing attenuation data. From the flow simulation of 100,000 cells, 100 sample cells were further processed by GATE and listmode data was reconstructed into images for comparison. As demonstrated by comparisons of simulated and reconstructed cell distributions, CeFloPS is capable of simulating cell behavior in whole-body PET. It achieves this simulation in a way that is anatomically and physiologically reasonable, thereby providing valuable data for the development and validation of cell tracking algorithms.
Quantum-Enhanced Simulation-Based Optimization for Newsvendor Problems
Simulation-based optimization is a widely used method to solve stochastic optimization problems. This method aims to identify an optimal solution by maximizing the expected value of the objective function. However, due to its computational complexity, the function cannot be accurately evaluated directly, hence it is estimated through simulation. Exploiting the enhanced efficiency of Quantum Amplitude Estimation (QAE) compared to classical Monte Carlo simulation, it frequently outpaces classical simulation-based optimization, resulting in notable performance enhancements in various scenarios. In this work, we make use of a quantum-enhanced algorithm for simulation-based optimization and apply it to solve a variant of the classical Newsvendor problem which is known to be NP-hard. Such problems provide the building block for supply chain management, particularly in inventory management and procurement optimization under risks and uncertainty
Machine Learning for Two-Sample Testing under Right-Censored Data: A Simulation Study
The focus of this study is to evaluate the effectiveness of Machine Learning (ML) methods for two-sample testing with right-censored observations. To achieve this, we develop several ML-based methods with varying architectures and implement them as two-sample tests. Each method is an ensemble (stacking) that combines predictions from classical two-sample tests. This paper presents the results of training the proposed ML methods, examines their statistical power compared to classical two-sample tests, analyzes the distribution of test statistics for the proposed methods when the null hypothesis is true, and evaluates the significance of the features incorporated into the proposed methods. All results from numerical experiments were obtained from a synthetic dataset generated using the Smirnov transform (Inverse Transform Sampling) and replicated multiple times through Monte Carlo simulation. To test the two-sample problem with right-censored observations, one can use the proposed two-sample methods. All necessary materials (source code, example scripts, dataset, and samples) are available on GitHub and Hugging Face.
Approximating Poker Probabilities with Deep Learning
Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate it. Monte Carlo simulation is an effective technique that can be used to approximate the probability that a player will win and/or tie a hand. However, without the use of a memory-intensive lookup table or a supercomputer, it becomes infeasible to run millions of times when training an agent with self-play. To combat the space-time tradeoff, we use deep learning to approximate the probabilities obtained from the Monte Carlo simulation with high accuracy. The learned model proves to be a lightweight alternative to Monte Carlo simulation, which ultimately allows us to use the probabilities as inputs during self-play efficiently. The source code and optimized neural network can be found at https://github.com/brandinho/Poker-Probability-Approximation
Lake- and Surface-Based Detectors for Forward Neutrino Physics
We propose two medium-baseline, kiloton-scale neutrino experiments to study neutrinos from LHC proton-proton collisions: SINE, a surface-based scintillator panel detector observing muon neutrinos from the CMS interaction point, and UNDINE, a water Cherenkov detector submerged in lake Geneva observing all-flavor neutrinos from LHCb. Using a Monte Carlo simulation, we estimate millions of neutrino interactions during the high-luminosity LHC era. We show that these datasets can constrain neutrino cross sections, charm production in pp collisions, and strangeness enhancement as a solution to the cosmic-ray muon puzzle. SINE and UNDINE thus offer a cost-effective medium-baseline complement to the proposed short-baseline forward physics facility.
Analytical Derivation and Comparison of Alarm Similarity Measures
An industrial process includes many devices, variables, and sub-processes that are physically or electronically interconnected. These interconnections imply some level of correlation between different process variables. Since most of the alarms in a process plant are defined on process variables, alarms are also correlated. However, this can be a nuisance to operators, for one fault might trigger a, sometimes large, number of alarms. So, it is essential to find and correct correlated alarms. In this paper, we study different methods and techniques proposed to measure correlation or similarity between alarms. The similarity indices are first analytically calculated and then studied and compared. The results are also validated using Monte-Carlo simulation.
Pair Programming with Large Language Models for Sampling and Estimation of Copulas
Without writing a single line of code by a human, an example Monte Carlo simulation based application for stochastic dependence modeling with copulas is developed using a state-of-the-art large language model (LLM) fine-tuned for conversations. This includes interaction with ChatGPT in natural language and using mathematical formalism, which, under careful supervision by a human-expert, led to producing a working code in MATLAB, Python and R for sampling from a given copula model, evaluation of the model's density, performing maximum likelihood estimation, optimizing the code for parallel computing for CPUs as well as for GPUs, and visualization of the computed results. In contrast to other emerging studies that assess the accuracy of LLMs like ChatGPT on tasks from a selected area, this work rather investigates ways how to achieve a successful solution of a standard statistical task in a collaboration of a human-expert and artificial intelligence (AI). Particularly, through careful prompt engineering, we separate successful solutions generated by ChatGPT from unsuccessful ones, resulting in a comprehensive list of related pros and cons. It is demonstrated that if the typical pitfalls are avoided, we can substantially benefit from collaborating with an AI partner. For example, we show that if ChatGPT is not able to provide a correct solution due to a lack of or incorrect knowledge, the human-expert can feed it with the correct knowledge, e.g., in the form of mathematical theorems and formulas, and make it to apply the gained knowledge in order to provide a solution that is correct. Such ability presents an attractive opportunity to achieve a programmed solution even for users with rather limited knowledge of programming techniques.
Discovering heavy neutrino-antineutrino oscillations at the $Z$-pole
Collider-testable type I seesaw extensions of the Standard Model are generally protected by an approximate lepton number (LN) symmetry. Consequently, they predict pseudo-Dirac heavy neutral leptons (HNLs) composed of two nearly degenerate Majorana fields. The interference between the two mass eigenstates can induce heavy neutrino-antineutrino oscillations (NNOs) leading to observable lepton number violation (LNV), even though the LN symmetry is approximately conserved. These NNOs could be resolved in long-lived HNL searches at collider experiments, such as the proposed Future Circular e^+e^- Collider (FCC-ee) or Circular Electron Positron Collider (CEPC). However, during their Z-pole runs, the LN carried away by the light (anti)neutrinos produced alongside the HNLs prevents LNV from being observed directly. Nevertheless, NNOs materialise as oscillating signatures in final state distributions. We discuss and compare a selection of such oscillating observables, and perform a Monte Carlo simulation to assess the parameter space in which NNOs could be resolved.
Is There No Such Thing as a Bad Question? H4R: HalluciBot For Ratiocination, Rewriting, Ranking, and Routing
Hallucination continues to be one of the most critical challenges in the institutional adoption journey of Large Language Models (LLMs). While prior studies have primarily focused on the post-generation analysis and refinement of outputs, this paper centers on the effectiveness of queries in eliciting accurate responses from LLMs. We present HalluciBot, a model that estimates the query's propensity to hallucinate before generation, without invoking any LLMs during inference. HalluciBot can serve as a proxy reward model for query rewriting, offering a general framework to estimate query quality based on accuracy and consensus. In essence, HalluciBot investigates how poorly constructed queries can lead to erroneous outputs - moreover, by employing query rewriting guided by HalluciBot's empirical estimates, we demonstrate that 95.7% output accuracy can be achieved for Multiple Choice questions. The training procedure for HalluciBot consists of perturbing 369,837 queries n times, employing n+1 independent LLM agents, sampling an output from each query, conducting a Multi-Agent Monte Carlo simulation on the sampled outputs, and training an encoder classifier. The idea of perturbation is the outcome of our ablation studies that measures the increase in output diversity (+12.5 agreement spread) by perturbing a query in lexically different but semantically similar ways. Therefore, HalluciBot paves the way to ratiocinate (76.0% test F1 score, 46.6% in saved computation on hallucinatory queries), rewrite (+30.2% positive class transition from hallucinatory to non-hallucinatory), rank (+50.6% positive class transition from hallucinatory to non-hallucinatory), and route queries to effective pipelines.
Distributed Markov Chain Monte Carlo Sampling based on the Alternating Direction Method of Multipliers
Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In this paper, we propose a distributed sampling scheme based on the alternating direction method of multipliers, which is commonly used in the optimization literature due to its fast convergence. In contrast to distributed optimization, distributed sampling allows for uncertainty quantification in Bayesian inference tasks. We provide both theoretical guarantees of our algorithm's convergence and experimental evidence of its superiority to the state-of-the-art. For our theoretical results, we use convex optimization tools to establish a fundamental inequality on the generated local sample iterates. This inequality enables us to show convergence of the distribution associated with these iterates to the underlying target distribution in Wasserstein distance. In simulation, we deploy our algorithm on linear and logistic regression tasks and illustrate its fast convergence compared to existing gradient-based methods.
LGMCTS: Language-Guided Monte-Carlo Tree Search for Executable Semantic Object Rearrangement
We introduce a novel approach to the executable semantic object rearrangement problem. In this challenge, a robot seeks to create an actionable plan that rearranges objects within a scene according to a pattern dictated by a natural language description. Unlike existing methods such as StructFormer and StructDiffusion, which tackle the issue in two steps by first generating poses and then leveraging a task planner for action plan formulation, our method concurrently addresses pose generation and action planning. We achieve this integration using a Language-Guided Monte-Carlo Tree Search (LGMCTS). Quantitative evaluations are provided on two simulation datasets, and complemented by qualitative tests with a real robot.
Adaptive sequential Monte Carlo by means of mixture of experts
Appropriately designing the proposal kernel of particle filters is an issue of significant importance, since a bad choice may lead to deterioration of the particle sample and, consequently, waste of computational power. In this paper we introduce a novel algorithm adaptively approximating the so-called optimal proposal kernel by a mixture of integrated curved exponential distributions with logistic weights. This family of distributions, referred to as mixtures of experts, is broad enough to be used in the presence of multi-modality or strongly skewed distributions. The mixtures are fitted, via online-EM methods, to the optimal kernel through minimisation of the Kullback-Leibler divergence between the auxiliary target and instrumental distributions of the particle filter. At each iteration of the particle filter, the algorithm is required to solve only a single optimisation problem for the whole particle sample, yielding an algorithm with only linear complexity. In addition, we illustrate in a simulation study how the method can be successfully applied to optimal filtering in nonlinear state-space models.
Performance Portable Monte Carlo Particle Transport on Intel, NVIDIA, and AMD GPUs
OpenMC is an open source Monte Carlo neutral particle transport application that has recently been ported to GPU using the OpenMP target offloading model. We examine the performance of OpenMC at scale on the Frontier, Polaris, and Aurora supercomputers, demonstrating that performance portability has been achieved by OpenMC across all three major GPU vendors (AMD, NVIDIA, and Intel). OpenMC's GPU performance is compared to both the traditional CPU-based version of OpenMC as well as several other state-of-the-art CPU-based Monte Carlo particle transport applications. We also provide historical context by analyzing OpenMC's performance on several legacy GPU and CPU architectures. This work includes some of the first published results for a scientific simulation application at scale on a supercomputer featuring Intel's Max series "Ponte Vecchio" GPUs. It is also one of the first demonstrations of a large scientific production application using the OpenMP target offloading model to achieve high performance on all three major GPU platforms.
MidasTouch: Monte-Carlo inference over distributions across sliding touch
We present MidasTouch, a tactile perception system for online global localization of a vision-based touch sensor sliding on an object surface. This framework takes in posed tactile images over time, and outputs an evolving distribution of sensor pose on the object's surface, without the need for visual priors. Our key insight is to estimate local surface geometry with tactile sensing, learn a compact representation for it, and disambiguate these signals over a long time horizon. The backbone of MidasTouch is a Monte-Carlo particle filter, with a measurement model based on a tactile code network learned from tactile simulation. This network, inspired by LIDAR place recognition, compactly summarizes local surface geometries. These generated codes are efficiently compared against a precomputed tactile codebook per-object, to update the pose distribution. We further release the YCB-Slide dataset of real-world and simulated forceful sliding interactions between a vision-based tactile sensor and standard YCB objects. While single-touch localization can be inherently ambiguous, we can quickly localize our sensor by traversing salient surface geometries. Project page: https://suddhu.github.io/midastouch-tactile/
LightZero: A Unified Benchmark for Monte Carlo Tree Search in General Sequential Decision Scenarios
Building agents based on tree-search planning capabilities with learned models has achieved remarkable success in classic decision-making problems, such as Go and Atari. However, it has been deemed challenging or even infeasible to extend Monte Carlo Tree Search (MCTS) based algorithms to diverse real-world applications, especially when these environments involve complex action spaces and significant simulation costs, or inherent stochasticity. In this work, we introduce LightZero, the first unified benchmark for deploying MCTS/MuZero in general sequential decision scenarios. Specificially, we summarize the most critical challenges in designing a general MCTS-style decision-making solver, then decompose the tightly-coupled algorithm and system design of tree-search RL methods into distinct sub-modules. By incorporating more appropriate exploration and optimization strategies, we can significantly enhance these sub-modules and construct powerful LightZero agents to tackle tasks across a wide range of domains, such as board games, Atari, MuJoCo, MiniGrid and GoBigger. Detailed benchmark results reveal the significant potential of such methods in building scalable and efficient decision intelligence. The code is available as part of OpenDILab at https://github.com/opendilab/LightZero.
Mulberry: Empowering MLLM with o1-like Reasoning and Reflection via Collective Monte Carlo Tree Search
In this work, we aim to develop an MLLM that understands and solves questions by learning to create each intermediate step of the reasoning involved till the final answer. To this end, we propose Collective Monte Carlo Tree Search (CoMCTS), a new learning-to-reason method for MLLMs, which introduces the concept of collective learning into ``tree search'' for effective and efficient reasoning-path searching and learning. The core idea of CoMCTS is to leverage collective knowledge from multiple models to collaboratively conjecture, search and identify effective reasoning paths toward correct answers via four iterative operations including Expansion, Simulation and Error Positioning, Backpropagation, and Selection. Using CoMCTS, we construct Mulberry-260k, a multimodal dataset with a tree of rich, explicit and well-defined reasoning nodes for each question. With Mulberry-260k, we perform collective SFT to train our model, Mulberry, a series of MLLMs with o1-like step-by-step Reasoning and Reflection capabilities. Extensive experiments demonstrate the superiority of our proposed methods on various benchmarks. Code will be available at https://github.com/HJYao00/Mulberry
Transforming Simulation to Data Without Pairing
We explore a generative machine learning-based approach for estimating multi-dimensional probability density functions (PDFs) in a target sample using a statistically independent but related control sample - a common challenge in particle physics data analysis. The generative model must accurately reproduce individual observable distributions while preserving the correlations between them, based on the input multidimensional distribution from the control sample. Here we present a conditional normalizing flow model (CNF) based on a chain of bijectors which learns to transform unpaired simulation events to data events. We assess the performance of the CNF model in the context of LHC Higgs to diphoton analysis, where we use the CNF model to convert a Monte Carlo diphoton sample to one that models data. We show that the CNF model can accurately model complex data distributions and correlations. We also leverage the recently popularized Modified Differential Multiplier Method (MDMM) to improve the convergence of our model and assign physical meaning to usually arbitrary loss-function parameters.
Sampling-Based Accuracy Testing of Posterior Estimators for General Inference
Parameter inference, i.e. inferring the posterior distribution of the parameters of a statistical model given some data, is a central problem to many scientific disciplines. Generative models can be used as an alternative to Markov Chain Monte Carlo methods for conducting posterior inference, both in likelihood-based and simulation-based problems. However, assessing the accuracy of posteriors encoded in generative models is not straightforward. In this paper, we introduce `Tests of Accuracy with Random Points' (TARP) coverage testing as a method to estimate coverage probabilities of generative posterior estimators. Our method differs from previously-existing coverage-based methods, which require posterior evaluations. We prove that our approach is necessary and sufficient to show that a posterior estimator is accurate. We demonstrate the method on a variety of synthetic examples, and show that TARP can be used to test the results of posterior inference analyses in high-dimensional spaces. We also show that our method can detect inaccurate inferences in cases where existing methods fail.
Uncertainty quantification in a mechanical submodel driven by a Wasserstein-GAN
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis can be used when systems undergo low-frequency vibrations. In the case of fast dynamics and wave propagation, we investigate a random generator of boundary conditions for fast submodels by using machine learning. We show that the use of non-linear techniques in machine learning and data-driven methods is highly relevant. Physics-informed neural networks is a possible choice for a data-driven method to replace linear modal analysis. An architecture that support a random component is necessary for the construction of the stochastic model of the physical system for non-parametric uncertainties, since the goal is to learn the underlying probabilistic distribution of uncertainty in the data. Generative Adversarial Networks (GANs) are suited for such applications, where the Wasserstein-GAN with gradient penalty variant offers improved convergence results for our problem. The objective of our approach is to train a GAN on data from a finite element method code (Fenics) so as to extract stochastic boundary conditions for faster finite element predictions on a submodel. The submodel and the training data have both the same geometrical support. It is a zone of interest for uncertainty quantification and relevant to engineering purposes. In the exploitation phase, the framework can be viewed as a randomized and parametrized simulation generator on the submodel, which can be used as a Monte Carlo estimator.
Analytical confidence intervals for the number of different objects in data streams
This paper develops a new mathematical-statistical approach to analyze a class of Flajolet-Martin algorithms (FMa), and provides analytical confidence intervals for the number F0 of distinct elements in a stream, based on Chernoff bounds. The class of FMa has reached a significant popularity in bigdata stream learning, and the attention of the literature has mainly been based on algorithmic aspects, basically complexity optimality, while the statistical analysis of these class of algorithms has been often faced heuristically. The analysis provided here shows deep connections with mathematical special functions and with extreme value theory. The latter connection may help in explaining heuristic considerations, while the first opens many numerical issues, faced at the end of the present paper. Finally, the algorithms are tested on an anonymized real data stream and MonteCarlo simulations are provided to support our analytical choice in this context.
Monte Carlo Diffusion for Generalizable Learning-Based RANSAC
Random Sample Consensus (RANSAC) is a fundamental approach for robustly estimating parametric models from noisy data. Existing learning-based RANSAC methods utilize deep learning to enhance the robustness of RANSAC against outliers. However, these approaches are trained and tested on the data generated by the same algorithms, leading to limited generalization to out-of-distribution data during inference. Therefore, in this paper, we introduce a novel diffusion-based paradigm that progressively injects noise into ground-truth data, simulating the noisy conditions for training learning-based RANSAC. To enhance data diversity, we incorporate Monte Carlo sampling into the diffusion paradigm, approximating diverse data distributions by introducing different types of randomness at multiple stages. We evaluate our approach in the context of feature matching through comprehensive experiments on the ScanNet and MegaDepth datasets. The experimental results demonstrate that our Monte Carlo diffusion mechanism significantly improves the generalization ability of learning-based RANSAC. We also develop extensive ablation studies that highlight the effectiveness of key components in our framework.
Prompt-Based Monte-Carlo Tree Search for Goal-Oriented Dialogue Policy Planning
Planning for goal-oriented dialogue often requires simulating future dialogue interactions and estimating task progress. Many approaches thus consider training neural networks to perform look-ahead search algorithms such as A* search and Monte Carlo Tree Search (MCTS). However, this training often requires abundant annotated data, which creates challenges when faced with noisy annotations or low-resource settings. We introduce GDP-Zero, an approach using Open-Loop MCTS to perform goal-oriented dialogue policy planning without any model training. GDP-Zero prompts a large language model to act as a policy prior, value function, user simulator, and system model during the tree search. We evaluate GDP-Zero on the goal-oriented task PersuasionForGood, and find that its responses are preferred over ChatGPT up to 59.32% of the time, and are rated more persuasive than ChatGPT during interactive evaluations.
Dropout's Dream Land: Generalization from Learned Simulators to Reality
A World Model is a generative model used to simulate an environment. World Models have proven capable of learning spatial and temporal representations of Reinforcement Learning environments. In some cases, a World Model offers an agent the opportunity to learn entirely inside of its own dream environment. In this work we explore improving the generalization capabilities from dream environments to real environments (Dream2Real). We present a general approach to improve a controller's ability to transfer from a neural network dream environment to reality at little additional cost. These improvements are gained by drawing on inspiration from Domain Randomization, where the basic idea is to randomize as much of a simulator as possible without fundamentally changing the task at hand. Generally, Domain Randomization assumes access to a pre-built simulator with configurable parameters but oftentimes this is not available. By training the World Model using dropout, the dream environment is capable of creating a nearly infinite number of different dream environments. Previous use cases of dropout either do not use dropout at inference time or averages the predictions generated by multiple sampled masks (Monte-Carlo Dropout). Dropout's Dream Land leverages each unique mask to create a diverse set of dream environments. Our experimental results show that Dropout's Dream Land is an effective technique to bridge the reality gap between dream environments and reality. Furthermore, we additionally perform an extensive set of ablation studies.
Autoregressive Transformer Neural Network for Simulating Open Quantum Systems via a Probabilistic Formulation
The theory of open quantum systems lays the foundations for a substantial part of modern research in quantum science and engineering. Rooted in the dimensionality of their extended Hilbert spaces, the high computational complexity of simulating open quantum systems calls for the development of strategies to approximate their dynamics. In this paper, we present an approach for tackling open quantum system dynamics. Using an exact probabilistic formulation of quantum physics based on positive operator-valued measure (POVM), we compactly represent quantum states with autoregressive transformer neural networks; such networks bring significant algorithmic flexibility due to efficient exact sampling and tractable density. We further introduce the concept of String States to partially restore the symmetry of the autoregressive transformer neural network and improve the description of local correlations. Efficient algorithms have been developed to simulate the dynamics of the Liouvillian superoperator using a forward-backward trapezoid method and find the steady state via a variational formulation. Our approach is benchmarked on prototypical one and two-dimensional systems, finding results which closely track the exact solution and achieve higher accuracy than alternative approaches based on using Markov chain Monte Carlo to sample restricted Boltzmann machines. Our work provides general methods for understanding quantum dynamics in various contexts, as well as techniques for solving high-dimensional probabilistic differential equations in classical setups.
Practical and Asymptotically Exact Conditional Sampling in Diffusion Models
Diffusion models have been successful on a range of conditional generation tasks including molecular design and text-to-image generation. However, these achievements have primarily depended on task-specific conditional training or error-prone heuristic approximations. Ideally, a conditional generation method should provide exact samples for a broad range of conditional distributions without requiring task-specific training. To this end, we introduce the Twisted Diffusion Sampler, or TDS. TDS is a sequential Monte Carlo (SMC) algorithm that targets the conditional distributions of diffusion models through simulating a set of weighted particles. The main idea is to use twisting, an SMC technique that enjoys good computational efficiency, to incorporate heuristic approximations without compromising asymptotic exactness. We first find in simulation and in conditional image generation tasks that TDS provides a computational statistical trade-off, yielding more accurate approximations with many particles but with empirical improvements over heuristics with as few as two particles. We then turn to motif-scaffolding, a core task in protein design, using a TDS extension to Riemannian diffusion models. On benchmark test cases, TDS allows flexible conditioning criteria and often outperforms the state of the art.
An Analysis of Temporal Dropout in Earth Observation Time Series for Regression Tasks
Missing instances in time series data impose a significant challenge to deep learning models, particularly in regression tasks. In the Earth Observation field, satellite failure or cloud occlusion frequently results in missing time-steps, introducing uncertainties in the predicted output and causing a decline in predictive performance. While many studies address missing time-steps through data augmentation to improve model robustness, the uncertainty arising at the input level is commonly overlooked. To address this gap, we introduce Monte Carlo Temporal Dropout (MC-TD), a method that explicitly accounts for input-level uncertainty by randomly dropping time-steps during inference using a predefined dropout ratio, thereby simulating the effect of missing data. To bypass the need for costly searches for the optimal dropout ratio, we extend this approach with Monte Carlo Concrete Temporal Dropout (MC-ConcTD), a method that learns the optimal dropout distribution directly. Both MC-TD and MC-ConcTD are applied during inference, leveraging Monte Carlo sampling for uncertainty quantification. Experiments on three EO time-series datasets demonstrate that MC-ConcTD improves predictive performance and uncertainty calibration compared to existing approaches. Additionally, we highlight the advantages of adaptive dropout tuning over manual selection, making uncertainty quantification more robust and accessible for EO applications.
Magnetic Field Strength Effects on Nucleosynthesis from Neutron Star Merger Outflows
Magnetohydrodynamic turbulence drives the central engine of post-merger remnants, potentially powering both a nucleosynthetically active disk wind and the relativistic jet behind a short gamma ray burst. We explore the impact of the magnetic field on this engine by simulating three post-merger black hole accretion disks using general relativistic magnetohydrodynamics with Monte Carlo neutrino transport, in each case varying the initial magnetic field strength. We find increasing ejecta masses associated with increasing magnetic field strength. We find that a fairly robust main r -process pattern is produced in all three cases, scaled by the ejected mass. Changing the initial magnetic field strength has a considerable effect on the geometry of the outflow and hints at complex central engine dynamics influencing lanthanide outflows. We find that actinide production is especially sensitive to magnetic field strength, with overall actinide mass fraction calculated at 1 Gyr post-merger increasing by more than a factor of six with a tenfold increase in magnetic field strength. This hints at a possible connection to the variability in actinide enhancements exhibited by metal poor, r -process-enhanced stars.
Feynman-Kac Correctors in Diffusion: Annealing, Guidance, and Product of Experts
While score-based generative models are the model of choice across diverse domains, there are limited tools available for controlling inference-time behavior in a principled manner, e.g. for composing multiple pretrained models. Existing classifier-free guidance methods use a simple heuristic to mix conditional and unconditional scores to approximately sample from conditional distributions. However, such methods do not approximate the intermediate distributions, necessitating additional 'corrector' steps. In this work, we provide an efficient and principled method for sampling from a sequence of annealed, geometric-averaged, or product distributions derived from pretrained score-based models. We derive a weighted simulation scheme which we call Feynman-Kac Correctors (FKCs) based on the celebrated Feynman-Kac formula by carefully accounting for terms in the appropriate partial differential equations (PDEs). To simulate these PDEs, we propose Sequential Monte Carlo (SMC) resampling algorithms that leverage inference-time scaling to improve sampling quality. We empirically demonstrate the utility of our methods by proposing amortized sampling via inference-time temperature annealing, improving multi-objective molecule generation using pretrained models, and improving classifier-free guidance for text-to-image generation. Our code is available at https://github.com/martaskrt/fkc-diffusion.
MCMC: Bridging Rendering, Optimization and Generative AI
Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution. Markov Chain Monte Carlo (MCMC) methods are particularly effective in drawing samples from such complex, high-dimensional distributions. This makes MCMC methods an integral component for models like EBMs, ensuring accurate sample generation. Gradient-based optimization is at the core of modern generative models. The update step during the optimization forms a Markov chain where the new update depends only on the current state. This allows exploration of the parameter space in a memoryless manner, thus combining the benefits of gradient-based optimization and MCMC sampling. MCMC methods have shown an equally important role in physically based rendering where complex light paths are otherwise quite challenging to sample from simple importance sampling techniques. A lot of research is dedicated towards bringing physical realism to samples (images) generated from diffusion-based generative models in a data-driven manner, however, a unified framework connecting these techniques is still missing. In this course, we take the first steps toward understanding each of these components and exploring how MCMC could potentially serve as a bridge, linking these closely related areas of research. Our course aims to provide necessary theoretical and practical tools to guide students, researchers and practitioners towards the common goal of generative physically based rendering. All Jupyter notebooks with demonstrations associated to this tutorial can be found on the project webpage: https://sinbag.github.io/mcmc/
Comparative Analysis of Numerical Methods for Parameter Determination
We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions, analytic differentiation by many parameters can cause problems associated with a significant complication of the program and thus slowing its operation. For comparison, we used the methods: "brute force" (or minimization on a regular grid), Monte Carlo, steepest descent, conjugate gradients, Brent's method (golden section search), parabolic interpolation etc. The Monte-Carlo method was applied to the eclipsing binary system AM Leo.
Composition and Control with Distilled Energy Diffusion Models and Sequential Monte Carlo
Diffusion models may be formulated as a time-indexed sequence of energy-based models, where the score corresponds to the negative gradient of an energy function. As opposed to learning the score directly, an energy parameterization is attractive as the energy itself can be used to control generation via Monte Carlo samplers. Architectural constraints and training instability in energy parameterized models have so far yielded inferior performance compared to directly approximating the score or denoiser. We address these deficiencies by introducing a novel training regime for the energy function through distillation of pre-trained diffusion models, resembling a Helmholtz decomposition of the score vector field. We further showcase the synergies between energy and score by casting the diffusion sampling procedure as a Feynman Kac model where sampling is controlled using potentials from the learnt energy functions. The Feynman Kac model formalism enables composition and low temperature sampling through sequential Monte Carlo.
Reverse Diffusion Monte Carlo
We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching problem into a mean estimation one. By estimating the means of the regularized posterior distributions, we derive a novel Monte Carlo sampling algorithm called reverse diffusion Monte Carlo (rdMC), which is distinct from the Markov chain Monte Carlo (MCMC) methods. We determine the sample size from the error tolerance and the properties of the posterior distribution to yield an algorithm that can approximately sample the target distribution with any desired accuracy. Additionally, we demonstrate and prove under suitable conditions that sampling with rdMC can be significantly faster than that with MCMC. For multi-modal target distributions such as those in Gaussian mixture models, rdMC greatly improves over the Langevin-style MCMC sampling methods both theoretically and in practice. The proposed rdMC method offers a new perspective and solution beyond classical MCMC algorithms for the challenging complex distributions.
Uncertainty quantification for stationary and time-dependent PDEs subject to Gevrey regular random domain deformations
We study uncertainty quantification for partial differential equations subject to domain uncertainty. We parameterize the random domain using the model recently considered by Chernov and Le (2024) as well as Harbrecht, Schmidlin, and Schwab (2024) in which the input random field is assumed to belong to a Gevrey smoothness class. This approach has the advantage of being substantially more general than models which assume a particular parametric representation of the input random field such as a Karhunen-Loeve series expansion. We consider both the Poisson equation as well as the heat equation and design randomly shifted lattice quasi-Monte Carlo (QMC) cubature rules for the computation of the expected solution under domain uncertainty. We show that these QMC rules exhibit dimension-independent, essentially linear cubature convergence rates in this framework. In addition, we complete the error analysis by taking into account the approximation errors incurred by dimension truncation of the random input field and finite element discretization. Numerical experiments are presented to confirm the theoretical rates.
Timewarp: Transferable Acceleration of Molecular Dynamics by Learning Time-Coarsened Dynamics
Molecular dynamics (MD) simulation is a widely used technique to simulate molecular systems, most commonly at the all-atom resolution where equations of motion are integrated with timesteps on the order of femtoseconds (1fs=10^{-15}s). MD is often used to compute equilibrium properties, which requires sampling from an equilibrium distribution such as the Boltzmann distribution. However, many important processes, such as binding and folding, occur over timescales of milliseconds or beyond, and cannot be efficiently sampled with conventional MD. Furthermore, new MD simulations need to be performed for each molecular system studied. We present Timewarp, an enhanced sampling method which uses a normalising flow as a proposal distribution in a Markov chain Monte Carlo method targeting the Boltzmann distribution. The flow is trained offline on MD trajectories and learns to make large steps in time, simulating the molecular dynamics of 10^{5} - 10^{6}:fs. Crucially, Timewarp is transferable between molecular systems: once trained, we show that it generalises to unseen small peptides (2-4 amino acids) at all-atom resolution, exploring their metastable states and providing wall-clock acceleration of sampling compared to standard MD. Our method constitutes an important step towards general, transferable algorithms for accelerating MD.
Hitchhiker's guide on Energy-Based Models: a comprehensive review on the relation with other generative models, sampling and statistical physics
Energy-Based Models (EBMs) have emerged as a powerful framework in the realm of generative modeling, offering a unique perspective that aligns closely with principles of statistical mechanics. This review aims to provide physicists with a comprehensive understanding of EBMs, delineating their connection to other generative models such as Generative Adversarial Networks (GANs), Variational Autoencoders (VAEs), and Normalizing Flows. We explore the sampling techniques crucial for EBMs, including Markov Chain Monte Carlo (MCMC) methods, and draw parallels between EBM concepts and statistical mechanics, highlighting the significance of energy functions and partition functions. Furthermore, we delve into state-of-the-art training methodologies for EBMs, covering recent advancements and their implications for enhanced model performance and efficiency. This review is designed to clarify the often complex interconnections between these models, which can be challenging due to the diverse communities working on the topic.
Scalable Bayesian Uncertainty Quantification for Neural Network Potentials: Promise and Pitfalls
Neural network (NN) potentials promise highly accurate molecular dynamics (MD) simulations within the computational complexity of classical MD force fields. However, when applied outside their training domain, NN potential predictions can be inaccurate, increasing the need for Uncertainty Quantification (UQ). Bayesian modeling provides the mathematical framework for UQ, but classical Bayesian methods based on Markov chain Monte Carlo (MCMC) are computationally intractable for NN potentials. By training graph NN potentials for coarse-grained systems of liquid water and alanine dipeptide, we demonstrate here that scalable Bayesian UQ via stochastic gradient MCMC (SG-MCMC) yields reliable uncertainty estimates for MD observables. We show that cold posteriors can reduce the required training data size and that for reliable UQ, multiple Markov chains are needed. Additionally, we find that SG-MCMC and the Deep Ensemble method achieve comparable results, despite shorter training and less hyperparameter tuning of the latter. We show that both methods can capture aleatoric and epistemic uncertainty reliably, but not systematic uncertainty, which needs to be minimized by adequate modeling to obtain accurate credible intervals for MD observables. Our results represent a step towards accurate UQ that is of vital importance for trustworthy NN potential-based MD simulations required for decision-making in practice.
Deep Learning Hamiltonian Monte Carlo
We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to successfully mix between modes of different topologies, significantly reducing the computational cost required to generated independent gauge field configurations. Our implementation is available at https://github.com/saforem2/l2hmc-qcd .
Learning Nonlinear State Space Models with Hamiltonian Sequential Monte Carlo Sampler
State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors. However, SSM is significantly influenced by the choice of the proposal. Recently Hamiltonian Monte Carlo (HMC) sampling has shown success in many practical problems. In this paper, we propose an SMC augmented by HMC (HSMC) for inference and model learning of nonlinear SSM, which can exempt us from learning proposals and reduce the model complexity significantly. Based on the measure preserving property of HMC, the particles directly generated by transition function can approximate the posterior of latent states arbitrarily well. In order to better adapt to the local geometry of latent space, the HMC is conducted on Riemannian manifold defined by a positive definite metric. In addition, we show that the proposed HSMC method can improve SSMs realized by both Gaussian Processes (GP) and Neural Network (NN).
On Feynman--Kac training of partial Bayesian neural networks
Recently, partial Bayesian neural networks (pBNNs), which only consider a subset of the parameters to be stochastic, were shown to perform competitively with full Bayesian neural networks. However, pBNNs are often multi-modal in the latent-variable space and thus challenging to approximate with parametric models. To address this problem, we propose an efficient sampling-based training strategy, wherein the training of a pBNN is formulated as simulating a Feynman--Kac model. We then describe variations of sequential Monte Carlo samplers that allow us to simultaneously estimate the parameters and the latent posterior distribution of this model at a tractable computational cost. We show on various synthetic and real-world datasets that our proposed training scheme outperforms the state of the art in terms of predictive performance.
Monte Carlo Permutation Search
We propose Monte Carlo Permutation Search (MCPS), a general-purpose Monte Carlo Tree Search (MCTS) algorithm that improves upon the GRAVE algorithm. MCPS is relevant when deep reinforcement learning is not an option, or when the computing power available before play is not substantial, such as in General Game Playing, for example. The principle of MCPS is to include in the exploration term of a node the statistics on all the playouts that contain all the moves on the path from the root to the node. We extensively test MCPS on a variety of games: board games, wargame, investment game, video game and multi-player games. MCPS has better results than GRAVE in all the two-player games. It has equivalent results for multi-player games because these games are inherently balanced even when players have different strengths. We also show that using abstract codes for moves instead of exact codes can be beneficial to both MCPS and GRAVE, as they improve the permutation statistics and the AMAF statistics. We also provide a mathematical derivation of the formulas used for weighting the three sources of statistics. These formulas are an improvement on the GRAVE formula since they no longer use the bias hyperparameter of GRAVE. Moreover, MCPS is not sensitive to the ref hyperparameter.
Towards Practical Preferential Bayesian Optimization with Skew Gaussian Processes
We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent flexible preference structure, is that the posterior distribution is a computationally intractable skew GP. The most widely used approach for preferential BO is Gaussian approximation, which ignores the skewness of the true posterior. Alternatively, Markov chain Monte Carlo (MCMC) based preferential BO is also proposed. In this work, we first verify the accuracy of Gaussian approximation, from which we reveal the critical problem that the predictive probability of duels can be inaccurate. This observation motivates us to improve the MCMC-based estimation for skew GP, for which we show the practical efficiency of Gibbs sampling and derive the low variance MC estimator. However, the computational time of MCMC can still be a bottleneck in practice. Towards building a more practical preferential BO, we develop a new method that achieves both high computational efficiency and low sample complexity, and then demonstrate its effectiveness through extensive numerical experiments.
Determination of Characteristics of Eclipsing Binaries with Spots: Phenomenological vs Physical Models
We discuss methods for modeling eclipsing binary stars using the "physical", "simplified" and "phenomenological" models. There are few realizations of the "physical" Wilson-Devinney (1971) code and its improvements, e.g. Binary Maker, Phoebe. A parameter search using the Monte-Carlo method was realized by Zola et al. (2010), which is efficient in expense of too many evaluations of the test function. We compare existing algorithms of minimization of multi-parametric functions and propose to use a "combined" algorithm, depending on if the Hessian matrix is positively determined. To study methods, a simply fast-computed function resembling the "complete" test function for the physical model. Also we adopt a simplified model of an eclipsing binary at a circular orbit assuming spherical components with an uniform brightness distribution. This model resembles more advanced models in a sense of correlated parameter estimates due to a similar topology of the test function. Such a model may be applied to detached Algol-type systems, where the tidal distortion of components is negligible.
Evaluating Uncertainty Quantification approaches for Neural PDEs in scientific applications
The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather prediction, and urban planning. Neural Partial Differential Equations (Neural PDEs), which combine deep learning (DL) techniques with domain expertise (e.g., governing equations) for parameterization, have proven to be effective in capturing valuable correlations within spatiotemporal datasets. However, sparse and noisy measurements coupled with modeling approximation introduce aleatoric and epistemic uncertainties. Therefore, quantifying uncertainties propagated from model inputs to outputs remains a challenge and an essential goal for establishing the trustworthiness of Neural PDEs. This work evaluates various Uncertainty Quantification (UQ) approaches for both Forward and Inverse Problems in scientific applications. Specifically, we investigate the effectiveness of Bayesian methods, such as Hamiltonian Monte Carlo (HMC) and Monte-Carlo Dropout (MCD), and a more conventional approach, Deep Ensembles (DE). To illustrate their performance, we take two canonical PDEs: Burger's equation and the Navier-Stokes equation. Our results indicate that Neural PDEs can effectively reconstruct flow systems and predict the associated unknown parameters. However, it is noteworthy that the results derived from Bayesian methods, based on our observations, tend to display a higher degree of certainty in their predictions as compared to those obtained using the DE. This elevated certainty in predictions suggests that Bayesian techniques might underestimate the true underlying uncertainty, thereby appearing more confident in their predictions than the DE approach.
Vector-Valued Control Variates
Control variates are variance reduction tools for Monte Carlo estimators. They can provide significant variance reduction, but usually require a large number of samples, which can be prohibitive when sampling or evaluating the integrand is computationally expensive. Furthermore, there are many scenarios where we need to compute multiple related integrals simultaneously or sequentially, which can further exacerbate computational costs. In this paper, we propose vector-valued control variates, an extension of control variates which can be used to reduce the variance of multiple Monte Carlo estimators jointly. This allows for the transfer of information across integration tasks, and hence reduces the need for a large number of samples. We focus on control variates based on kernel interpolants and our novel construction is obtained through a generalised Stein identity and the development of novel matrix-valued Stein reproducing kernels. We demonstrate our methodology on a range of problems including multifidelity modelling, Bayesian inference for dynamical systems, and model evidence computation through thermodynamic integration.
First Light and Reionisation Epoch Simulations (FLARES) XVII: Learning the galaxy-halo connection at high redshifts
Understanding the galaxy-halo relationship is not only key for elucidating the interplay between baryonic and dark matter, it is essential for creating large mock galaxy catalogues from N-body simulations. High-resolution hydrodynamical simulations are limited to small volumes by their large computational demands, hindering their use for comparisons with wide-field observational surveys. We overcome this limitation by using the First Light and Reionisation Epoch Simulations (FLARES), a suite of high-resolution (M_gas = 1.8 x 10^6 M_Sun) zoom simulations drawn from a large, (3.2 cGpc)^3 box. We use an extremely randomised trees machine learning approach to model the relationship between galaxies and their subhaloes in a wide range of environments. This allows us to build mock catalogues with dynamic ranges that surpass those obtainable through periodic simulations. The low cost of the zoom simulations facilitates multiple runs of the same regions, differing only in the random number seed of the subgrid models; changing this seed introduces a butterfly effect, leading to random differences in the properties of matching galaxies. This randomness cannot be learnt by a deterministic machine learning model, but by sampling the noise and adding it post-facto to our predictions, we are able to recover the distributions of the galaxy properties we predict (stellar mass, star formation rate, metallicity, and size) remarkably well. We also explore the resolution-dependence of our models' performances and find minimal depreciation down to particle resolutions of order M_DM ~ 10^8 M_Sun, enabling the future application of our models to large dark matter-only boxes.
Optimized Monte Carlo Tree Search for Enhanced Decision Making in the FrozenLake Environment
Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task characterized by stochastic transitions. The optimization leverages cumulative reward and visit count tables along with the Upper Confidence Bound for Trees (UCT) formula, resulting in efficient learning in a slippery grid world. We benchmark our implementation against other decision-making algorithms, including MCTS with Policy and Q-Learning, and perform a detailed comparison of their performance. The results demonstrate that our optimized approach effectively maximizes rewards and success rates while minimizing convergence time, outperforming baseline methods, especially in environments with inherent randomness.
Automatically Marginalized MCMC in Probabilistic Programming
Hamiltonian Monte Carlo (HMC) is a powerful algorithm to sample latent variables from Bayesian models. The advent of probabilistic programming languages (PPLs) frees users from writing inference algorithms and lets users focus on modeling. However, many models are difficult for HMC to solve directly, and often require tricks like model reparameterization. We are motivated by the fact that many of those models could be simplified by marginalization. We propose to use automatic marginalization as part of the sampling process using HMC in a graphical model extracted from a PPL, which substantially improves sampling from real-world hierarchical models.
Stochastic Normalizing Flows
The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics (LD) can suffer from slow mixing times there is a growing interest in using normalizing flows in order to learn the transformation of a simple prior distribution to the given target distribution. Here we propose a generalized and combined approach to sample target densities: Stochastic Normalizing Flows (SNF) -- an arbitrary sequence of deterministic invertible functions and stochastic sampling blocks. We show that stochasticity overcomes expressivity limitations of normalizing flows resulting from the invertibility constraint, whereas trainable transformations between sampling steps improve efficiency of pure MCMC/LD along the flow. By invoking ideas from non-equilibrium statistical mechanics we derive an efficient training procedure by which both the sampler's and the flow's parameters can be optimized end-to-end, and by which we can compute exact importance weights without having to marginalize out the randomness of the stochastic blocks. We illustrate the representational power, sampling efficiency and asymptotic correctness of SNFs on several benchmarks including applications to sampling molecular systems in equilibrium.
AgentSwift: Efficient LLM Agent Design via Value-guided Hierarchical Search
Large language model (LLM) agents have demonstrated strong capabilities across diverse domains. However, designing high-performing agentic systems remains challenging. Existing agent search methods suffer from three major limitations: (1) an emphasis on optimizing agentic workflows while under-utilizing proven human-designed components such as memory, planning, and tool use; (2) high evaluation costs, as each newly generated agent must be fully evaluated on benchmarks; and (3) inefficient search in large search space. In this work, we introduce a comprehensive framework to address these challenges. First, We propose a hierarchical search space that jointly models agentic workflow and composable functional components, enabling richer agentic system designs. Building on this structured design space, we introduce a predictive value model that estimates agent performance given agentic system and task description, allowing for efficient, low-cost evaluation during the search process. Finally, we present a hierarchical Monte Carlo Tree Search (MCTS) strategy informed by uncertainty to guide the search. Experiments on seven benchmarks, covering embodied, math, web, tool, and game, show that our method achieves an average performance gain of 8.34\% over state-of-the-art baselines and exhibits faster search progress with steeper improvement trajectories. Code repo is available at https://github.com/Ericccc02/AgentSwift.
HMC with Normalizing Flows
We propose using Normalizing Flows as a trainable kernel within the molecular dynamics update of Hamiltonian Monte Carlo (HMC). By learning (invertible) transformations that simplify our dynamics, we can outperform traditional methods at generating independent configurations. We show that, using a carefully constructed network architecture, our approach can be easily scaled to large lattice volumes with minimal retraining effort. The source code for our implementation is publicly available online at https://github.com/nftqcd/fthmc.
Oxidation State Dynamics and Emerging Patterns in Magnetite
Magnetite is an important mineral with many interesting applications related to its magnetic, electrical and thermal properties. Typically studied by electronic structure calculations, these methods are unable to capture the complex ion dynamics at relevant temperatures, time and length scales. We present a hybrid Monte Carlo/Molecular Dynamics (MC/MD) method based on iron oxidation state exchange for accurate atomistic modelling of bulk magnetite, magnetite surfaces and nanoparticles that captures the complex ionic dynamics. By comparing oxidation state patterns with those obtained from density functional theory, we confirmed the accuracy of our approach. Lattice distortions leading to the stabilisation of excess charges and a critical surface thickness at which the oxidation states transition from ordered to disordered were observed. This simple yet efficient approach paves the way for elucidating aspects of oxidation state ordering of inverse spinel structures in general and battery materials in particular.
Accelerated Bayesian Inference for Pulsar Timing Arrays: Normalizing Flows for Rapid Model Comparison Across Stochastic Gravitational-Wave Background Sources
The recent detection of nanohertz stochastic gravitational-wave backgrounds (SGWBs) by pulsar timing arrays (PTAs) promises unique insights into astrophysical and cosmological origins. However, traditional Markov Chain Monte Carlo (MCMC) approaches become prohibitively expensive for large datasets. We employ a normalizing flow (NF)-based machine learning framework to accelerate Bayesian inference in PTA analyses. For the first time, we perform Bayesian model comparison across SGWB source models in the framework of machine learning by training NF architectures on the PTA dataset (NANOGrav 15-year) and enabling direct evidence estimation via learned harmonic mean estimators. Our examples include 10 conventional SGWB source models such as supermassive black hole binaries, power-law spectrum, cosmic strings, domain walls, scalar-induced GWs, first-order phase transitions, and dual scenario/inflationary gravitational wave. Our approach jointly infers 20 red noise parameters and 2 SGWB parameters per model in sim 20\,hours (including training), compared to sim 10\,days with MCMC. Critically, the NF method preserves rigorous model selection accuracy, with small Hellinger distances (lesssim 0.3) relative to MCMC posteriors, and reproduces MCMC-based Bayes factors across all tested scenarios. This scalable technique for SGWB source comparison will be essential for future PTA expansions and next-generation arrays such as the SKA, offering orders-of-magnitude efficiency gains without sacrificing physical interpretability.
MASTER: A Multi-Agent System with LLM Specialized MCTS
Large Language Models (LLM) are increasingly being explored for problem-solving tasks. However, their strategic planning capability is often viewed with skepticism. Recent studies have incorporated the Monte Carlo Tree Search (MCTS) algorithm to augment the planning capacity of LLM. Despite its potential, MCTS relies on extensive sampling simulations to approximate the true reward distribution, which leads to two primary issues. Firstly, MCTS is effective for tasks like the Game of Go, where simulation results can yield objective rewards (e.g., 1 for a win and 0 for a loss). However, for tasks such as question answering, the result of a simulation is the answer to the question, which cannot yield an objective reward without the ground truth. Secondly, obtaining statistically significant reward estimations typically requires a sample size exceeding 30 simulations, resulting in excessive token usage and time consumption. To address these challenges, we present the Multi-Agent System with Tactical Execution and Reasoning using LLM Specialized MCTS (MASTER), a novel framework that coordinates agent recruitment and communication through LLM specialized MCTS. This system autonomously adjusts the number of agents based on task complexity and ensures focused communication among them. Comprehensive experiments across various tasks demonstrate the effectiveness of our proposed framework. It achieves 76% accuracy on HotpotQA and 80% on WebShop, setting new state-of-the-art performance on these datasets.
Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
The estimation of repeatedly nested expectations is a challenging task that arises in many real-world systems. However, existing methods generally suffer from high computational costs when the number of nestings becomes large. Fix any non-negative integer D for the total number of nestings. Standard Monte Carlo methods typically cost at least O(varepsilon^{-(2+D)}) and sometimes O(varepsilon^{-2(1+D)}) to obtain an estimator up to varepsilon-error. More advanced methods, such as multilevel Monte Carlo, currently only exist for D = 1. In this paper, we propose a novel Monte Carlo estimator called READ, which stands for "Recursive Estimator for Arbitrary Depth.'' Our estimator has an optimal computational cost of O(varepsilon^{-2}) for every fixed D under suitable assumptions, and a nearly optimal computational cost of O(varepsilon^{-2(1 + delta)}) for any 0 < delta < frac12 under much more general assumptions. Our estimator is also unbiased, which makes it easy to parallelize. The key ingredients in our construction are an observation of the problem's recursive structure and the recursive use of the randomized multilevel Monte Carlo method.
MedS^3: Towards Medical Small Language Models with Self-Evolved Slow Thinking
Medical language models (MLMs) have become pivotal in advancing medical natural language processing. However, prior models that rely on pre-training or supervised fine-tuning often exhibit low data efficiency and limited practicality in real-world clinical applications. While OpenAIs O1 highlights test-time scaling in mathematics, attempts to replicate this approach in medicine typically distill responses from GPT-series models to open-source models, focusing primarily on multiple-choice tasks. This strategy, though straightforward, neglects critical concerns like data privacy and realistic deployment in clinical settings. In this work, we present a deployable, small-scale medical language model, \mone, designed for long-chain reasoning in clinical tasks using a self-evolution paradigm. Starting with a seed dataset of around 8,000 instances spanning five domains and 16 datasets, we prompt a base policy model to perform Monte Carlo Tree Search (MCTS) to construct verifiable reasoning chains. Each reasoning step is assigned an evolution rollout value, allowing verified trajectories to train the policy model and the reward model. During inference, the policy model generates multiple responses, and the reward model selects the one with the highest reward score. Experiments on eleven evaluation datasets demonstrate that \mone outperforms prior open-source models by 2 points, with the addition of the reward model further boosting performance (sim13 points), surpassing GPT-4o-mini. Code and data are available at https://github.com/pixas/MedSSS.
I-MCTS: Enhancing Agentic AutoML via Introspective Monte Carlo Tree Search
Recent advancements in large language models (LLMs) have shown remarkable potential in automating machine learning tasks. However, existing LLM-based agents often struggle with low-diversity and suboptimal code generation. While recent work has introduced Monte Carlo Tree Search (MCTS) to address these issues, limitations persist in the quality and diversity of thoughts generated, as well as in the scalar value feedback mechanisms used for node selection. In this study, we introduce Introspective Monte Carlo Tree Search (I-MCTS), a novel approach that iteratively expands tree nodes through an introspective process that meticulously analyzes solutions and results from parent and sibling nodes. This facilitates a continuous refinement of the node in the search tree, thereby enhancing the overall decision-making process. Furthermore, we integrate a Large Language Model (LLM)-based value model to facilitate direct evaluation of each node's solution prior to conducting comprehensive computational rollouts. A hybrid rewarding mechanism is implemented to seamlessly transition the Q-value from LLM-estimated scores to actual performance scores. This allows higher-quality nodes to be traversed earlier. Applied to the various ML tasks, our approach demonstrates a 6% absolute improvement in performance compared to the strong open-source AutoML agents, showcasing its effectiveness in enhancing agentic AutoML systems. Resource available at https://github.com/jokieleung/I-MCTS
Sqrt(d) Dimension Dependence of Langevin Monte Carlo
This article considers the popular MCMC method of unadjusted Langevin Monte Carlo (LMC) and provides a non-asymptotic analysis of its sampling error in 2-Wasserstein distance. The proof is based on a refinement of mean-square analysis in Li et al. (2019), and this refined framework automates the analysis of a large class of sampling algorithms based on discretizations of contractive SDEs. Using this framework, we establish an O(d/epsilon) mixing time bound for LMC, without warm start, under the common log-smooth and log-strongly-convex conditions, plus a growth condition on the 3rd-order derivative of the potential of target measures. This bound improves the best previously known O(d/epsilon) result and is optimal (in terms of order) in both dimension d and accuracy tolerance epsilon for target measures satisfying the aforementioned assumptions. Our theoretical analysis is further validated by numerical experiments.
Scaling Up Diffusion and Flow-based XGBoost Models
Novel machine learning methods for tabular data generation are often developed on small datasets which do not match the scale required for scientific applications. We investigate a recent proposal to use XGBoost as the function approximator in diffusion and flow-matching models on tabular data, which proved to be extremely memory intensive, even on tiny datasets. In this work, we conduct a critical analysis of the existing implementation from an engineering perspective, and show that these limitations are not fundamental to the method; with better implementation it can be scaled to datasets 370x larger than previously used. Our efficient implementation also unlocks scaling models to much larger sizes which we show directly leads to improved performance on benchmark tasks. We also propose algorithmic improvements that can further benefit resource usage and model performance, including multi-output trees which are well-suited to generative modeling. Finally, we present results on large-scale scientific datasets derived from experimental particle physics as part of the Fast Calorimeter Simulation Challenge. Code is available at https://github.com/layer6ai-labs/calo-forest.
A Probabilistic Inference Approach to Inference-Time Scaling of LLMs using Particle-Based Monte Carlo Methods
Large language models (LLMs) have achieved significant performance gains via scaling up model sizes and/or data. However, recent evidence suggests diminishing returns from such approaches, motivating scaling the computation spent at inference time. Existing inference-time scaling methods, usually with reward models, cast the task as a search problem, which tends to be vulnerable to reward hacking as a consequence of approximation errors in reward models. In this paper, we instead cast inference-time scaling as a probabilistic inference task and leverage sampling-based techniques to explore the typical set of the state distribution of a state-space model with an approximate likelihood, rather than optimize for its mode directly. We propose a novel inference-time scaling approach by adapting particle-based Monte Carlo methods to this task. Our empirical evaluation demonstrates that our methods have a 4-16x better scaling rate over our deterministic search counterparts on various challenging mathematical reasoning tasks. Using our approach, we show that Qwen2.5-Math-1.5B-Instruct can surpass GPT-4o accuracy in only 4 rollouts, while Qwen2.5-Math-7B-Instruct scales to o1 level accuracy in only 32 rollouts. Our work not only presents an effective method to inference-time scaling, but also connects the rich literature in probabilistic inference with inference-time scaling of LLMs to develop more robust algorithms in future work. Code and further information is available at https://probabilistic-inference-scaling.github.io.
Sampling by averaging: A multiscale approach to score estimation
We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or involve computationally expensive nested Markov chain Monte Carlo (MCMC) loops. In contrast, the proposed approach leverages stochastic averaging within a slow-fast system of stochastic differential equations (SDEs) to estimate intermediate scores along a diffusion path without training or inner-loop MCMC. Two algorithms are developed under this framework: MultALMC, which uses multiscale annealed Langevin dynamics, and MultCDiff, based on multiscale controlled diffusions for the reverse-time Ornstein-Uhlenbeck process. Both overdamped and underdamped variants are considered, with theoretical guarantees of convergence to the desired diffusion path. The framework is extended to handle heavy-tailed target distributions using Student's t-based noise models and tailored fast-process dynamics. Empirical results across synthetic and real-world benchmarks, including multimodal and high-dimensional distributions, demonstrate that the proposed methods are competitive with existing samplers in terms of accuracy and efficiency, without the need for learned models.
Accessing GPT-4 level Mathematical Olympiad Solutions via Monte Carlo Tree Self-refine with LLaMa-3 8B
This paper introduces the MCT Self-Refine (MCTSr) algorithm, an innovative integration of Large Language Models (LLMs) with Monte Carlo Tree Search (MCTS), designed to enhance performance in complex mathematical reasoning tasks. Addressing the challenges of accuracy and reliability in LLMs, particularly in strategic and mathematical reasoning, MCTSr leverages systematic exploration and heuristic self-refine mechanisms to improve decision-making frameworks within LLMs. The algorithm constructs a Monte Carlo search tree through iterative processes of Selection, self-refine, self-evaluation, and Backpropagation, utilizing an improved Upper Confidence Bound (UCB) formula to optimize the exploration-exploitation balance. Extensive experiments demonstrate MCTSr's efficacy in solving Olympiad-level mathematical problems, significantly improving success rates across multiple datasets, including GSM8K, GSM Hard, MATH, and Olympiad-level benchmarks, including Math Odyssey, AIME, and OlympiadBench. The study advances the application of LLMs in complex reasoning tasks and sets a foundation for future AI integration, enhancing decision-making accuracy and reliability in LLM-driven applications.
Efficient Massive Black Hole Binary parameter estimation for LISA using Sequential Neural Likelihood
The inspiral, merger, and ringdown of Massive Black Hole Binaries (MBHBs) is one the main sources of Gravitational Waves (GWs) for the future Laser Interferometer Space Antenna (LISA), an ESA-led mission in the implementation phase. It is expected that LISA will detect these systems throughout the entire observable universe. Robust and efficient data analysis algorithms are necessary to detect and estimate physical parameters for these systems. In this work, we explore the application of Sequential Neural Likelihood, a simulation-based inference algorithm, to detect and characterize MBHB GW signals in synthetic LISA data. We describe in detail the different elements of the method, their performance and possible alternatives that can be used to enhance the performance. Instead of sampling from the conventional likelihood function, which requires a forward simulation for each evaluation, this method constructs a surrogate likelihood that is ultimately described by a neural network trained from a dataset of simulations of the MBHB signals and noise. One important advantage of this method is that, given that the likelihood is independent of the priors, we can iteratively train models that target specific observations in a fraction of the time and computational cost that other traditional and machine learning-based strategies would require. Because of the iterative nature of the method, we are able to train models to obtain qualitatively similar posteriors with less than 2\% of the simulator calls that Markov Chain Monte Carlo methods would require. We compare these posteriors with those obtained from Markov Chain Monte Carlo techniques and discuss the differences that appear, in particular in relation with the important role that data compression has in the modular implementation of the method that we present. We also discuss different strategies to improve the performance of the algorithms.
3D Gaussian Splatting as Markov Chain Monte Carlo
While 3D Gaussian Splatting has recently become popular for neural rendering, current methods rely on carefully engineered cloning and splitting strategies for placing Gaussians, which can lead to poor-quality renderings, and reliance on a good initialization. In this work, we rethink the set of 3D Gaussians as a random sample drawn from an underlying probability distribution describing the physical representation of the scene-in other words, Markov Chain Monte Carlo (MCMC) samples. Under this view, we show that the 3D Gaussian updates can be converted as Stochastic Gradient Langevin Dynamics (SGLD) updates by simply introducing noise. We then rewrite the densification and pruning strategies in 3D Gaussian Splatting as simply a deterministic state transition of MCMC samples, removing these heuristics from the framework. To do so, we revise the 'cloning' of Gaussians into a relocalization scheme that approximately preserves sample probability. To encourage efficient use of Gaussians, we introduce a regularizer that promotes the removal of unused Gaussians. On various standard evaluation scenes, we show that our method provides improved rendering quality, easy control over the number of Gaussians, and robustness to initialization.
Lattice models of random advection and diffusion and their statistics
We study in detail a one-dimensional lattice model of a continuum, conserved field (mass) that is transferred deterministically between neighbouring random sites. The model falls in a wider class of lattice models capturing the joint effect of random advection and diffusion and encompassing as specific cases, some models studied in the literature, like the Kang-Redner, Kipnis-Marchioro-Presutti, Takayasu-Taguchi, etc. The motivation for our setup comes from a straightforward interpretation as advection of particles in one-dimensional turbulence, but it is also related to a problem of synchronization of dynamical systems driven by common noise. For finite lattices, we study both the coalescence of an initially spread field (interpreted as roughening), and the statistical steady-state properties. We distinguish two main size-dependent regimes, depending on the strength of the diffusion term and on the lattice size. Using numerical simulations and mean-field approach, we study the statistics of the field. For weak diffusion, we unveil a characteristic hierarchical structure of the field. We also connect the model and the iterated function systems concept.
SCAN: Self-Denoising Monte Carlo Annotation for Robust Process Reward Learning
Process reward models (PRMs) offer fine-grained, step-level evaluations that facilitate deeper reasoning processes in large language models (LLMs), proving effective in complex tasks like mathematical reasoning. However, developing PRMs is challenging due to the high cost and limited scalability of human-annotated data. Synthetic data from Monte Carlo (MC) estimation is a promising alternative but suffers from a high noise ratio, which can cause overfitting and hinder large-scale training. In this work, we conduct a preliminary study on the noise distribution in synthetic data from MC estimation, identifying that annotation models tend to both underestimate and overestimate step correctness due to limitations in their annotation capabilities. Building on these insights, we propose Self-Denoising Monte Carlo Annotation (SCAN), an efficient data synthesis and noise-tolerant learning framework. Our key findings indicate that: (1) Even lightweight models (e.g., 1.5B parameters) can produce high-quality annotations through a self-denoising strategy, enabling PRMs to achieve superior performance with only 6% the inference cost required by vanilla MC estimation. (2) With our robust learning strategy, PRMs can effectively learn from this weak supervision, achieving a 39.2 F1 score improvement (from 19.9 to 59.1) in ProcessBench. Despite using only a compact synthetic dataset, our models surpass strong baselines, including those trained on large-scale human-annotated datasets such as PRM800K. Furthermore, performance continues to improve as we scale up the synthetic data, highlighting the potential of SCAN for scalable, cost-efficient, and robust PRM training.
Enhancing Score-Based Sampling Methods with Ensembles
We introduce ensembles within score-based sampling methods to develop gradient-free approximate sampling techniques that leverage the collective dynamics of particle ensembles to compute approximate reverse diffusion drifts. We introduce the underlying methodology, emphasizing its relationship with generative diffusion models and the previously introduced F\"ollmer sampler. We demonstrate the efficacy of ensemble strategies through various examples, ranging from low- to medium-dimensionality sampling problems, including multi-modal and highly non-Gaussian probability distributions, and provide comparisons to traditional methods like NUTS. Our findings highlight the potential of ensemble strategies for modeling complex probability distributions in situations where gradients are unavailable. Finally, we showcase its application in the context of Bayesian inversion problems within the geophysical sciences.
Flow Matching for Discrete Systems: Efficient Free Energy Sampling Across Lattice Sizes and Temperatures
Generative models have advanced significantly in sampling material systems with continuous variables, such as atomistic structures. However, their application to discrete variables, like atom types or spin states, remains underexplored. In this work, we introduce a Boltzmann generator built on discrete flow matching, specifically tailored for systems with discrete phase-space coordinates (e.g., the Ising model or crystalline compounds). This approach enables a single model to sample free energy surfaces over a wide temperature range with minimal training overhead. In addition, the model generation is scalable to larger lattice sizes than those in the training set. We demonstrate the effectiveness of our approach on the 2D Ising model, showing efficient and reliable free energy sampling. This framework provides a scalable and computationally efficient solution for discrete coordinate systems and can be extended to sample the alchemical degrees of freedom in crystalline compounds.
Learning Collective Variables for Protein Folding with Labeled Data Augmentation through Geodesic Interpolation
In molecular dynamics (MD) simulations, rare events, such as protein folding, are typically studied by means of enhanced sampling techniques, most of which rely on the definition of a collective variable (CV) along which the acceleration occurs. Obtaining an expressive CV is crucial, but often hindered by the lack of information about the particular event, e.g., the transition from unfolded to folded conformation. We propose a simulation-free data augmentation strategy using physics-inspired metrics to generate geodesic interpolations resembling protein folding transitions, thereby improving sampling efficiency without true transition state samples. Leveraging interpolation progress parameters, we introduce a regression-based learning scheme for CV models, which outperforms classifier-based methods when transition state data is limited and noisy
Reasoning with Sampling: Your Base Model is Smarter Than You Think
Frontier reasoning models have exhibited incredible capabilities across a wide array of disciplines, driven by posttraining large language models (LLMs) with reinforcement learning (RL). However, despite the widespread success of this paradigm, much of the literature has been devoted to disentangling truly novel behaviors that emerge during RL but are not present in the base models. In our work, we approach this question from a different angle, instead asking whether comparable reasoning capabilites can be elicited from base models at inference time by pure sampling, without any additional training. Inspired by Markov chain Monte Carlo (MCMC) techniques for sampling from sharpened distributions, we propose a simple iterative sampling algorithm leveraging the base models' own likelihoods. Over different base models, we show that our algorithm offers substantial boosts in reasoning that nearly match and even outperform those from RL on a wide variety of single-shot tasks, including MATH500, HumanEval, and GPQA. Moreover, our sampler avoids the collapse in diversity over multiple samples that is characteristic of RL-posttraining. Crucially, our method does not require training, curated datasets, or a verifier, suggesting broad applicability beyond easily verifiable domains.
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.
On Sampling with Approximate Transport Maps
Transport maps can ease the sampling of distributions with non-trivial geometries by transforming them into distributions that are easier to handle. The potential of this approach has risen with the development of Normalizing Flows (NF) which are maps parameterized with deep neural networks trained to push a reference distribution towards a target. NF-enhanced samplers recently proposed blend (Markov chain) Monte Carlo methods with either (i) proposal draws from the flow or (ii) a flow-based reparametrization. In both cases, the quality of the learned transport conditions performance. The present work clarifies for the first time the relative strengths and weaknesses of these two approaches. Our study concludes that multimodal targets can be reliably handled with flow-based proposals up to moderately high dimensions. In contrast, methods relying on reparametrization struggle with multimodality but are more robust otherwise in high-dimensional settings and under poor training. To further illustrate the influence of target-proposal adequacy, we also derive a new quantitative bound for the mixing time of the Independent Metropolis-Hastings sampler.
Neural network emulator to constrain the high-z IGM thermal state from Lyman-α forest flux auto-correlation function
We present a neural network emulator to constrain the thermal parameters of the intergalactic medium (IGM) at 5.4z6.0 using the Lyman-displaystylealpha (Lydisplaystylealpha) forest flux auto-correlation function. Our auto-differentiable JAX-based framework accelerates the surrogate model generation process using approximately 100 sparsely sampled Nyx hydrodynamical simulations with varying combinations of thermal parameters, i.e., the temperature at mean density T_{{0}}, the slope of the temperaturedisplaystyle-density relation displaystylegamma, and the mean transmission flux langle{F}{rangle}. We show that this emulator has a typical accuracy of 1.0% across the specified redshift range. Bayesian inference of the IGM thermal parameters, incorporating emulator uncertainty propagation, is further expedited using NumPyro Hamiltonian Monte Carlo. We compare both the inference results and computational cost of our framework with the traditional nearest-neighbor interpolation approach applied to the same set of mock Lyalpha flux. By examining the credibility contours of the marginalized posteriors for T_{{0}},gamma,and{langle}{F}{rangle} obtained using the emulator, the statistical reliability of measurements is established through inference on 100 realistic mock data sets of the auto-correlation function.
ClimSim: An open large-scale dataset for training high-resolution physics emulators in hybrid multi-scale climate simulators
Modern climate projections lack adequate spatial and temporal resolution due to computational constraints. A consequence is inaccurate and imprecise predictions of critical processes such as storms. Hybrid methods that combine physics with machine learning (ML) have introduced a new generation of higher fidelity climate simulators that can sidestep Moore's Law by outsourcing compute-hungry, short, high-resolution simulations to ML emulators. However, this hybrid ML-physics simulation approach requires domain-specific treatment and has been inaccessible to ML experts because of lack of training data and relevant, easy-to-use workflows. We present ClimSim, the largest-ever dataset designed for hybrid ML-physics research. It comprises multi-scale climate simulations, developed by a consortium of climate scientists and ML researchers. It consists of 5.7 billion pairs of multivariate input and output vectors that isolate the influence of locally-nested, high-resolution, high-fidelity physics on a host climate simulator's macro-scale physical state. The dataset is global in coverage, spans multiple years at high sampling frequency, and is designed such that resulting emulators are compatible with downstream coupling into operational climate simulators. We implement a range of deterministic and stochastic regression baselines to highlight the ML challenges and their scoring. The data (https://huggingface.co/datasets/LEAP/ClimSim_high-res, https://huggingface.co/datasets/LEAP/ClimSim_low-res, and https://huggingface.co/datasets/LEAP/ClimSim_low-res_aqua-planet) and code (https://leap-stc.github.io/ClimSim) are released openly to support the development of hybrid ML-physics and high-fidelity climate simulations for the benefit of science and society.
Efficient Multi-Agent System Training with Data Influence-Oriented Tree Search
Monte Carlo Tree Search (MCTS) based methods provide promising approaches for generating synthetic data to enhance the self-training of Large Language Model (LLM) based multi-agent systems (MAS). These methods leverage Q-values to estimate individual agent contributions. However, relying solely on Q-values to identify informative data may misalign with the data synthesis objective, as the focus should be on selecting data that best enhances model training. To address this discrepancy, we propose Data Influence-oriented Tree Search (DITS), a novel framework that incorporates influence scores to guide both tree search and data selection. By leveraging influence scores, we effectively identify the most impactful data for system improvement, thereby enhancing model performance. Furthermore, we derive influence score estimation methods tailored for non-differentiable metrics, significantly reducing computational overhead by utilizing inference computations. Extensive experiments on eight multi-agent datasets demonstrate the robustness and effectiveness of the proposed methods. Notably, our findings reveal that allocating more inference resources to estimate influence scores, rather than Q-values, during data synthesis can more effectively and efficiently enhance model training.
Bayesian Computation in Deep Learning
This review paper is intended for the 2nd edition of the Handbook of Markov chain Monte Carlo. We provide an introduction to approximate inference techniques as Bayesian computation methods applied to deep learning models. We organize the chapter by presenting popular computational methods for Bayesian neural networks and deep generative models, explaining their unique challenges in posterior inference as well as the solutions.
Solving Inverse Problems via Diffusion-Based Priors: An Approximation-Free Ensemble Sampling Approach
Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior sampling methods proposed for solving common BIPs rely on heuristic approximations to the generative process. To exploit the generative capability of DMs and avoid the usage of such approximations, we propose an ensemble-based algorithm that performs posterior sampling without the use of heuristic approximations. Our algorithm is motivated by existing works that combine DM-based methods with the sequential Monte Carlo (SMC) method. By examining how the prior evolves through the diffusion process encoded by the pre-trained score function, we derive a modified partial differential equation (PDE) governing the evolution of the corresponding posterior distribution. This PDE includes a modified diffusion term and a reweighting term, which can be simulated via stochastic weighted particle methods. Theoretically, we prove that the error between the true posterior distribution can be bounded in terms of the training error of the pre-trained score function and the number of particles in the ensemble. Empirically, we validate our algorithm on several inverse problems in imaging to show that our method gives more accurate reconstructions compared to existing DM-based methods.
Mastering Board Games by External and Internal Planning with Language Models
While large language models perform well on a range of complex tasks (e.g., text generation, question answering, summarization), robust multi-step planning and reasoning remains a considerable challenge for them. In this paper we show that search-based planning can significantly improve LLMs' playing strength across several board games (Chess, Fischer Random / Chess960, Connect Four, and Hex). We introduce, compare and contrast two major approaches: In external search, the model guides Monte Carlo Tree Search (MCTS) rollouts and evaluations without calls to an external engine, and in internal search, the model directly generates in-context a linearized tree of potential futures and a resulting final choice. Both build on a language model pre-trained on relevant domain knowledge, capturing the transition and value functions across these games. We find that our pre-training method minimizes hallucinations, as our model is highly accurate regarding state prediction and legal moves. Additionally, both internal and external search indeed improve win-rates against state-of-the-art bots, even reaching Grandmaster-level performance in chess while operating on a similar move count search budget per decision as human Grandmasters. The way we combine search with domain knowledge is not specific to board games, suggesting direct extensions into more general language model inference and training techniques.
Re-Simulation-based Self-Supervised Learning for Pre-Training Foundation Models
Self-Supervised Learning (SSL) is at the core of training modern large machine learning models, providing a scheme for learning powerful representations that can be used in a variety of downstream tasks. However, SSL strategies must be adapted to the type of training data and downstream tasks required. We propose RS3L ("Re-simulation-based self-supervised representation learning"), a novel simulation-based SSL strategy that employs a method of re-simulation to drive data augmentation for contrastive learning in the physical sciences, particularly, in fields that rely on stochastic simulators. By intervening in the middle of the simulation process and re-running simulation components downstream of the intervention, we generate multiple realizations of an event, thus producing a set of augmentations covering all physics-driven variations available in the simulator. Using experiments from high-energy physics, we explore how this strategy may enable the development of a foundation model; we show how RS3L pre-training enables powerful performance in downstream tasks such as discrimination of a variety of objects and uncertainty mitigation. In addition to our results, we make the RS3L dataset publicly available for further studies on how to improve SSL strategies.
Transport meets Variational Inference: Controlled Monte Carlo Diffusions
Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path space. Our work culminates in the development of the Controlled Monte Carlo Diffusion sampler (CMCD) for Bayesian computation, a score-based annealing technique that crucially adapts both forward and backward dynamics in a diffusion model. On the way, we clarify the relationship between the EM-algorithm and iterative proportional fitting (IPF) for Schr{\"o}dinger bridges, deriving as well a regularised objective that bypasses the iterative bottleneck of standard IPF-updates. Finally, we show that CMCD has a strong foundation in the Jarzinsky and Crooks identities from statistical physics, and that it convincingly outperforms competing approaches across a wide array of experiments.
Scalable Equilibrium Sampling with Sequential Boltzmann Generators
Scalable sampling of molecular states in thermodynamic equilibrium is a long-standing challenge in statistical physics. Boltzmann generators tackle this problem by pairing normalizing flows with importance sampling to obtain uncorrelated samples under the target distribution. In this paper, we extend the Boltzmann generator framework with two key contributions, denoting our framework Sequential Boltzmann Generators (SBG). The first is a highly efficient Transformer-based normalizing flow operating directly on all-atom Cartesian coordinates. In contrast to the equivariant continuous flows of prior methods, we leverage exactly invertible non-equivariant architectures which are highly efficient during both sample generation and likelihood evaluation. This efficiency unlocks more sophisticated inference strategies beyond standard importance sampling. In particular, we perform inference-time scaling of flow samples using a continuous-time variant of sequential Monte Carlo, in which flow samples are transported towards the target distribution with annealed Langevin dynamics. SBG achieves state-of-the-art performance w.r.t. all metrics on peptide systems, demonstrating the first equilibrium sampling in Cartesian coordinates of tri-, tetra- and hexa-peptides that were thus far intractable for prior Boltzmann generators.
Point cloud-based diffusion models for the Electron-Ion Collider
At high-energy collider experiments, generative models can be used for a wide range of tasks, including fast detector simulations, unfolding, searches of physics beyond the Standard Model, and inference tasks. In particular, it has been demonstrated that score-based diffusion models can generate high-fidelity and accurate samples of jets or collider events. This work expands on previous generative models in three distinct ways. First, our model is trained to generate entire collider events, including all particle species with complete kinematic information. We quantify how well the model learns event-wide constraints such as the conservation of momentum and discrete quantum numbers. We focus on the events at the future Electron-Ion Collider, but we expect that our results can be extended to proton-proton and heavy-ion collisions. Second, previous generative models often relied on image-based techniques. The sparsity of the data can negatively affect the fidelity and sampling time of the model. We address these issues using point clouds and a novel architecture combining edge creation with transformer modules called Point Edge Transformers. Third, we adapt the foundation model OmniLearn, to generate full collider events. This approach may indicate a transition toward adapting and fine-tuning foundation models for downstream tasks instead of training new models from scratch.
Kolmogorov--Arnold networks in molecular dynamics
We explore the integration of Kolmogorov Networks (KANs) into molecular dynamics (MD) simulations to improve interatomic potentials. We propose that widely used potentials, such as the Lennard-Jones (LJ) potential, the embedded atom model (EAM), and artificial neural network (ANN) potentials, can be interpreted within the KAN framework. Specifically, we demonstrate that the descriptors for ANN potentials, typically constructed using polynomials, can be redefined using KAN's non-linear functions. By employing linear or cubic spline interpolations for these KAN functions, we show that the computational cost of evaluating ANN potentials and their derivatives is reduced.
Parallel Test-Time Scaling for Latent Reasoning Models
Parallel test-time scaling (TTS) is a pivotal approach for enhancing large language models (LLMs), typically by sampling multiple token-based chains-of-thought in parallel and aggregating outcomes through voting or search. Recent advances in latent reasoning, where intermediate reasoning unfolds in continuous vector spaces, offer a more efficient alternative to explicit Chain-of-Thought, yet whether such latent models can similarly benefit from parallel TTS remains open, mainly due to the absence of sampling mechanisms in continuous space, and the lack of probabilistic signals for advanced trajectory aggregation. \ This work enables parallel TTS for latent reasoning models by addressing the above issues. For sampling, we introduce two uncertainty-inspired stochastic strategies: Monte Carlo Dropout and Additive Gaussian Noise. For aggregation, we design a Latent Reward Model (LatentRM) trained with step-wise contrastive objective to score and guide latent reasoning. Extensive experiments and visualization analyses show that both sampling strategies scale effectively with compute and exhibit distinct exploration dynamics, while LatentRM enables effective trajectory selection. Together, our explorations open a new direction for scalable inference in continuous spaces. Code released at https://github.com/YRYangang/LatentTTS.
Learning Smooth and Expressive Interatomic Potentials for Physical Property Prediction
Machine learning interatomic potentials (MLIPs) have become increasingly effective at approximating quantum mechanical calculations at a fraction of the computational cost. However, lower errors on held out test sets do not always translate to improved results on downstream physical property prediction tasks. In this paper, we propose testing MLIPs on their practical ability to conserve energy during molecular dynamic simulations. If passed, improved correlations are found between test errors and their performance on physical property prediction tasks. We identify choices which may lead to models failing this test, and use these observations to improve upon highly-expressive models. The resulting model, eSEN, provides state-of-the-art results on a range of physical property prediction tasks, including materials stability prediction, thermal conductivity prediction, and phonon calculations.
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes
We propose efficient Langevin Monte Carlo algorithms for sampling distributions with nonsmooth convex composite potentials, which is the sum of a continuously differentiable function and a possibly nonsmooth function. We devise such algorithms leveraging recent advances in convex analysis and optimization methods involving Bregman divergences, namely the Bregman--Moreau envelopes and the Bregman proximity operators, and in the Langevin Monte Carlo algorithms reminiscent of mirror descent. The proposed algorithms extend existing Langevin Monte Carlo algorithms in two aspects -- the ability to sample nonsmooth distributions with mirror descent-like algorithms, and the use of the more general Bregman--Moreau envelope in place of the Moreau envelope as a smooth approximation of the nonsmooth part of the potential. A particular case of the proposed scheme is reminiscent of the Bregman proximal gradient algorithm. The efficiency of the proposed methodology is illustrated with various sampling tasks at which existing Langevin Monte Carlo methods are known to perform poorly.
Generating Code World Models with Large Language Models Guided by Monte Carlo Tree Search
In this work we consider Code World Models, world models generated by a Large Language Model (LLM) in the form of Python code for model-based Reinforcement Learning (RL). Calling code instead of LLMs for planning has potential to be more precise, reliable, interpretable, and extremely efficient. However, writing appropriate Code World Models requires the ability to understand complex instructions, to generate exact code with non-trivial logic and to self-debug a long program with feedback from unit tests and environment trajectories. To address these challenges, we propose Generate, Improve and Fix with Monte Carlo Tree Search (GIF-MCTS), a new code generation strategy for LLMs. To test our approach in an offline RL setting, we introduce the Code World Models Benchmark (CWMB), a suite of program synthesis and planning tasks comprised of 18 diverse RL environments paired with corresponding textual descriptions and curated trajectories. GIF-MCTS surpasses all baselines on the CWMB and two other benchmarks, and we show that the Code World Models synthesized with it can be successfully used for planning, resulting in model-based RL agents with greatly improved sample efficiency and inference speed.
Development of Bayesian Component Failure Models in E1 HEMP Grid Analysis
Combined electric power system and High-Altitude Electromagnetic Pulse (HEMP) models are being developed to determine the effect of a HEMP on the US power grid. The work relies primarily on deterministic methods; however, it is computationally untenable to evaluate the E1 HEMP response of large numbers of grid components distributed across a large interconnection. Further, the deterministic assessment of these components' failures are largely unachievable. E1 HEMP laboratory testing of the components is accomplished, but is expensive, leaving few data points to construct failure models of grid components exposed to E1 HEMP. The use of Bayesian priors, developed using the subject matter expertise, combined with the minimal test data in a Bayesian inference process, provides the basis for the development of more robust and cost-effective statistical component failure models. These can be used with minimal computational burden in a simulation environment such as sampling of Cumulative Distribution Functions (CDFs).
The CAMELS project: Cosmology and Astrophysics with MachinE Learning Simulations
We present the Cosmology and Astrophysics with MachinE Learning Simulations --CAMELS-- project. CAMELS is a suite of 4,233 cosmological simulations of (25~h^{-1}{rm Mpc})^3 volume each: 2,184 state-of-the-art (magneto-)hydrodynamic simulations run with the AREPO and GIZMO codes, employing the same baryonic subgrid physics as the IllustrisTNG and SIMBA simulations, and 2,049 N-body simulations. The goal of the CAMELS project is to provide theory predictions for different observables as a function of cosmology and astrophysics, and it is the largest suite of cosmological (magneto-)hydrodynamic simulations designed to train machine learning algorithms. CAMELS contains thousands of different cosmological and astrophysical models by way of varying Omega_m, sigma_8, and four parameters controlling stellar and AGN feedback, following the evolution of more than 100 billion particles and fluid elements over a combined volume of (400~h^{-1}{rm Mpc})^3. We describe the simulations in detail and characterize the large range of conditions represented in terms of the matter power spectrum, cosmic star formation rate density, galaxy stellar mass function, halo baryon fractions, and several galaxy scaling relations. We show that the IllustrisTNG and SIMBA suites produce roughly similar distributions of galaxy properties over the full parameter space but significantly different halo baryon fractions and baryonic effects on the matter power spectrum. This emphasizes the need for marginalizing over baryonic effects to extract the maximum amount of information from cosmological surveys. We illustrate the unique potential of CAMELS using several machine learning applications, including non-linear interpolation, parameter estimation, symbolic regression, data generation with Generative Adversarial Networks (GANs), dimensionality reduction, and anomaly detection.
Repelling Random Walks
We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities are unmodified, we are able to explore the graph more efficiently, improving the concentration of statistical estimators whilst leaving them unbiased. The mechanism has a trivial drop-in implementation. We showcase the effectiveness of repelling random walks in a range of settings including estimation of graph kernels, the PageRank vector and graphlet concentrations. We provide detailed experimental evaluation and robust theoretical guarantees. To our knowledge, repelling random walks constitute the first rigorously studied quasi-Monte Carlo scheme correlating the directions of walkers on a graph, inviting new research in this exciting nascent domain.
Provable and Practical: Efficient Exploration in Reinforcement Learning via Langevin Monte Carlo
We present a scalable and effective exploration strategy based on Thompson sampling for reinforcement learning (RL). One of the key shortcomings of existing Thompson sampling algorithms is the need to perform a Gaussian approximation of the posterior distribution, which is not a good surrogate in most practical settings. We instead directly sample the Q function from its posterior distribution, by using Langevin Monte Carlo, an efficient type of Markov Chain Monte Carlo (MCMC) method. Our method only needs to perform noisy gradient descent updates to learn the exact posterior distribution of the Q function, which makes our approach easy to deploy in deep RL. We provide a rigorous theoretical analysis for the proposed method and demonstrate that, in the linear Markov decision process (linear MDP) setting, it has a regret bound of O(d^{3/2}H^{3/2}T), where d is the dimension of the feature mapping, H is the planning horizon, and T is the total number of steps. We apply this approach to deep RL, by using Adam optimizer to perform gradient updates. Our approach achieves better or similar results compared with state-of-the-art deep RL algorithms on several challenging exploration tasks from the Atari57 suite.
AlphaSnake: Policy Iteration on a Nondeterministic NP-hard Markov Decision Process
Reinforcement learning has recently been used to approach well-known NP-hard combinatorial problems in graph theory. Among these problems, Hamiltonian cycle problems are exceptionally difficult to analyze, even when restricted to individual instances of structurally complex graphs. In this paper, we use Monte Carlo Tree Search (MCTS), the search algorithm behind many state-of-the-art reinforcement learning algorithms such as AlphaZero, to create autonomous agents that learn to play the game of Snake, a game centered on properties of Hamiltonian cycles on grid graphs. The game of Snake can be formulated as a single-player discounted Markov Decision Process (MDP) where the agent must behave optimally in a stochastic environment. Determining the optimal policy for Snake, defined as the policy that maximizes the probability of winning - or win rate - with higher priority and minimizes the expected number of time steps to win with lower priority, is conjectured to be NP-hard. Performance-wise, compared to prior work in the Snake game, our algorithm is the first to achieve a win rate over 0.5 (a uniform random policy achieves a win rate < 2.57 times 10^{-15}), demonstrating the versatility of AlphaZero in approaching NP-hard environments.
