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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Continuously Tempered PDMP samplers

NeurIPS 2022 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Posterior sampling with diffusion guidance · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add continuous tempering with a point mass at β=1Zig-Zag · Gaussian mixtureRMSE of E[X1]: 2.557 -> 0.304Helped
Add continuous tempering with a point mass at β=1Zig-Zag · Gaussian mixtureRMSE of E[X1²]: 30.577 -> 3.216Helped
Allow excursions to lower temperaturesZig-Zag · Gaussian mixturethinning efficiency: 0.057 -> 0.139Helped
Use importance sampling without a point mass at β=1Continuously tempered Zig-Zag · Gaussian mixtureRMSE of E[X1]: 0.294 -> 0.483Hurt
Set α to 0.8 rather than 0.3 (ablation)Zig-Zag CT · Gaussian mixtureRMSE of E[X1]: 0.304 -> 0.650Hurt
Set α to 0.7 rather than 0.3 (ablation)Zig-Zag CT · Gaussian mixtureRMSE of E[X1]: 0.304 -> 0.399Hurt
Set α to 0.5 rather than 0.3 (ablation)Zig-Zag CT · Gaussian mixtureRMSE of E[X1]: 0.304 -> 0.329Hurt
Set α to 0.1 rather than 0.3 (ablation)Zig-Zag CT · Gaussian mixtureRMSE of E[X1]: 0.304 -> 0.349Hurt
Add continuous tempering with a point mass at β=1Transdimensional Zig-Zag · Transdimensional spike-slab, m=4mean absolute error of E[X1]: 1.998 -> 0.214Helped
Add continuous tempering with a point mass at β=1Transdimensional Zig-Zag · Transdimensional spike-slab, m=4mean absolute error of P(|X1| > 0): 0.500 -> 0.055Helped
Add continuous tempering with a point mass at β=1Transdimensional Zig-Zag · Transdimensional spike-slab, m=0mean absolute error of E[X1]: 0.005 -> 0.007Hurt
Add continuous tempering with a point mass at β=1Zig-Zag · Boltzmann machine relaxationaverage RMSE of E[Xk]: 1.304 -> 0.296Helped

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