Opportunities and Challenges in Enhancing Sampling with Learning
Séminaire Données et Aléatoire Théorie & Applications
30/03/2023 - 14:00 Marylou Gabrie (Ecole Polytechnique) Salle 106
Deep generative models parametrize very flexible families of distributions able to fit complicated datasets of images or text. These models provide independent samples from complex high-distributions at negligible costs. On the other hand, sampling exactly a target distribution, such a Bayesian posterior, is typically challenging: either because of dimensionality, multi-modality, ill-conditioning or a combination of the previous. In this talk, I will review recent works trying to enhance traditional inference and sampling algorithms with learning. I will present in particular flowMC, an adaptive MCMC with Normalizing Flows along with first applications and remaining challenges.