15–17 Aug 2022
Landhaus Nordhelle
Europe/Zurich timezone

Gradient estimators for normalising flows

16 Aug 2022, 15:10
40m
Landhaus Nordhelle

Landhaus Nordhelle

Zum Koppenkopf 3, 58540 Meinerzhagen, Germany

Speaker

Prof. Piotr Białas (Jagiellonian University)

Description

ecently a machine learning approach to Monte-Carlo simulations called Neural Markov Chain Monte-Carlo (NMCMC) is gaining traction. In its most popular form it uses neural networks to construct normalizing flows which are then trained to approximate the desired target distribution. The training is done using some form of gradient descent so gradient estimation is necessery. In my talk I will review several gradient estimators that can be used for this purpose and discuss their pros and cons in terms of required computational time and quality of the training.

Primary authors

Prof. Piotr Białas (Jagiellonian University) Dr Piotr Korcyl (Jagiellonian University) Dr Tomasz Stebel (Jagiellonian University)

Presentation materials