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Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING↗

LHC hadronic jet generation using convolutional variational autoencoders with normalizing flows

Abstract In high energy physics, one of the most important processes for collider data analysis is the comparison of collected and simulated data. Nowadays the state-of-the-art for data generation is in the form of Monte Carlo (MC) generators. However, because of the upcoming high-luminosity upgrade of the Large Hadron Collider (LHC), there will not be enough computational power or time to match the amount of needed simulated data using MC methods. An alternative approach under study is the usage of machine learning generative methods to fulfill that task. Since the most common final-state objects of high-energy proton collisions are hadronic jets, which are collections of particles collimated in a given region of space, this work aims to develop a convolutional variational autoencoder (ConVAE) for the generation of particle-based LHC hadronic jets. Given the ConVAE’s limitations, a normalizing flow (NF) network is coupled to it in a two-step training process, which shows improvements on the results for the generated jets. The ConVAE+NF network is capable of generating a jet in 18.30 ± 0.04 μ s , making it one of the fastest methods for this task up to now.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Translation and rotation equivariant normalizing flow (TRENF) for optimal cosmological analysis

ABSTRACT Our Universe is homogeneous and isotropic, and its perturbations obey translation and rotation symmetry. In this work, we develop translation and rotation equivariant normalizing flow (TRENF), a generative normalizing flow (NF) model which explicitly incorporates these symmetries, defining the data likelihood via a sequence of Fourier space-based convolutions and pixel-wise non-linear transforms. TRENF gives direct access to the high dimensional data likelihood p(x|y) as a function of the labels y, such as cosmological parameters. In contrast to traditional analyses based on summary statistics, the NF approach has no loss of information since it preserves the full dimensionality of the data. On Gaussian random fields, the TRENF likelihood agrees well with the analytical expression and saturates the Fisher information content in the labels y. On non-linear cosmological overdensity fields from N-body simulations, TRENF leads to significant improvements in constraining power over the standard power spectrum summary statistic. TRENF is also a generative model of the data, and we show that TRENF samples agree well with the N-body simulations it trained on, and that the inverse mapping of the data agrees well with a Gaussian white noise both visually and on various summary statistics: when this is perfectly achieved the resulting p(x|y) likelihood analysis becomes optimal. Finally, we develop a generalization of this model that can handle effects that break the symmetry of the data, such as the survey mask, which enables likelihood analysis on data without periodic boundaries.

79 ASTRONOMY AND ASTROPHYSICS↗

Accelerating astronomical and cosmological inference with preconditioned Monte Carlo

ABSTRACT We introduce preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilizes a Normalizing Flow (NF) in order to decorrelate the parameters of the distribution and then proceeds by sampling from the preconditioned target distribution using an adaptive Sequential Monte Carlo (SMC) scheme. The results produced by PMC include samples from the posterior distribution and an estimate of the model evidence that can be used for parameter inference and model comparison, respectively. The aforementioned framework has been thoroughly tested in a variety of challenging target distributions achieving state-of-the-art sampling performance. In the cases of primordial feature analysis and gravitational wave inference, PMC is approximately 50 and 25 times faster, respectively, than nested sampling (NS). We found that in higher dimensional applications, the acceleration is even greater. Finally, PMC is directly parallelisable, manifesting linear scaling up to thousands of CPUs.

79 ASTRONOMY AND ASTROPHYSICS↗

Improving Variational Autoencoders for New Physics Detection at the LHC With Normalizing Flows

We investigate how to improve new physics detection strategies exploiting variational autoencoders and normalizing flows for anomaly detection at the Large Hadron Collider. As a working example, we consider the DarkMachines challenge dataset. We show how different design choices (e.g., event representations, anomaly score definitions, network architectures) affect the result on specific benchmark new physics models. Once a baseline is established, we discuss how to improve the anomaly detection accuracy by exploiting normalizing flow layers in the latent space of the variational autoencoder.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation

We introduce a conditional pseudo-reversible normalizing flow (PR-NF) that directly learns conditional probability distributions from noisy physical models to efficiently quantify both forward and inverse uncertainty propagation. Traditional surrogate modeling approaches approximate only the deterministic component of physical models, requiring separate noise characterization and computationally expensive sampling methods for inverse problems. Here, in this work, we develop the conditional PR-NF model to directly learn and efficiently generate samples from the conditional probability density functions (PDFs). The training process utilizes dataset consisting of input-output pairs without requiring prior knowledge about the noise and the function. Once trained, our model efficiently generates samples from conditional PDFs for any input within the training domain. Moreover, the pseudo-reversibility feature allows for the use of fully connected neural network architectures, which simplifies the implementation and enables theoretical analysis. We provide a rigorous convergence analysis of the conditional PR-NF model, showing its ability to converge to the target conditional PDF using the Kullback−Leibler divergence. To demonstrate the effectiveness of our method, we apply it to several benchmark tests and a real-world geologic carbon storage problem.

97 MATHEMATICS AND COMPUTING↗

ExpM+NF MIMIC III experiments

This code allows reproduction of results in the paper "Are Normalizing Flows the Key to Unlocking the Exponential Mechanism? " https://arxiv.org/abs/2311.09200 The code here provides implementation of our experiments where we test if we can training models with ExpM+NF alongside and in comparison with DPSGD and non-private training.

Tombs, VandyJ↗