Enhancing Markov Chain Monte Carlo Sampling Methods using Deep Learning
vendredi 19 novembre 2021, 11h00 - 12h00
Sampling high-dimensional probability distributions is a common task in computational chemistry, Bayesian inference, etc. Markov Chain Monte Carlo (MCMC) is the method of choice to perform these calculations, but it is often plagued by slow convergence properties. I will discuss how methods from deep learning (DL) can help enhance the performance of MCMC via a feedback loop in which we simultaneously use DL to learn better samplers based e.g. on generative models, and MCMC to obtain the data for the training of these models. I will illustrates these techniques via several examples, including the sampling of reaction paths in metastable systems and the calculation of free energies and Bayes factors.