2019
DOI: 10.1145/3341156
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Neural Importance Sampling

Abstract: We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its application to integration problems. First, we introduce piecewise-polynomial coupling transforms that greatly increase the modeling power of individual coupling layers. Second, we propose to preprocess the inputs of neural networks using one-blob encoding, which stimulates local… Show more

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Cited by 229 publications
(202 citation statements)
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“…A very powerful definition of C was introduced in Ref. [25]. Both the domain and codomain of each Coupling Layer are defined to be the unit hypercube.…”
Section: B Piecewise Polynomial and Rational Quadratic Spline Couplimentioning
confidence: 99%
See 2 more Smart Citations
“…A very powerful definition of C was introduced in Ref. [25]. Both the domain and codomain of each Coupling Layer are defined to be the unit hypercube.…”
Section: B Piecewise Polynomial and Rational Quadratic Spline Couplimentioning
confidence: 99%
“…In particular, Ref. [25] experiments with piecewise linear and piecewise quadratic coupling transforms. In the implementation of a piecewise quadratic coupling transform, the bin width is allowed to vary in order to increase the flexibility of the Coupling Layer.…”
Section: B Piecewise Polynomial and Rational Quadratic Spline Couplimentioning
confidence: 99%
See 1 more Smart Citation
“…In order to be usable for multi-channel sampling, our adaptive model needs to be invertible. For this reason, we adopt the "Neural Importance Sampling" algorithm of [33]. The method of using a trainable mapping to redistribute the random numbers going into the generation of a sample is similar to how VEGAS is often used in practice.…”
Section: Neural-network Assisted Importance Samplingmentioning
confidence: 99%
“…These are adjusted by training neural networks, which has originally been proposed in [32]. Our work is in principle an application of 'Neural Importance Sampling' [33] as we employ the 'polynomial coupling layers' introduced therein, although we want to point out that the usage of coupling layers for importance sampling has also been studied in [34]. In Sec.…”
Section: Introductionmentioning
confidence: 99%