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Score-Repellent Monte Carlo offers efficient non-Markovian sampling with constant memory

Researchers have introduced Score-Repellent Monte Carlo (SRMC), a novel framework designed to enhance the efficiency of non-Markovian sampling in general state spaces. SRMC summarizes trajectory history using a running average of score evaluations, enabling it to discourage redundant revisits and reduce Monte Carlo variance. This approach maintains constant memory usage and offers improved estimator variance and mode coverage compared to existing methods, as demonstrated in experiments on continuous targets and discrete energy-based models. AI

IMPACT Introduces a new sampling technique that could improve efficiency and reduce variance in AI model training and inference.

RANK_REASON This is a research paper detailing a new algorithmic framework for Monte Carlo sampling.

Read on arXiv stat.ML →

AI-generated summary · Google Gemini · from 2 sources. How we write summaries →

Score-Repellent Monte Carlo offers efficient non-Markovian sampling with constant memory

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COVERAGE [2]

  1. arXiv stat.ML TIER_1 English(EN) · Jie Hu, Lingyun Chen, Geeho Kim, Jinyoung Choi, Bohyung Han, Do Young Eun ·

    Score-Repellent Monte Carlo: Toward Efficient Non-Markovian Sampler with Constant Memory in General State Spaces

    arXiv:2604.22948v1 Announce Type: cross Abstract: History-dependent sampling can reduce long-run Monte Carlo variance by discouraging redundant revisits, but existing schemes typically encode history through empirical measure on finite state spaces, which is infeasible in high-di…

  2. arXiv stat.ML TIER_1 English(EN) · Do Young Eun ·

    Score-Repellent Monte Carlo: Toward Efficient Non-Markovian Sampler with Constant Memory in General State Spaces

    History-dependent sampling can reduce long-run Monte Carlo variance by discouraging redundant revisits, but existing schemes typically encode history through empirical measure on finite state spaces, which is infeasible in high-dimensional discrete configuration spaces or ill-pos…