提出一种新采样方法,能在有孔的非凸空间中高效采样。
Sampling with Shielded Langevin Monte Carlo Using Navigation Potentials
- 利用导航势函数设计带防护的采样路径
- 在2D高斯混合与MIMO检测中表现优于无约束采样
- 适合处理含障碍物的复杂分布采样问题
我们提出屏蔽式Langevin蒙特卡洛(shielded LMC),一种受导航函数启发的约束采样方法,可对定义在穿孔支撑集上的非归一化目标分布进行采样。即在凸集内存在凸洞的非凸空间中采样,这构成了一个新颖且具有挑战性的约束采样问题。该方法结合空间自适应温度与排斥性漂移,确保样本始终位于可行区域内。在二维高斯混合模型和多输入多输出(MIMO)符号检测任务上的实验表明,该方法相较于无约束情形具有显著优势。
原文摘要 · Abstract (English)
We introduce shielded Langevin Monte Carlo (LMC), a constrained sampler inspired by navigation functions, capable of sampling from unnormalized target distributions defined over punctured supports. In other words, this approach samples from non-convex spaces defined as convex sets with convex holes. This defines a novel and challenging problem in constrained sampling. To do so, the sampler incorporates a combination of a spatially adaptive temperature and a repulsive drift to ensure that samples remain within the feasible region. Experiments on a 2D Gaussian mixture and multiple-input multiple-output (MIMO) symbol detection showcase the advantages of the proposed shielded LMC in contrast to unconstrained cases.
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