Open Access

Recent work shows that path gradient estimators for normalizing flows have lower variance compared to standard estimators for variational inference, resulting in improved training. However, they are often prohibitively more expensive from a computational point of view and cannot be applied to maximum likelihood train- ing in a scalable manner, which severely hinders their widespread adoption. In this work, we overcome these crucial limitations. Specifically, we propose a fast path gradient estimator which improves computational efficiency significantly and works for all normalizing flow architectures of practical relevance. We then show that this estimator can also be applied to maximum likelihood training for which it has a regularizing effect as it can take the form of a given target energy func- tion into account. We empirically establish its superior performance and reduced variance for several natural sciences applications.

The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination of Monte Carlo methods and variational formulations, using neural networks for function approximation. Extending previous work (Richter et al., 2021), we argue that tensor trains provide an appealing framework for parabolic PDEs: The combination of reformulations in terms of backward stochastic differential equations and regression-type methods holds the romise of leveraging latent low-rank structures, enabling both compression and efficient computation. Emphasizing a continuous-time viewpoint, we develop iterative schemes, which differ in terms of computational efficiency and robustness. We demonstrate both theoretically and numerically that our methods can achieve a favorable trade-off between accuracy and computational efficiency. While previous methods have been either accurate or fast, we have identified a novel numerical strategy that can often combine both of these aspects.

Generative modeling via stochastic processes has led to remarkable empirical results as well as to recent advances in their theoretical understanding. In principle, both space and time of the processes can be discrete or continuous. In this work, we study time-continuous Markov jump processes on discrete state spaces and investigate their correspondence to state-continuous diffusion processes given by SDEs. In particular, we revisit the Ehrenfest process, which converges to an Ornstein-Uhlenbeck process in the infinite state space limit. Likewise, we can show that the time-reversal of the Ehrenfest process converges to the time-reversed Ornstein-Uhlenbeck process. This observation bridges discrete and continuous state spaces and allows to carry over methods from one to the respective other setting. Additionally, we suggest an algorithm for training the time-reversal of Markov jump processes which relies on conditional expectations and can thus be directly related to denoising score matching. We demonstrate our methods in multiple convincing numerical experiments.

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.

The optical inspection of the surfaces of diode lasers, especially the p-sides and facets, is an essential part of the quality control in the laser fabrication procedure. With reliable, fast, and flexible optical inspection processes, it is possible to identify and eliminate defects, accelerate device selection, reduce production costs, and shorten the cycle time for product development. Due to a vast range of rapidly changing designs, structures, and coatings, however, it is impossible to realize a practical inspection with conventional software. In this work, we therefore suggest a deep learning based defect detection algorithm that builds on a Faster Regional Convolutional Neural Network (Faster R-CNN) as a core component. While for related, more general object detection problems, the application of such models is straightforward, it turns out that our task exhibits some additional challenges. On the one hand, a sophisticated pre- and postprocessing of the data has to be deployed to make the application of the deep learning model feasible. On the other hand, we find that creating labeled training data is not a trivial task in our scenario, and one has to be extra careful with model evaluation. We can demonstrate in multiple empirical assessments that our algorithm can detect defects in diode lasers accurately and reliably in most cases. We analyze the results of our production-ready pipeline in detail, discuss its limitations and provide some proposals for further improvements.