Hyunwoo Oh

Ali Siahkoohi, Hyunwoo Oh

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest varies significantly under the posterior, accurate estimates demand many samples -- a cost often prohibitive for partial differential equation-constrained problems. To address this challenge, we introduce conditional neural control variates, a modular method that learns amortized control variates from joint model-data samples to reduce the variance of MC estimators. To scale to high-dimensional problems, we leverage Stein's identity to design an architecture based on an ensemble of hierarchical coupling layers with tractable Jacobian trace computation. Training requires: (i) samples from the joint distribution of unknown parameters and observed data; and (ii) the posterior score function, which can be computed from physics-based likelihood evaluations, neural operator surrogates, or learned generative models such as conditional normalizing flows. Once trained, the control variates generalize across observations without retraining. We validate our approach on stylized and partial differential equation-constrained Darcy flow inverse problems, demonstrating substantial variance reduction, even when the analytical score is replaced by a learned surrogate.

Paulo F. Bedaque, Hyunwoo Oh

Results obtained with stochastic methods have an inherent uncertainty due to the finite number of samples that can be achieved in practice. In lattice QCD this problem is particularly salient in some observables like, for instance, observables involving one or more baryons and it is the main problem preventing the calculation of nuclear forces from first principles. The method of control variables has been used extensively in statistics and it amounts to computing the expectation value of the difference between the observable of interest and another observable whose average is known to be zero but is correlated with the observable of interest. Recently, control variates methods emerged as a promising solution in the context of lattice field theories. In our current study, instead of relying on an educated guess to determine the control variate, we utilize a neural network to parametrize this function. Using 1+1 dimensional scalar field theory as a testbed, we demonstrate that this neural network approach yields substantial improvements. Notably, our findings indicate that the neural network ansatz is particularly effective in the strong coupling regime.

Hyunwoo Oh

Neural control variates (NCVs) have emerged as a powerful tool for variance reduction in Monte Carlo (MC) simulations, particularly in high-dimensional problems where traditional control variates are difficult to construct analytically. By training neural networks to learn auxiliary functions correlated with the target observable, NCVs can significantly reduce estimator variance while preserving unbiasedness. However, a critical but often overlooked aspect of NCV training is the role of autocorrelated samples generated by Markov Chain Monte Carlo (MCMC). While such samples are typically discarded for error estimation due to their statistical redundancy, they may contain useful information about the structure of the underlying probability distribution that can benefit the training process. In this work, we systematically examine the effect of using correlated configurations in training neural control variates. We demonstrate, both conceptually and numerically, that training on correlated data can improve control variate performance, especially in settings with limited computational resources. Our analysis includes empirical results from $U(1)$ gauge theory and scalar field theory, illustrating when and how autocorrelated samples enhance NCV construction. These findings provide practical guidance for the efficient use of MCMC data in training neural networks.