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In this work, we propose a first-order sampling method called the Metropolis-adjusted Preconditioned Langevin Algorithm for approximate sampling from a target distribution whose support is a proper convex subset of $\mathbb{R}^{d}$. Our…

Computation · Statistics 2025-02-27 Vishwak Srinivasan , Andre Wibisono , Ashia Wilson

The multiple range random walk algorithm recently proposed by Wang and Landau [Phys. Rev. Lett. 86, 2050 (2001)] is adapted to the computation of free energy profiles for molecular systems along reaction coordinates. More generally, we show…

Statistical Mechanics · Physics 2009-11-07 F. Calvo

In many applications, Bayesian inverse problems can give rise to probability distributions which contain complexities due to the Hessian varying greatly across parameter space. This complexity often manifests itself as lower dimensional…

Computation · Statistics 2020-07-28 Simon L. Cotter , Ioannis G. Kevrekidis , Paul Russell

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Methodology · Statistics 2014-11-05 Dennis Wei

In the quest for efficient and robust reinforcement learning methods, both model-free and model-based approaches offer advantages. In this paper we propose a new way of explicitly bridging both approaches via a shared low-dimensional…

Machine Learning · Computer Science 2018-11-20 Vincent François-Lavet , Yoshua Bengio , Doina Precup , Joelle Pineau

In this paper, we propose an improvement of the adaptive biasing force (ABF) method, by projecting the estimated mean force onto a gradient. The associated stochastic process satisfies a non linear stochastic differential equation. Using…

Numerical Analysis · Mathematics 2015-01-29 Houssam Alrachid , Tony Lelièvre

An open problem in machine learning is whether flat minima generalize better and how to compute such minima efficiently. This is a very challenging problem. As a first step towards understanding this question we formalize it as an…

Machine Learning · Statistics 2019-05-13 Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

We present an adaptive extension of probe based global illumination solution that enhances the response to dynamic changes in the scene while while also enabling an order of magnitude increase in probe count. Our adaptive sampling strategy…

Graphics · Computer Science 2023-01-13 Sayantan Datta , Negar Goli , Jerry Zhang

We study the problem of learning multi-index models in high-dimensions using a two-layer neural network trained with the mean-field Langevin algorithm. Under mild distributional assumptions on the data, we characterize the effective…

Machine Learning · Statistics 2025-03-28 Alireza Mousavi-Hosseini , Denny Wu , Murat A. Erdogdu

This paper studies graph-based active learning, where the goal is to reconstruct a binary signal defined on the nodes of a weighted graph, by sampling it on a small subset of the nodes. A new sampling algorithm is proposed, which…

Machine Learning · Computer Science 2016-05-19 Eyal En Gad , Akshay Gadde , A. Salman Avestimehr , Antonio Ortega

Combining model-based and model-free deep reinforcement learning has shown great promise for improving sample efficiency on complex control tasks while still retaining high performance. Incorporating imagination is a recent effort in this…

Machine Learning · Computer Science 2019-10-11 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Methodology · Statistics 2026-04-15 Roberto Casarin , Matteo Iacopini , Antonio Peruzzi

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

Methodology · Statistics 2024-01-15 Deborshee Sen , Matthias Sachs , Jianfeng Lu , David Dunson

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

We study the process of multi-agent reinforcement learning in the context of load balancing in a distributed system, without use of either central coordination or explicit communication. We first define a precise framework in which to study…

Artificial Intelligence · Computer Science 2014-11-17 A. Schaerf , Y. Shoham , M. Tennenholtz

Selecting the most suitable algorithm for a given problem instance remains a challenging task, particularly in online or dynamic environments where problem characteristics evolve over time. Relying solely on instantaneous performance…

Multiagent Systems · Computer Science 2026-05-26 Jayprakash S. Nair , Jimson Mathew , Shivashankar B. Nair

A recurrent task in coordinated systems is managing (estimating, predicting, or controlling) signals that vary in space, such as distributed sensed data or computation outcomes. Especially in large-scale settings, the problem can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-14 Roberto Casadei , Stefano Mariani , Danilo Pianini , Mirko Viroli , Franco Zambonelli

To address the computational challenges of ab initio molecular dynamics and the accuracy limitations of empirical force fields, the introduction of machine learning force fields has proven effective in various systems including metals and…

Soft Condensed Matter · Physics 2023-12-18 Junbao Hu , Liyang Zhou , Jian Jiang

A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle
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