Related papers: A Discrepancy Bound for a Deterministic Acceptance…
Monte Carlo Exploring Starts (MCES), which aims to learn the optimal policy using only sample returns, is a simple and natural algorithm in reinforcement learning which has been shown to converge under various conditions. However, the…
Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…
We obtain non asymptotic concentration bounds for two kinds of stochastic approximations. We first consider the deviations between the expectation of a given function of the Euler scheme of some diffusion process at a fixed deterministic…
Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative error in S due to randomization. The bounds do not depend on the…
Denoising diffusion models are a recent class of generative models exhibiting state-of-the-art performance in image and audio synthesis. Such models approximate the time-reversal of a forward noising process from a target distribution to a…
Most Markov chain Monte Carlo methods operate in discrete time and are reversible with respect to the target probability. Nevertheless, it is now understood that the use of non-reversible Markov chains can be beneficial in many contexts. In…
We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…
Learning Invariant Representations has been successfully applied for reconciling a source and a target domain for Unsupervised Domain Adaptation. By investigating the robustness of such methods under the prism of the cluster assumption, we…
It is a typical standard assumption in the density deconvolution problem that the characteristic function of the measurement error distribution is non-zero on the real line. While this condition is assumed in the majority of existing works…
We study density estimation in Kullback-Leibler divergence: given an i.i.d. sample from an unknown density $p^\star$, the goal is to construct an estimator $\widehat{p}$ such that $\mathrm{KL}(p^\star,\widehat{p})$ is small with high…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…
The field of Quantum Machine Learning (QML) has emerged recently in the hopes of finding new machine learning protocols or exponential speedups for classical ones. Apart from problems with vanishing gradients and efficient encoding methods,…
Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
We explore the application of the quasi-Monte Carlo (QMC) method in deep backward dynamic programming (DBDP) (Hure et al. 2020) for numerically solving high-dimensional nonlinear partial differential equations (PDEs). Our study focuses on…
No unmeasured confounding is a common assumption when reasoning about counterfactual outcomes, but such an assumption may not be plausible in observational studies. Sensitivity analysis is often employed to assess the robustness of causal…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Particle degeneracy can hinder the use of SMC when the target distribution is highly constrained or multimodal. As a motivating…
Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…