Related papers: Stochastic Newton Sampler: R Package sns

Thompson sampling (TS) is a class of algorithms for sequential decision-making, which requires maintaining a posterior distribution over a model. However, calculating exact posterior distributions is intractable for all but the simplest…

Optimizing with group sparsity is significant in enhancing model interpretability in machining learning applications, e.g., feature selection, compressed sensing and model compression. However, for large-scale stochastic training problems,…

Recurrent Spiking Neural Networks (RSNNs) have emerged as a computationally efficient and brain-inspired learning model. The design of sparse RSNNs with fewer neurons and synapses helps reduce the computational complexity of RSNNs.…

The Gaussian-radial-basis function neural network (GRBFNN) has been a popular choice for interpolation and classification. However, it is computationally intensive when the dimension of the input vector is high. To address this issue, we…

We introduce neural particle smoothing, a sequential Monte Carlo method for sampling annotations of an input string from a given probability model. In contrast to conventional particle filtering algorithms, we train a proposal distribution…

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…

In this paper, we investigate the convergence performance of a cooperative diffusion Gauss-Newton (GN) method, which is widely used to solve the nonlinear least squares problems (NLLS) due to the low computation cost compared with Newton's…

This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…

When performing Bayesian inference using Sequential Monte Carlo (SMC) methods, two considerations arise: the accuracy of the posterior approximation and computational efficiency. To address computational demands, Sequential Monte Carlo…

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

In the modern age of social media and networks, graph representations of real-world phenomena have become an incredibly useful source to mine insights. Often, we are interested in understanding how entities in a graph are interconnected.…

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

A new estimation method is presented for network sampling designs, including Respondent Driven Sampling (RDS) and Snowball (SB) sampling. These types of link-tracing designs are essential for studies of hidden populations, such as people at…

In this paper we consider the simulation-based Bayesian analysis of stochastic volatility in mean (SVM) models. Extending the highly efficient Markov chain Monte Carlo mixture sampler for the SV model proposed in Kim et al. (1998) and Omori…

We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data…

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Nested sampling (NS) has emerged as a powerful tool for exploring thermodynamic properties in materials science. However, its efficiency is often hindered by the limitations of Markov chain Monte Carlo (MCMC) sampling. In strongly…

The performance of multi-task learning in Convolutional Neural Networks (CNNs) hinges on the design of feature sharing between tasks within the architecture. The number of possible sharing patterns are combinatorial in the depth of the…

It is well-known that deep neural networks (DNNs) have shown remarkable success in many fields. However, when adding an imperceptible magnitude perturbation on the model input, the model performance might get rapid decrease. To address this…

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…