English
Related papers

Related papers: Refined Stratified Sampling for efficient Monte Ca…

200 papers

Random features (RFs) are a popular technique to scale up kernel methods in machine learning, replacing exact kernel evaluations with stochastic Monte Carlo estimates. They underpin models as diverse as efficient transformers (by…

Machine Learning · Statistics 2024-10-04 Isaac Reid , Stratis Markou , Krzysztof Choromanski , Richard E. Turner , Adrian Weller

Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

In recent years, large language models (LLMs) have become increasingly prevalent, offering remarkable text generation capabilities. However, a pressing challenge is their tendency to make confidently wrong predictions, highlighting the…

Computation and Language · Computer Science 2024-03-06 Xiang Gao , Jiaxin Zhang , Lalla Mouatadid , Kamalika Das

A balanced sampling design should always be the adopted strategies if auxiliary information is available. Besides, integrating a stratified structure of the population in the sampling process can considerably reduce the variance of the…

Methodology · Statistics 2022-06-03 Raphaël Jauslin , Esther Eustache , Yves Tillé

Semi-Supervised Learning (SSL) has become a preferred paradigm in many deep learning tasks, which reduces the need for human labor. Previous studies primarily focus on effectively utilising the labelled and unlabeled data to improve…

Machine Learning · Computer Science 2024-10-29 Qian Shao , Jiangrui Kang , Qiyuan Chen , Zepeng Li , Hongxia Xu , Yiwen Cao , Jiajuan Liang , Jian Wu

Consistency-based methods have emerged as an effective approach to uncertainty quantification (UQ) in large language models. These methods typically rely on several generations obtained via multinomial sampling, measuring their agreement…

This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue…

Optimization and Control · Mathematics 2023-03-23 Albert S. Berahas , Raghu Bollapragada , Baoyu Zhou

Random column sampling is not guaranteed to yield data sketches that preserve the underlying structures of the data and may not sample sufficiently from less-populated data clusters. Also, adaptive sampling can often provide accurate low…

Machine Learning · Computer Science 2017-10-11 Mostafa Rahmani , George Atia

Sparse Representation (SR) techniques encode the test samples into a sparse linear combination of all training samples and then classify the test samples into the class with the minimum residual. The classification of SR techniques depends…

Computer Vision and Pattern Recognition · Computer Science 2019-07-01 Chun-Mei Feng , Yong Xu , Zuoyong Li , Jian Yang

We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…

Optimization and Control · Mathematics 2023-02-07 Florian Beiser , Brendan Keith , Simon Urbainczyk , Barbara Wohlmuth

Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…

Methodology · Statistics 2025-12-25 Jasper B. Yang , Thomas Lumley , Bryan E. Shepherd , Pamela A. Shaw

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

With the rising number of machine learning competitions, the world has witnessed an exciting race for the best algorithms. However, the involved data selection process may fundamentally suffer from evidence ambiguity and concept drift…

Machine Learning · Computer Science 2020-06-15 Hoang D. Nguyen , Xuan-Son Vu , Quoc-Tuan Truong , Duc-Trong Le

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to significantly reduce the variance of statistical estimators while preserving the bias of the highest-fidelity model, provided that the low-fidelity…

Data Analysis, Statistics and Probability · Physics 2023-08-16 Xiaoshu Zeng , Gianluca Geraci , Michael S. Eldred , John D. Jakeman , Alex A. Gorodetsky , Roger Ghanem

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

Machine Learning · Computer Science 2025-08-04 Liuyun Xu , Seymour M. J. Spence

Respondent-Driven Sampling (RDS) is a form of link-tracing sampling, a sampling technique used for `hard-to-reach' populations that aims to leverage individuals' social relationships to reach potential participants. While the methodological…

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang

Quantifying uncertainties for machine learning models is a critical step to reduce human verification effort by detecting predictions with low confidence. This paper proposes a method for uncertainty quantification (UQ) of table structure…

Computer Vision and Pattern Recognition · Computer Science 2024-07-03 Kehinde Ajayi , Leizhen Zhang , Yi He , Jian Wu