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This paper concerns the use of a particular class of determinantal point processes (DPP), a class of repulsive spatial point processes, for Monte Carlo integration. Let $d\ge 1$, $I\subseteq \overline d=\{1,\dots,d\}$ with $\iota=|I|$.…

Computation · Statistics 2021-10-19 Jean-François Coeurjolly , Adrien Mazoyer , Pierre-Olivier Amblard

For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…

Probability · Mathematics 2022-11-01 Tom Claeys , Gabriel Glesner

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Machine Learning · Computer Science 2019-06-19 Bartłomiej Błaszczyszyn , Paul Keeler

Stochastic gradient descent (SGD) is a cornerstone of machine learning. When the number N of data items is large, SGD relies on constructing an unbiased estimator of the gradient of the empirical risk using a small subset of the original…

Machine Learning · Statistics 2021-12-14 Remi Bardenet , Subhro Ghosh , Meixia Lin

Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples…

Machine Learning · Statistics 2019-05-10 Jesse Dodge , Kevin Jamieson , Noah A. Smith

Learning rich skills under the option framework without supervision of external rewards is at the frontier of reinforcement learning research. Existing works mainly fall into two distinctive categories: variational option discovery that…

Machine Learning · Computer Science 2023-09-27 Jiayu Chen , Vaneet Aggarwal , Tian Lan

Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point…

Machine Learning · Computer Science 2017-09-12 Cheng Zhang , Hedvig Kjellstrom , Stephan Mandt

The rapid rise of large language models (LLMs) has unlocked many applications but also underscores the challenge of aligning them with diverse values and preferences. Direct Preference Optimization (DPO) is central to alignment but…

The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…

Representation Theory · Mathematics 2007-05-23 Grigori Olshanski

Denoising Diffusion Probabilistic Models (DDPMs) are a very popular class of deep generative model that have been successfully applied to a diverse range of problems including image and video generation, protein and material synthesis,…

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché

We describe the fundamental constructions and properties of determinantal probability measures and point processes, giving streamlined proofs. We illustrate these with some important examples. We pose several general questions and…

Probability · Mathematics 2018-09-10 Russell Lyons

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Inducing point Gaussian process approximations are often considered a gold standard in uncertainty estimation since they retain many of the properties of the exact GP and scale to large datasets. A major drawback is that they have…

Machine Learning · Computer Science 2022-03-08 Joost van Amersfoort , Lewis Smith , Andrew Jesson , Oscar Key , Yarin Gal

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

Recent work introduced deep kernel processes as an entirely kernel-based alternative to NNs (Aitchison et al. 2020). Deep kernel processes flexibly learn good top-layer representations by alternately sampling the kernel from a distribution…

Machine Learning · Statistics 2021-12-06 Sebastian W. Ober , Laurence Aitchison

Temporal point processes (TPP) are a natural tool for modeling event-based data. Among all TPP models, Hawkes processes have proven to be the most widely used, mainly due to their adequate modeling for various applications, particularly…

Machine Learning · Statistics 2023-08-03 Guillaume Staerman , Cédric Allain , Alexandre Gramfort , Thomas Moreau

Gibbs point processes (GPPs) constitute a large and flexible class of spatial point processes with explicit dependence between the points. They can model attractive as well as repulsive point patterns. Feature selection procedures are an…

Statistics Theory · Mathematics 2021-01-22 Ismaïla Ba , Jean-François Coeurjolly

Targeting to understand the underlying explainable factors behind observations and modeling the conditional generation process on these factors, we connect disentangled representation learning to Diffusion Probabilistic Models (DPMs) to…

Computer Vision and Pattern Recognition · Computer Science 2023-10-31 Tao Yang , Yuwang Wang , Yan Lv , Nanning Zheng