English
Related papers

Related papers: statmod: Probability Calculations for the Inverse …

200 papers

Unsupervised out-of-distribution (U-OOD) detection is to identify OOD data samples with a detector trained solely on unlabeled in-distribution (ID) data. The likelihood function estimated by a deep generative model (DGM) could be a natural…

Machine Learning · Statistics 2024-09-09 Yewen Li , Chaojie Wang , Xiaobo Xia , Xu He , Ruyi An , Dong Li , Tongliang Liu , Bo An , Xinrun Wang

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

Mathematical Physics · Physics 2021-10-29 Leonardo Santilli , Miguel Tierz

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

Inspired by previous studies in statistical physics [see, in particular, Kozitsky at al., A phase transition in a Curie-Weiss system with binary interactions, Condens. Matter Phys. 23, 23502 (2020)] we introduce a discrete Gauss-Poisson…

Statistical Mechanics · Physics 2025-02-14 O. A. Dobush , M. A. Shpot

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

We show that the functional renormalization group (FRG) allows for the calculation of the probability distribution function of the sum of strongly correlated random variables. On the example of the three-dimensional Ising model at…

Statistical Mechanics · Physics 2023-01-11 I. Balog , A. Rançon , B. Delamotte

We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where $N$ is a Poisson random measure with control measure $n$ and $\krnl$ is a…

Probability · Mathematics 2010-04-30 Mark S. Veillette , Murad S. Taqqu

We present the Incremental Generative Monte Carlo (IGMC) method, designed to measure uncertainty in deep neural networks using deep generative approaches. IGMC iteratively trains generative models, adding their output to the dataset, to…

Machine Learning · Computer Science 2023-10-17 Yunsheng Zhang

In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…

Methodology · Statistics 2019-06-10 Ishfaq Shah Ahmad , Anwar Hassan , Peer Bilal Ahmad

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

Machine Learning · Statistics 2023-10-09 Aniket Das , Dheeraj Nagaraj

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…

Machine Learning · Computer Science 2023-02-28 Yue Xiang , Dongyao Zhu , Bowen Lei , Dongkuan Xu , Ruqi Zhang

The operator definition of generalised transverse-momentum-dependent (GTMD) distributions is exploited to compute for the first time the full set of one-loop corrections to the off-forward matching functions. These functions allow one to…

High Energy Physics - Phenomenology · Physics 2022-11-09 Valerio Bertone

Generalized autoregressive score (GAS) models are a class of observation-driven time series models that employ the score to dynamically update time-varying parameters of the underlying probability distribution. GAS models have been…

Computation · Statistics 2024-05-09 Vladimír Holý

For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…

Statistics Theory · Mathematics 2023-09-20 Stefano Franco , Adelchi Azzalini

The concept of Generalized Inverse based Decoding (GID) is introduced, as an algebraic framework for the syndrome decoding problem (SDP) and low weight codeword problem (LWP). The framework has ground on two characterizations by generalized…

Information Theory · Computer Science 2022-02-18 Ferucio Laurentiu Tiplea , Vlad-Florin Dragoi

Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…

Probability · Mathematics 2023-02-16 Simon Heuveline , Salem Said , Cyrus Mostajeran

Graph generative models have broad applications in biology, chemistry and social science. However, modelling and understanding the generative process of graphs is challenging due to the discrete and high-dimensional nature of graphs, as…

Machine Learning · Computer Science 2022-12-06 Han Huang , Leilei Sun , Bowen Du , Yanjie Fu , Weifeng Lv

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba-…

Machine Learning · Statistics 2017-11-01 Qiang Liu , Yihao Feng