Related papers: Stratification as a general variance reduction met…

Energy-Based Models have emerged as a powerful framework in the realm of generative modeling, offering a unique perspective that aligns closely with principles of statistical mechanics. This review aims to provide physicists with a…

Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…

Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into…

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…

Using Markov chain Monte Carlo to sample from posterior distributions was the key innovation which made Bayesian data analysis practical. Notoriously, however, MCMC is hard to tune, hard to diagnose, and hard to parallelize. This…

We propose new methods for Support Vector Machines (SVMs) using tree architecture for multi-class classi- fication. In each node of the tree, we select an appropriate binary classifier using entropy and generalization error estimation, then…

Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…

Machine Reading Comprehension (MRC) is an active field in natural language processing with many successful developed models in recent years. Despite their high in-distribution accuracy, these models suffer from two issues: high training…

Markov chain Monte Carlo (MCMC) methods are simulated by local exploration of complex statistical distributions, and while bypassing the cumbersome requirement of a specific analytical expression for the target, this stochastic exploration…

Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…

Energy-Based Models (EBMs), also known as non-normalized probabilistic models, specify probability density or mass functions up to an unknown normalizing constant. Unlike most other probabilistic models, EBMs do not place a restriction on…

An influential step in weather forecasting was the introduction of ensemble forecasts in operational use due to their capability to account for the uncertainties in the future state of the atmosphere. However, ensemble weather forecasts are…

We propose a hybrid generative model for efficient sampling of high-dimensional, multimodal probability distributions for Bayesian inference. Traditional Monte Carlo methods, such as the Metropolis-Hastings and Langevin Monte Carlo sampling…

Probabilistic graphical models are powerful tools which allow us to formalise our knowledge about the world and reason about its inherent uncertainty. There exist a considerable number of methods for performing inference in probabilistic…

Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…

A bivariate ensemble model output statistics (EMOS) technique for the postprocessing of ensemble forecasts of two-dimensional wind vectors is proposed, where the postprocessed probabilistic forecast takes the form of a bivariate normal…

Sampling from circular distributions is a fundamental task in directional statistics. A key challenge in acceptance-rejection methods lies in selecting an efficient envelope density, as poor choices can lead to low acceptance rates and…

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…

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…