Related papers: Semi-independent resampling for particle filtering
We present a general sample reweighting scheme and its underlying theory for the integration of an unknown function with low dimensionality. Our method produces better results than standard weighting schemes for common sampling strategies,…
Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…
Monte Carlo sampling methods are the standard procedure for approximating complicated integrals of multidimensional posterior distributions in Bayesian inference. In this work, we focus on the class of Layered Adaptive Importance Sampling…
This paper proposes a new importance sampling (IS) that is tailored to quasi-Monte Carlo (QMC) integration over $\mathbb{R}^s$. IS introduces a multiplicative adjustment to the integrand by compensating the sampling from the proposal…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…
Morphological reconstruction (MR) is often employed by seeded image segmentation algorithms such as watershed transform and power watershed as it is able to filter seeds (regional minima) to reduce over-segmentation. However, MR might…
Few-sample compression aims to compress a big redundant model into a small compact one with only few samples. If we fine-tune models with these limited few samples directly, models will be vulnerable to overfit and learn almost nothing.…
The optimization of MRI data sampling and image reconstruction methods has been a priority for the MRI community since the very early days of the field. Designing an "optimal" method requires the definition of an optimality metric (i.e., a…
We propose a novel learning paradigm, Self-Imitation via Reduction (SIR), for solving compositional reinforcement learning problems. SIR is based on two core ideas: task reduction and self-imitation. Task reduction tackles a hard-to-solve…
The Bayesian estimation of the unknown parameters of state-space (dynamical) systems has received considerable attention over the past decade, with a handful of powerful algorithms being introduced. In this paper we tackle the theoretical…
We present an algorithm for rigid body diffusion Monte Carlo with importance sampling, which is based on a rigorous short-time expansion of the Green's function for rotational motion in three dimensions. We show that this short-time…
This work presents self-rewarding sequential Monte Carlo (SMC), an inference-time scaling algorithm enabling effective sampling of masked diffusion language models (MDLMs). Our algorithm stems from the observation that most existing MDLMs…
Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to…
Investigating critical phenomena or phase transitions is of high interest in physics and chemistry, for which Monte Carlo (MC) simulations, a crucial tool for numerically analyzing macroscopic properties of given systems, are often hindered…
Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods increase in size and complexity, the need for efficient…
The goal of image restoration (IR), a fundamental issue in computer vision, is to restore a high-quality (HQ) image from its degraded low-quality (LQ) observation. Multiple HQ solutions may correspond to an LQ input in this poorly posed…
Probabilistic inference is fundamentally hard, yet many tasks require optimization on top of inference, which is even harder. We present a new optimization-via-compilation strategy to scalably solve a certain class of such problems. In…
In SAR domain many application like classification, detection and segmentation are impaired by speckle. Hence, despeckling of SAR images is the key for scene understanding. Usually despeckling filters face the trade-off of speckle…
This paper proposes a novel, efficient transfer learning method, called Scalable Weight Reparametrization (SWR) that is efficient and effective for multiple downstream tasks. Efficient transfer learning involves utilizing a pre-trained…
Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…