Related papers: Rejection Sampling for Tempered Levy Processes
In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
Simulated tempering is a popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. The paper [24] introduced the Annealed Leap-Point Sampler (ALPS) to allow for rapid movement between modes. In…
We consider the problem of sampling a high dimensional multimodal target probability measure. We assume that a good proposal kernel to move only a subset of the degrees of freedoms (also known as collective variables) is known a priori.…
We discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…
Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…
We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…
Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…
The tempered Lefschetz thimble method is a parallel-tempering algorithm towards solving the numerical sign problem. It uses the flow time of the gradient flow as a tempering parameter and is expected to tame both the sign and multimodal…
Large language models have shown impressive capabilities across a variety of NLP tasks, yet their generating text autoregressively is time-consuming. One way to speed them up is speculative decoding, which generates candidate segments (a…
Statistical inference for stochastic processes based on high-frequency observations has been an active research area for more than a decade. One of the most well-known and widely studied problems is that of estimation of the quadratic…
Rejection sampling is a well-known method to sample from a target distribution, given the ability to sample from a given distribution. The method has been first formalized by von Neumann (1951) and has many applications in classical…
While machine learning models are usually assumed to always output a prediction, there also exist extensions in the form of reject options which allow the model to reject inputs where only a prediction with an unacceptably low certainty…
This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…
The pricing of options in exponential Levy models amounts to the computation of expectations of functionals of Levy processes. In many situations, Monte-Carlo methods are used. However, the simulation of a Levy process with infinite Levy…
In this paper, we introduce the first principled adaptive-sampling procedure for learning a convex function in the $L_\infty$ norm, a problem that arises often in the behavioral and social sciences. We present a function-specific measure of…
Two important enhanced sampling algorithms, simulated (ST) and parallel (PT) tempering, are commonly used when ergodic simulations may be hard to achieve, e.g, due to a phase space separated by large free-energy barriers. This is so for…
We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be…
We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…
When developing a software system, a change in one part of the system may lead to unwanted changes in other parts of the system. These affected parts may interfere with system performance, so regression testing is used to deal with these…