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Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey

Variational inference uses optimization, rather than integration, to approximate the marginal likelihood, and thereby the posterior, in a Bayesian model. Thanks to advances in computational scalability made in the last decade, variational…

Machine Learning · Statistics 2023-01-04 Jens Sjölund

In many problems, the measured variables (e.g., image pixels) are just mathematical functions of the latent causal variables (e.g., the underlying concepts or objects). For the purpose of making predictions in changing environments or…

Machine Learning · Computer Science 2024-08-13 Kun Zhang , Shaoan Xie , Ignavier Ng , Yujia Zheng

Wasserstein distributionally robust estimators have emerged as powerful models for prediction and decision-making under uncertainty. These estimators provide attractive generalization guarantees: the robust objective obtained from the…

Machine Learning · Computer Science 2023-11-07 Waïss Azizian , Franck Iutzeler , Jérôme Malick

Despite the advances in the development of numerical methods analytical approaches still play the key role on the way towards a deeper understanding of many-particle systems. In this regards, diagonalization schemes for Hamiltonians…

Strongly Correlated Electrons · Physics 2020-10-15 Steffen Sykora , Arnd Hübsch , Klaus W. Becker

We generalise the reparameterization trick applied in variational autoencoders (VAEs) letting these have latent spaces of non-trivial topology - i.e. that of base manifolds covered with other ones, on which some technique for RT is…

Machine Learning · Computer Science 2026-04-28 Maxim Beketov , Pavel Snopov

This paper studies generalization error bounds for Transformer models. Based on the offset Rademacher complexity, we derive sharper generalization bounds for different Transformer architectures, including single-layer single-head,…

Machine Learning · Computer Science 2026-03-24 Yawen Li , Tao Hu , Zhouhui Lian , Wan Tian , Yijie Peng , Huiming Zhang , Zhongyi Li

The mean field methods, which entail approximating intractable probability distributions variationally with distributions from a tractable family, enjoy high efficiency, guaranteed convergence, and provide lower bounds on the true…

Machine Learning · Computer Science 2012-12-12 Eric P. Xing , Michael I. Jordan , Stuart Russell

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Uncertainty calibration in pre-trained transformers is critical for their reliable deployment in risk-sensitive applications. Yet, most existing pre-trained transformers do not have a principled mechanism for uncertainty propagation through…

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

Pan-sharpening algorithms utilize a panchromatic image and a multispectral image to generate a high spatial and high spectral image. However, the optimizations of the algorithms are designed with different standards. We employ a simple…

Machine Learning · Computer Science 2025-07-17 Shiqi Liu , Yihua Tan , Yutong Bai , Alan Yuille

We develop an algorithmic, system-specific renormalization group (RG) procedure that is adapted from model reductions techniques from engineering control theory. The resulting "generalized" RG is a consistent generalization of the Wilsonian…

Statistical Mechanics · Physics 2007-05-23 David E. Reynolds

Latent Gaussian variables have been popularised in probabilistic machine learning. In turn, gradient estimators are the machinery that facilitates gradient-based optimisation for models with latent Gaussian variables. The reparameterisation…

Machine Learning · Statistics 2025-10-21 Kevin H. Lam , Thang D. Bui , George Deligiannidis , Yee Whye Teh

We introduce a use of the \(M\)-cover (or \(M\)-layer) transform for machine learning. The method replicates a model \(M\) times, but instead of coupling the copies through parameter averaging or an explicit attractive force, as in…

Machine Learning · Computer Science 2026-05-12 Shuhei Kashiwamura , Timothee Leleu

Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…

Statistics Theory · Mathematics 2021-11-01 Anna Korba , François Portier

A generalization of the generalized inverse Weibull distribution so-called transmuted generalized inverse Weibull dis- tribution is proposed and studied. We will use the quadratic rank transmutation map (QRTM) in order to generate a…

Methodology · Statistics 2013-09-16 Faton Merovci , Ibrahim Elbatal , Alaa Ahmed

We present a new integral transform called the Generalized Borel Transform (GBT) and show how to use it to compute some distribution functions used to describe the statistico-mechanical behavior of macromolecules. For this purpose, we…

Statistical Mechanics · Physics 2015-06-24 M. Marucho , G. A. Carri

Deep learning models often rely only on a small set of features even when there is a rich set of predictive signals in the training data. This makes models brittle and sensitive to distribution shifts. In this work, we first examine vision…

Computer Vision and Pattern Recognition · Computer Science 2023-09-01 Armand Mihai Nicolicioiu , Andrei Liviu Nicolicioiu , Bogdan Alexe , Damien Teney

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw