Related papers: A Novel Method of Marginalisation using Low Discre…

Latency and efficiency issues are often overlooked when evaluating IR models based on Pretrained Language Models (PLMs) in reason of multiple hardware and software testing scenarios. Nevertheless, efficiency is an important part of such…

Bayesian inference often relies on Markov chain Monte Carlo (MCMC) methods, particularly required for non-Gaussian data families. When dealing with complex hierarchical models, the MCMC approach can be computationally demanding in workflows…

Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace…

For first-order smooth optimization, the research on the acceleration phenomenon has a long-time history. Until recently, the mechanism leading to acceleration was not successfully uncovered by the gradient correction term and its…

The paper provides a thorough investigation of Direct loss minimization (DLM), which optimizes the posterior to minimize predictive loss, in sparse Gaussian processes. For the conjugate case, we consider DLM for log-loss and DLM for square…

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

In this paper, we introduce a new reduced basis methodology for accelerating the computation of large parameterized systems of high-fidelity integral equations. Core to our methodology is the use of coarse-proxy models (i.e., lower…

We present a selective sampling method designed to accelerate the training of deep neural networks. To this end, we introduce a novel measurement, the minimal margin score (MMS), which measures the minimal amount of displacement an input…

Discrete diffusion models (DDMs) have shown powerful generation ability for discrete data modalities like text and molecules. However, their practical application is hindered by inefficient sampling, requiring a large number of sampling…

We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…

In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…

Driven by recent advances in artificial intelligence (AI), a growing literature has demonstrated the potential for using large language models (LLMs) as scalable surrogates to generate human-like responses in many business applications. Two…

The integrated nested Laplace approximation (INLA) is a well-known and popular technique for spatial modeling with a user-friendly interface in the R-INLA package. Unfortunately, only a certain class of latent Gaussian models are amenable…

Precise, consistent, and reliable positioning is crucial for a multitude of uses. In order to achieve high precision global positioning services, multi-sensor fusion techniques, such as the Global Navigation Satellite System (GNSS)/Inertial…

The hierarchical prior used in Latent Gaussian models (LGMs) induces a posterior geometry prone to frustrate inference algorithms. Marginalizing out the latent Gaussian variable using an integrated Laplace approximation removes the…

Local time-stepping methods permit to overcome the severe stability constraint on explicit methods caused by local mesh refinement without sacrificing explicitness. In \cite{DiazGrote09}, a leapfrog based explicit local time-stepping…

Entropy-based inference methods have gained traction for improving the reliability of Large Language Models (LLMs). However, many existing approaches, such as entropy minimization techniques, suffer from high computational overhead and fail…

When training large machine learning models with many variables or parameters, a single machine is often inadequate since the model may be too large to fit in memory, while training can take a long time even with stochastic updates. A…

This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…

Selecting hyperparameters in deep learning greatly impacts its effectiveness but requires manual effort and expertise. Recent works show that Bayesian model selection with Laplace approximations can allow to optimize such hyperparameters…