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Related papers: Random Sampling using k-vector

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Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

Negative binomial regression is essential for analyzing over-dispersed count data in in comparative studies, but parameter estimation becomes computationally challenging in large screens requiring millions of comparisons. We investigate…

Machine Learning · Statistics 2025-08-07 Valentine Svensson

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

A universal generator for integer-valued square-integrable random variables is introduced. The generator relies on a rejection technique based on a generalization of the inversion formula for integer-valued random variables. The proposal…

Computation · Statistics 2012-11-06 Lucio Barabesi , Luca Pratelli

We formulate the inverse problem in a Bayesian framework and aim to train a generative model that allows us to simulate (i.e., sample from the likelihood) and do inference (i.e., sample from the posterior). We review the use of triangular…

Machine Learning · Statistics 2025-09-05 Tristan van Leeuwen , Christoph Brune , Marcello Carioni

We introduce a method for non-uniform random number generation based on sampling a physical process in a controlled environment. We demonstrate one proof-of-concept implementation of the method that reduces the error of Monte Carlo…

Other Computer Science · Computer Science 2020-04-24 James Timothy Meech , Phillip Stanley-Marbell

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

Training generative models to sample from unnormalized density functions is an important and challenging task in machine learning. Traditional training methods often rely on the reverse Kullback-Leibler (KL) divergence due to its…

Machine Learning · Computer Science 2025-03-05 Jiajun He , Wenlin Chen , Mingtian Zhang , David Barber , José Miguel Hernández-Lobato

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

In this work, we present a method to generate probability distributions and classes of probability distributions, which broadens a process of probability distribution construction. In this method, distribution classes are built from…

Statistics Theory · Mathematics 2021-08-16 Cícero Carlos Ramos de Brito , Leandro Chaves Rêgo , Wilson Rosa de Oliveira

We propose a new approach to nondeterministic random number generation. In theory, the randomness originated from the uncorrelated nature of consecutive laser pulses with Poissonian photon number distribution and that of the consecutive…

Quantum Physics · Physics 2015-05-13 Wei Wei , Hong Guo

Autoregressive Neural Networks based on dense or convolutional layers have recently been shown to be a viable strategy for generating classical spin systems. Unlike these methods, sampling with transformers is commonly considered to be…

Disordered Systems and Neural Networks · Physics 2026-05-01 Piotr Białas , Piotr Korcyl , Tomasz Stebel , Adam Stefański , Dawid Zapolski

Random networks are intensively used as null models to investigate properties of complex networks. We describe an efficient and accurate algorithm to generate arbitrarily two-point correlated undirected random networks without self- or…

Statistical Mechanics · Physics 2007-10-22 Sebastian Weber , Markus Porto

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

In many applications of X-ray computed tomography, an unsupervised segmentation of the reconstructed 3D volumes forms an important step in the image processing chain for further investigation of the digitized object. Therefore, the goal is…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Thomas Lang

We demonstrate a quantum random number generator based on the random nature of the phase difference between two independent laser sources. The speed of random bit generation is determined by the photodetector bandwidth and the linewidth of…

The well-known Gumbel-Max trick for sampling from a categorical distribution can be extended to sample $k$ elements without replacement. We show how to implicitly apply this 'Gumbel-Top-$k$' trick on a factorized distribution over…

Machine Learning · Computer Science 2019-05-31 Wouter Kool , Herke van Hoof , Max Welling

This is the documentation for generating random samples from the quantum state space in accordance with a specified distribution, associated with this webpage: http://tinyurl.com/QSampling . Ready-made samples (each with at least a million…

We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…

Methodology · Statistics 2025-04-15 Andrey Kofnov , Ezio Bartocci , Efstathia Bura