Related papers: Sequential Density Ratio Estimation for Simultaneo…

We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data…

In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…

The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

Deploying LLMs raises two coupled challenges: (1) monitoring--estimating where a model underperforms as traffic and domains drift--and (2) improvement--prioritizing data acquisition to close the largest performance gaps. We test whether an…

In this study, we present a deep learning-optimization framework to tackle dynamic mixed-integer programs. Specifically, we develop a bidirectional Long Short Term Memory (LSTM) framework that can process information forward and backward in…

Selecting the top-$m$ variables with the $m$ largest population parameters from a larger set of candidates is a fundamental problem in statistics. In this paper, we propose a novel methodology called Sequential Correct Screening (SCS),…

With the widespread application of efficient pattern mining algorithms, sequential patterns that allow gap constraints have become a valuable tool to discover knowledge from biological data such as DNA and protein sequences. Among all kinds…

A novel computational approach to log-concave density estimation is proposed. Previous approaches utilize the piecewise-affine parametrization of the density induced by the given sample set. The number of parameters as well as non-smooth…

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Medical image analysis using deep learning is often challenged by limited labeled data and high annotation costs. Fine-tuning the entire network in label-limited scenarios can lead to overfitting and suboptimal performance. Recently, prompt…

We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

There are inevitably many mislabeled data in real-world datasets. Because deep neural networks (DNNs) have an enormous capacity to memorize noisy labels, a robust training scheme is required to prevent labeling errors from degrading the…

Many existing conditional score-based data generation methods utilize Bayes' theorem to decompose the gradients of a log posterior density into a mixture of scores. These methods facilitate the training procedure of conditional score…

This paper presents ``randomized SINDy", a sequential machine learning algorithm designed for dynamic data that has a time-dependent structure. It employs a probabilistic approach, with its PAC learning property rigorously proven through…