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The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Statistics Theory · Mathematics 2021-09-08 Pierre L'Ecuyer , Florian Puchhammer , Amal Ben Abdellah

Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…

Machine Learning · Computer Science 2023-11-10 Nic Fishman , Leo Klarner , Emile Mathieu , Michael Hutchinson , Valentin de Bortoli

With the advent of surveys containing millions to billions of galaxies, it is imperative to develop analysis techniques that utilize the available statistical power. In galaxy clustering, even small sample contamination arising from…

Cosmology and Nongalactic Astrophysics · Physics 2020-02-18 Humna Awan , Eric Gawiser

The probabilistic diffusion model has become highly effective across various domains. Typically, sampling from a diffusion model involves using a denoising distribution characterized by a Gaussian with a learned mean and either fixed or…

Machine Learning · Computer Science 2025-02-20 Zijing Ou , Mingtian Zhang , Andi Zhang , Tim Z. Xiao , Yingzhen Li , David Barber

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda

This paper explores the challenges and benefits of a trainable destruction process in diffusion samplers -- diffusion-based generative models trained to sample an unnormalised density without access to data samples. Contrary to the majority…

Reducing acquisition time is of fundamental importance in various imaging modalities. The concept of variable density sampling provides a nice framework to achieve this. It was justified recently from a theoretical point of view in the…

Information Theory · Computer Science 2014-01-29 Claire Boyer , Pierre Weiss , Jérémie Bigot

The question of how best to estimate a continuous probability density from finite data is an intriguing open problem at the interface of statistics and physics. Previous work has argued that this problem can be addressed in a natural way…

Data Analysis, Statistics and Probability · Physics 2014-07-16 Justin B. Kinney

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Machine Learning · Computer Science 2020-03-03 Xuan Su , Wee Sun Lee , Zhen Zhang

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

Data-Driven Predictive Control (DPC) optimizes system behavior directly from measured trajectories without requiring an explicit model. However, its computational cost scales with dataset size, limiting real-time applicability to nonlinear…

Robotics · Computer Science 2025-11-18 Julius Beerwerth , Bassam Alrifaee

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

Methodology · Statistics 2017-07-12 Johan Swärd , Filip Elvander , Andreas Jakobsson

Non-deterministic measurements are common in real-world scenarios: the performance of a stochastic optimization algorithm or the total reward of a reinforcement learning agent in a chaotic environment are just two examples in which…

Machine Learning · Statistics 2022-08-31 Etor Arza , Josu Ceberio , Ekhiñe Irurozki , Aritz Pérez

Deterministic dynamics is an essential part of many MCMC algorithms, e.g. Hybrid Monte Carlo or samplers utilizing normalizing flows. This paper presents a general construction of deterministic measure-preserving dynamics using autonomous…

Computation · Statistics 2021-06-21 Kirill Neklyudov , Roberto Bondesan , Max Welling

We propose a coupled rejection-sampling method for sampling from couplings of arbitrary distributions. The method relies on accepting or rejecting coupled samples coming from dominating marginals. Contrary to existing acceptance-rejection…

Methodology · Statistics 2022-03-11 Adrien Corenflos , Simo Särkkä

Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…

Machine Learning · Statistics 2015-09-24 Kun Yang , Hao Su , Wing Hung Wang

Biased enhanced sampling methods utilizing collective variables (CVs) are powerful tools for sampling conformational ensembles. Due to high intrinsic dimensions, efficiently generating conformational ensembles for complex systems requires…

Machine Learning · Computer Science 2023-12-19 Yikai Liu , Tushar K. Ghosh , Guang Lin , Ming Chen

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander