Related papers: Achieving Efficiency in Black Box Simulation of Di…
An exciting recent development is the uptake of deep neural networks in many scientific fields, where the main objective is outcome prediction with the black-box nature. Significance testing is promising to address the black-box issue and…
Real-world visual data often exhibits a long-tailed distribution, where some ''head'' classes have a large number of samples, yet only a few samples are available for ''tail'' classes. Such imbalanced distribution causes a great challenge…
Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…
Estimating the probability of failure is a critical step in developing safety-critical autonomous systems. Direct estimation methods such as Monte Carlo sampling are often impractical due to the rarity of failures in these systems. Existing…
Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and…
In this paper we introduce Sampling with a Black Box, a generic technique for the design of parameterized approximation algorithms for vertex deletion problems (e.g., Vertex Cover, Feedback Vertex Set, etc.). The technique relies on two…
Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…
The self-normalized importance sampling (SNIS) estimator is a Monte Carlo estimator widely used to approximate expectations in statistical signal processing and machine learning. The efficiency of SNIS depends on the choice of proposal, but…
This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…
In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…
Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…
Large Language Model-based Recommender Systems (LRSs) have recently emerged as a new paradigm in sequential recommendation by directly adopting LLMs as backbones. While LRSs demonstrate strong knowledge utilization and instruction-following…
Let $(X_n:n\geq 0)$ be a sequence of i.i.d. r.v.'s with negative mean. Set $S_0=0$ and define $S_n=X_1+... +X_n$. We propose an importance sampling algorithm to estimate the tail of $M=\max \{S_n:n\geq 0\}$ that is strongly efficient for…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
Current black-box variational inference (BBVI) methods require the user to make numerous design choices -- such as the selection of variational objective and approximating family -- yet there is little principled guidance on how to do so.…
Being able to efficiently obtain an accurate estimate of the failure probability of SRAM components has become a central issue as model circuits shrink their scale to submicrometer with advanced technology nodes. In this work, we revisit…
With the rapid advancement of large language models , code generation has become a key benchmark for evaluating LLM capabilities. However, existing benchmarks face two major challenges: (1) the escalating cost of constructing high-quality…
Importance sampling (IS) is an important technique to reduce the estimation variance in Monte Carlo simulations. In many practical problems, however, the use of IS method may result in unbounded variance, and thus fail to provide reliable…
We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…
This paper investigates pooling strategies for tail index and extreme quantile estimation from heavy-tailed data. To fully exploit the information contained in several samples, we present general weighted pooled Hill estimators of the tail…