Related papers: Unbiased Optimal Stopping via the MUSE

We present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces,…

Constructing unbiased estimators from Markov chain Monte Carlo (MCMC) outputs is a difficult problem that has recently received a lot of attention in the statistics and machine learning communities. However, the current unbiased MCMC…

Accurate visual state estimation has been a central topic in robotics with a wide range of applications in robot navigation, autonomous driving, and autonomous flight. Recent advances in robot perception have led to significant improvements…

Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very popular in operations research and computational…

In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…

We apply the technique of implicit differentiation to boost performance, reduce numerical error, and remove required user-tuning in the Marginal Unbiased Score Expansion (MUSE) algorithm for hierarchical Bayesian inference. We demonstrate…

This paper proposes to address the word sense ambiguity issue in an unsupervised manner, where word sense representations are learned along a word sense selection mechanism given contexts. Prior work focused on designing a single model to…

This paper introduces an innovative state estimator, MUSE (MUlti-sensor State Estimator), designed to enhance state estimation's accuracy and real-time performance in quadruped robot navigation. The proposed state estimator builds upon our…

We consider the problem of estimating a nested structure of two expectations taking the form $U_0 = E[\max\{U_1(Y), \pi(Y)\}]$, where $U_1(Y) = E[X\ |\ Y]$. Terms of this form arise in financial risk estimation and option pricing. When…

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

In this paper we propose an efficient stochastic optimization algorithm to search for Bayesian experimental designs such that the expected information gain is maximized. The gradient of the expected information gain with respect to…

Multilevel Monte Carlo (MLMC) and unbiased estimators recently proposed by McLeish (Monte Carlo Methods Appl., 2011) and Rhee and Glynn (Oper. Res., 2015) are closely related. This connection is elaborated by presenting a new general class…

We consider estimating an expected infinite-horizon cumulative discounted cost/reward contingent on an underlying stochastic process by Monte Carlo simulation. An unbiased estimator based on truncating the cumulative cost at a random…

In this work, we introduce MUSE (Model-based Uncertainty-aware Similarity Estimation), a training-free framework designed for model-based zero-shot 2D object detection and segmentation. MUSE leverages 2D multi-view templates rendered from…

We introduce mlOSP, a computational template for Machine Learning for Optimal Stopping Problems. The template is implemented in the R statistical environment and publicly available via a GitHub repository. mlOSP presents a unified numerical…

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Safety evaluation and red-teaming of large language models remain predominantly text-centric, and existing frameworks lack the infrastructure to systematically test whether alignment generalizes to audio, image, and video inputs. We present…

Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of iterations. We propose to remove this bias by using…

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest.…