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This paper studies the subspace clustering problem in which data points collected from high-dimensional ambient space lie in a union of linear subspaces. Subspace clustering becomes challenging when the dimension of intersection between…

Machine Learning · Computer Science 2021-08-17 Weiwei Li , Mostafa Rahmani , Ping Li

This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

Context: There is increasing need for good algorithms for modeling the aggregation and fragmentation of solid particles (dust grains, dust aggregates, boulders) in various astrophysical settings, including protoplanetary disks, planetary-…

Astrophysics · Physics 2009-11-13 A. Zsom , C. P. Dullemond

As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…

Computation · Statistics 2024-09-04 Masahiro Tanaka

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

Methodology · Statistics 2023-02-27 Daniel R. Kowal , Bohan Wu

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…

Methodology · Statistics 2015-02-27 Shirin Golchi , David A. Campbell

This paper investigates a class of algorithms for numerical integration of a function in d dimensions over a compact domain by Monte Carlo methods. We construct a histogram approximation to the function using a partition of the integration…

Computational Physics · Physics 2015-06-11 Rudy Arthur , A. D. Kennedy

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

Optimization and Control · Mathematics 2014-04-08 Pontus Giselsson

In this paper, we propose a MCMC algorithm based on elliptical slice sampling with the purpose to improve sampling efficiency. During sampling, a mixture distribution is fitted periodically to previous samples. The components of the mixture…

Computation · Statistics 2019-03-14 Song Li , Geoffrey K. F. Tso

A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…

Machine Learning · Statistics 2024-12-06 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…

Probability · Mathematics 2025-11-05 Ivan Biočić , Daniel E. Cedeño-Girón , Bruno Toaldo

There is a lack of simple and scalable algorithms for uncertainty quantification. Bayesian methods quantify uncertainty through posterior and predictive distributions, but it is difficult to rapidly estimate summaries of these…

Computation · Statistics 2016-12-28 Cheng Li , Sanvesh Srivastava , David B. Dunson

Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman

If learning methods are to scale to the massive sizes of modern datasets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods…

Machine Learning · Computer Science 2013-10-29 Lester Mackey , Ameet Talwalkar , Michael I. Jordan

We study the problem of posterior sampling in the context of score based generative models. We have a trained score network for a prior $p(x)$, a measurement model $p(y|x)$, and are tasked with sampling from the posterior $p(x|y)$. Prior…

Machine Learning · Computer Science 2025-12-09 Advait Parulekar , Litu Rout , Karthikeyan Shanmugam , Sanjay Shakkottai

Bootstrapping was designed to randomly resample data from a fixed sample using Monte Carlo techniques. However, the original sample itself defines a discrete distribution. Convolutional methods are well suited for discrete distributions,…

Methodology · Statistics 2021-07-19 Jared M. Clark , Richard L. Warr

Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…

Machine Learning · Computer Science 2025-11-11 Shivam Gupta , Ajil Jalal , Aditya Parulekar , Eric Price , Zhiyang Xun

Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…

Numerical Analysis · Mathematics 2024-01-05 Lexing Ying