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Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

Determinantal Point Processes (DPPs) are elegant probabilistic models of repulsion and diversity over discrete sets of items. But their applicability to large sets is hindered by expensive cubic-complexity matrix operations for basic tasks…

Machine Learning · Computer Science 2016-05-31 Chengtao Li , Stefanie Jegelka , Suvrit Sra

In this paper we combine the Alias method with the concept of systematic sampling, a method commonly used in particle filters for efficient low-variance resampling. The proposed method allows very fast sampling from a discrete distribution:…

Data Structures and Algorithms · Computer Science 2025-09-30 Ilari Vallivaara , Katja Poikselkä , Pauli Rikula , Juha Röning

We develop VSD, a method for conditioning a generative model of discrete, combinatorial designs on a rare desired class by efficiently evaluating a black-box (e.g. experiment, simulation) in a batch sequential manner. We call this task…

Machine Learning · Statistics 2025-11-24 Daniel M. Steinberg , Rafael Oliveira , Cheng Soon Ong , Edwin V. Bonilla

How might a smooth probability distribution be estimated, with accurately quantified uncertainty, from a limited amount of sampled data? Here we describe a field-theoretic approach that addresses this problem remarkably well in one…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Wei-Chia Chen , Ammar Tareen , Justin B. Kinney

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Data Structures and Algorithms · Computer Science 2015-06-03 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

In image segmentation, there is often more than one plausible solution for a given input. In medical imaging, for example, experts will often disagree about the exact location of object boundaries. Estimating this inherent uncertainty and…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Miguel Monteiro , Loïc Le Folgoc , Daniel Coelho de Castro , Nick Pawlowski , Bernardo Marques , Konstantinos Kamnitsas , Mark van der Wilk , Ben Glocker

The deep-learning-based least squares method has shown successful results in solving high-dimensional non-linear partial differential equations (PDEs). However, this method usually converges slowly. To speed up the convergence of this…

Numerical Analysis · Mathematics 2025-07-10 Wenhan Gao , Chunmei Wang

Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…

Formal Languages and Automata Theory · Computer Science 2025-12-16 Dominik Geißler , Tobias Winkler

Modeling large dependent datasets in modern time series analysis is a crucial research area. One effective approach to handle such datasets is to transform the observations into density functions and apply statistical methods for further…

Methodology · Statistics 2025-07-23 Yinzhi Wang , Yingqiu Zhu , Ben-Chang Shia , Lei Qin

Sampling from very large spatial populations is challenging. The solutions suggested in recent literature on this subject often require that the randomly selected units are well distributed across the study region by using complex…

Methodology · Statistics 2017-10-26 Roberto Benedetti , Federica Piersimoni

This paper proposes several approaches as baselines to compute a shared active subspace for multivariate vector-valued functions. The goal is to minimize the deviation between the function evaluations on the original space and those on the…

Methodology · Statistics 2024-01-08 Khadija Musayeva , Mickael Binois

The modality is important topic for modelling. Using parametric models is an efficient way when real data set shows trimodality. In this paper we propose a new class of trimodal probability distributions, that is, probability distributions…

Methodology · Statistics 2022-04-08 Roberto Vila , Victor Serra , Mehmet N. Çankaya , Felipe Quintino

Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…

Machine Learning · Computer Science 2025-08-08 Hengyuan Hu , Aniket Das , Dorsa Sadigh , Nima Anari

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

We study how the training data distribution affects confidence and performance in image classification models. We introduce Embedding Density, a model-agnostic framework that estimates prediction confidence by measuring the distance of test…

Machine Learning · Computer Science 2026-01-28 Maksim Kazanskii , Artem Kasianov

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

The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…

Methodology · Statistics 2017-11-16 Jean-Jacques Forneron , Serena Ng

The model interpretation is essential in many application scenarios and to build a classification model with a ease of model interpretation may provide useful information for further studies and improvement. It is common to encounter with a…

Machine Learning · Statistics 2019-01-07 Wan-Ping Nicole Chen , Yuan-chin Ivan Chang

We develop a computationally efficient and robust algorithm for generating pseudo-random samples from a broad class of smooth probability distributions in one and two dimensions. The algorithm is based on inverse transform sampling with a…

Numerical Analysis · Mathematics 2013-07-05 Sheehan Olver , Alex Townsend