Related papers: GANISP: a GAN-assisted Importance SPlitting Probab…
This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the…
Generative Adversarial Networks (GANs) are popular and successful generative models. Despite their success, optimization is notoriously challenging. In this work, we explain the success and limitations of GANs by casting them as Bayesian…
Building on the success of deep learning, Generative Adversarial Networks (GANs) provide a modern approach to learn a probability distribution from observed samples. GANs are often formulated as a zero-sum game between two sets of…
This paper studies how well generative adversarial networks (GANs) learn probability distributions from finite samples. Our main results establish the convergence rates of GANs under a collection of integral probability metrics defined…
This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…
We introduce a generalization of the Adaptive Multilevel Splitting algorithm in the discrete time dynamic setting, namely when it is applied to sample rare events associated with paths of Markov chains. By interpreting the algorithm as a…
Generative Adversarial Networks (GANs) are a class of generative algorithms that have been shown to produce state-of-the art samples, especially in the domain of image creation. The fundamental principle of GANs is to approximate the…
We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…
Inferring the most likely configuration for a subset of variables of a joint distribution given the remaining ones - which we refer to as co-generation - is an important challenge that is computationally demanding for all but the simplest…
Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they…
Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…
Although GAN-based methods have received many achievements in the last few years, they have not been entirelysuccessful in generating discrete data. The most crucial challenge of these methods is the difficulty of passing the gradientfrom…
Probabilistic forecasting relies on past observations to provide a probability distribution for a future outcome, which is often evaluated against the realization using a scoring rule. Here, we perform probabilistic forecasting with…
Adapting to the changing climate requires accurate local climate information, a computationally challenging problem. Recent studies have used Generative Adversarial Networks (GANs), a type of deep learning, to learn complex distributions…
In rare-event simulation, an importance sampling (IS) estimator is regarded as efficient if its relative error, namely the ratio between its standard deviation and mean, is sufficiently controlled. It is widely known that when a rare-event…
Deep generative networks can simulate from a complex target distribution, by minimizing a loss with respect to samples from that distribution. However, often we do not have direct access to our target distribution - our data may be subject…
One of the most significant challenges in statistical signal processing and machine learning is how to obtain a generative model that can produce samples of large-scale data distribution, such as images and speeches. Generative Adversarial…
Generative adversarial networks (GANs) learn a target probability distribution by optimizing a generator and a discriminator with minimax objectives. This paper addresses the question of whether such optimization actually provides the…
Generative probabilistic forecasting produces future time series samples according to the conditional probability distribution given past time series observations. Such techniques are essential in risk-based decision-making and planning…
The computation of chance constraints in stochastic model predictive control is often numerically challenging due to the non-Gaussian nature of the disturbances. To overcome this problem, we propose an optimization computational framework…