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Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

Machine Learning · Statistics 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

Generative adversarial networks (GANs) are a learning framework that rely on training a discriminator to estimate a measure of difference between a target and generated distributions. GANs, as normally formulated, rely on the generated…

Machine Learning · Statistics 2018-02-23 R Devon Hjelm , Athul Paul Jacob , Tong Che , Adam Trischler , Kyunghyun Cho , Yoshua Bengio

Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…

Machine Learning · Computer Science 2014-05-13 Yoshua Bengio , Li Yao , Kyunghyun Cho

This paper considers the classical problem of sampling with Monte Carlo methods a target rare event distribution defined by a score function that is very expensive to compute. We assume we can build using evaluations of the true score, an…

Computation · Statistics 2024-10-25 Frédéric Cérou , Patrick Héas , Mathias Rousset

In recent years, Generative Adversarial Networks (GANs) have shown substantial progress in modeling complex distributions of data. These networks have received tremendous attention since they can generate implicit probabilistic models that…

Signal Processing · Electrical Eng. & Systems 2018-10-25 Mehdi Ahmadi , Timothy Nest , Mostafa Abdelnaim , Thanh-Dung Le

Annealed Importance Sampling (AIS) is a popular algorithm used to estimates the intractable marginal likelihood of deep generative models. Although AIS is guaranteed to provide unbiased estimate for any set of hyperparameters, the common…

Machine Learning · Statistics 2022-10-11 Shirin Goshtasbpour , Fernando Perez-Cruz

Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…

Artificial Intelligence · Computer Science 2013-01-18 Luis E. Ortiz , Leslie Pack Kaelbling

Identifying harmful instances, whose absence in a training dataset improves model performance, is important for building better machine learning models. Although previous studies have succeeded in estimating harmful instances under…

Machine Learning · Statistics 2022-10-20 Naoyuki Terashita , Hiroki Ohashi , Yuichi Nonaka , Takashi Kanemaru

Generative adversarial networks (GANs) are deep neural networks that allow us to sample from an arbitrary probability distribution without explicitly estimating the distribution. There is a generator that takes a latent vector as input and…

Machine Learning · Computer Science 2021-06-22 Alper Ahmetoğlu , Ethem Alpaydın

In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in…

Machine Learning · Computer Science 2024-01-01 Melrose Roderick , Felix Berkenkamp , Fatemeh Sheikholeslami , Zico Kolter

Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe…

Optimization and Control · Mathematics 2022-01-11 Shanyin Tong , Anirudh Subramanyam , Vishwas Rao

We present a novel method and analysis to train generative adversarial networks (GAN) in a stable manner. As shown in recent analysis, training is often undermined by the probability distribution of the data being zero on neighborhoods of…

Computer Vision and Pattern Recognition · Computer Science 2019-09-18 Simon Jenni , Paolo Favaro

Despite the remarkable success of generative adversarial networks, their performance seems less impressive for diverse training sets, requiring learning of discontinuous mapping functions. Though multi-mode prior or multi-generator models…

Computer Vision and Pattern Recognition · Computer Science 2019-09-17 Jogendra Nath Kundu , Maharshi Gor , Dakshit Agrawal , R. Venkatesh Babu

In statistical mechanics, computing the partition function is generally difficult. An approximation method using a variational autoregressive network (VAN) has been proposed recently. This approach offers the advantage of directly…

Disordered Systems and Neural Networks · Physics 2024-05-21 Yuta Tamura , Masayuki Ohzeki

Deep generative models are increasingly used to gain insights in the geospatial data domain, e.g., for climate data. However, most existing approaches work with temporal snapshots or assume 1D time-series; few are able to capture…

Computer Vision and Pattern Recognition · Computer Science 2021-04-27 Konstantin Klemmer , Sudipan Saha , Matthias Kahl , Tianlin Xu , Xiao Xiang Zhu

We are interested in the design of generative networks. The training of these mathematical structures is mostly performed with the help of adversarial (min-max) optimization problems. We propose a simple methodology for constructing such…

Machine Learning · Computer Science 2021-07-16 Kalliopi Basioti , George V. Moustakides

Standard formulations of GANs, where a continuous function deforms a connected latent space, have been shown to be misspecified when fitting different classes of images. In particular, the generator will necessarily sample some low-quality…

Machine Learning · Computer Science 2021-10-20 Thibaut Issenhuth , Ugo Tanielian , David Picard , Jeremie Mary

Modern deep neural networks are well known to be brittle in the face of unknown data instances and recognition of the latter remains a challenge. Although it is inevitable for continual-learning systems to encounter such unseen concepts,…

Machine Learning · Computer Science 2022-04-04 Martin Mundt , Iuliia Pliushch , Sagnik Majumder , Yongwon Hong , Visvanathan Ramesh

Genomic studies face a vast hypothesis space, while interventions such as gene perturbations remain costly and time-consuming. To accelerate such experiments, gene perturbation models predict the transcriptional outcome of interventions.…

Quantitative Methods · Quantitative Biology 2025-10-21 George Panagopoulos , Johannes F. Lutzeyer , Sofiane Ennadir , Michalis Vazirgiannis , Jun Pang

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock
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