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Related papers: Optimality in Noisy Importance Sampling

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We consider the problem of optimizing signal transmission through multi-channel noisy devices. We investigate an array of bithreshold noisy devices which are connected in parallel and convergent on a summing center. Utilizing the concept of…

Statistical Mechanics · Physics 2009-11-10 Aki-Hiro Sato , Michihito Ueda , Toyonori Munakata

In this dissertation, we propose a systemic framework that prioritizes informative features and examples to enhance each stage of the development process. Specifically, we prioritize informative features and examples and improve the…

Machine Learning · Computer Science 2024-08-13 Dongmin Park

In the field of medical image analysis, deep learning models have demonstrated remarkable success in enhancing diagnostic accuracy and efficiency. However, the reliability of these models is heavily dependent on the quality of training…

Image and Video Processing · Electrical Eng. & Systems 2024-07-12 Maolin Li , Giacomo Tarroni

Self-supervised learning is an increasingly popular approach to unsupervised learning, achieving state-of-the-art results. A prevalent approach consists in contrasting data points and noise points within a classification task: this requires…

Machine Learning · Statistics 2023-01-25 Omar Chehab , Alexandre Gramfort , Aapo Hyvarinen

This paper studies the problem of finding the exact ranking from noisy comparisons. A comparison over a set of $m$ items produces a noisy outcome about the most preferred item, and reveals some information about the ranking. By repeatedly…

Machine Learning · Computer Science 2021-07-30 Wenbo Ren , Jia Liu , Ness B. Shroff

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

Computation · Statistics 2013-09-27 Marcel Scharth , Robert Kohn

Importance sampling (IS) is a Monte Carlo technique that relies on weighted samples, simulated from a proposal distribution, to estimate intractable integrals. The quality of the estimators improves with the number of samples. However, for…

Computation · Statistics 2022-07-18 Medha Agarwal , Dootika Vats , Víctor Elvira

Recent policy optimization approaches (Schulman et al., 2015a; 2017) have achieved substantial empirical successes by constructing new proxy optimization objectives. These proxy objectives allow stable and low variance policy learning, but…

Machine Learning · Computer Science 2020-02-24 Marcin B. Tomczak , Dongho Kim , Peter Vrancx , Kee-Eung Kim

The crucial step in designing a particle filter for a particular application is the choice of importance density. The optimal scheme is to use the conditional posterior density of the state, but this cannot be sampled or calculated…

Computation · Statistics 2014-08-15 Pete Bunch , Simon Godsill

Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution…

Computation · Statistics 2022-04-12 Víctor Elvira , Luca Martino , Pau Closas

We propose bandit importance sampling (BIS), a powerful importance sampling framework tailored for settings in which evaluating the target density is computationally expensive. BIS facilitates accurate sampling while minimizing the required…

Methodology · Statistics 2026-03-17 Takuo Matsubara , Andrew Duncan , Simon Cotter , Konstantinos Zygalakis

We introduce a theoretical model of information acquisition under resource limitations in a noisy environment. An agent must guess the truth value of a given Boolean formula $\varphi$ after performing a bounded number of noisy tests of the…

Artificial Intelligence · Computer Science 2020-05-22 Matvey Soloviev , Joseph Y. Halpern

Ising machines are novel computing devices for the energy minimization of Ising models. These combinatorial optimization problems are of paramount importance for science and technology, but remain difficult to tackle on large scale by…

Optics · Physics 2020-04-28 Davide Pierangeli , Giulia Marcucci , Daniel Brunner , Claudio Conti

The paper proposes an efficient, robust, and reconfigurable technique to suppress various types of noises for any sampling rate. The theoretical analyses, subjective and objective test results show that the proposed noise suppression (NS)…

Audio and Speech Processing · Electrical Eng. & Systems 2020-01-30 Jun Yang , Joshua Bingham

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull

Sensing and aggregation of noisy observations should not be considered as separate issues. The quality of collective estimation involves a difficult tradeoff between sensing quality which increases by increasing the number of sensors, and…

Information Theory · Computer Science 2011-02-16 Tatsuto Murayama , Peter Davis

Noise power estimation is a key issue in modern wireless communication systems. It allows resource allocation by detecting white spectral spaces effectively, and gives control over the communication process by adjusting transmission power.…

Information Theory · Computer Science 2017-11-16 Jakub Nikonowicz , Aamir Mahmood , Emiliano Sisinni , Mikael Gidlund

Adaptive importance sampling (AIS) algorithms are a rising methodology in signal processing, statistics, and machine learning. An effective adaptation of the proposals is key for the success of AIS. Recent works have shown that gradient…

Computation · Statistics 2025-03-27 Víctor Elvira , Émilie Chouzenoux , O. Deniz Akyildiz

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

Importance Sampling (IS) is a widely used variance reduction technique for enhancing the efficiency of Monte Carlo methods, particularly in rare-event simulation and related applications. Despite its effectiveness, the performance of IS is…

Optimization and Control · Mathematics 2026-02-11 Liviu Aolaritei , Bart P. G. Van Parys , Henry Lam , Michael I. Jordan