Related papers: Test Against High-Dimensional Uncertainties: Accel…
The promise of increased road safety is a key motivator for the development of automated vehicles (AV). Yet, demonstrating that an AV is as safe as, or even safer than, a human-driven vehicle has proven to be challenging. Should an AV be…
Estimating rare events in complex systems is a key challenge in reliability analysis. The challenge grows in multimodal problems, where traditional methods often rely on a small set of design points and risk overlooking critical failure…
Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful platform to evaluate the extremal risks of these systems…
Rare-event simulation techniques, such as importance sampling (IS), constitute powerful tools to speed up challenging estimation of rare catastrophic events. These techniques often leverage the knowledge and analysis on underlying system…
Importance sampling (IS) as an elegant and efficient variance reduction (VR) technique for the acceleration of stochastic optimization problems has attracted many researches recently. Unlike commonly adopted stochastic uniform sampling in…
Importance sampling has been successfully used to accelerate stochastic optimization in many convex problems. However, the lack of an efficient way to calculate the importance still hinders its application to Deep Learning. In this paper,…
Standard Importance Sampling (IS) collapses under label corruption because high-norm examples, prioritized for variance reduction, are often adversarial outliers. We formalize this misalignment using an $\varepsilon$-contamination model and…
Importance sampling (IS) is a widely used simulation method for estimating rare event probabilities. In IS, the relative variance of an estimator is the most common measure of estimator accuracy, and the focus of existing literature is on…
Deep neural network training spends most of the computation on examples that are properly handled, and could be ignored. We propose to mitigate this phenomenon with a principled importance sampling scheme that focuses computation on…
Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…
This paper considers Importance Sampling (IS) for the estimation of tail risks of a loss defined in terms of a sophisticated object such as a machine learning feature map or a mixed integer linear optimisation formulation. Assuming only…
Importance sampling (IS) is an important technique to reduce the estimation variance in Monte Carlo simulations. In many practical problems, however, the use of IS method may result in unbounded variance, and thus fail to provide reliable…
This paper investigates the use of retrospective approximation solution paradigm in solving risk-averse optimization problems effectively via importance sampling (IS). While IS serves as a prominent means for tackling the large sample…
Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and…
While recent developments in autonomous vehicle (AV) technology highlight substantial progress, we lack tools for rigorous and scalable testing. Real-world testing, the $\textit{de facto}$ evaluation environment, places the public in…
Ensuring the safety of autonomous vehicles (AVs) requires both accurate estimation of their performance and efficient discovery of potential failure cases. This paper introduces Bayesian adaptive multifidelity sampling (BAMS), which…
Advanced Driver Assistance Systems (ADAS) based on deep neural networks (DNNs) are widely used in autonomous vehicles for critical perception tasks such as object detection, semantic segmentation, and lane recognition. However, these…
Importance sampling is widely used to improve the efficiency of deep neural network (DNN) training by reducing the variance of gradient estimators. However, efficiently assessing the variance reduction relative to uniform sampling remains…
The last decade's research in artificial intelligence had a significant impact on the advance of autonomous driving. Yet, safety remains a major concern when it comes to deploying such systems in high-risk environments. The objective of…
Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…