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Entity resolution (ER) presents unique challenges for evaluation methodology. While crowdsourcing platforms acquire ground truth, sound approaches to sampling must drive labelling efforts. In ER, extreme class imbalance between matching and…

Machine Learning · Computer Science 2017-06-27 Neil G. Marchant , Benjamin I. P. Rubinstein

Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model…

Machine Learning · Computer Science 2024-02-20 Louis Grenioux , Éric Moulines , Marylou Gabrié

State estimation from limited sensor measurements is ubiquitously found as a common challenge in a broad range of fields including mechanics, astronomy, and geophysics. Fluid mechanics is no exception -- state estimation of fluid flows is…

Fluid Dynamics · Physics 2022-06-01 Taichi Nakamura , Koji Fukagata

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

Machine Learning · Computer Science 2022-06-08 Mustafa A. Mohamad , Themistoklis P. Sapsis

Unsupervised anomaly detection and localization is crucial to the practical application when collecting and labeling sufficient anomaly data is infeasible. Most existing representation-based approaches extract normal image features with a…

Computer Vision and Pattern Recognition · Computer Science 2021-11-17 Jiawei Yu , Ye Zheng , Xiang Wang , Wei Li , Yushuang Wu , Rui Zhao , Liwei Wu

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

End-to-end trained neural networks (NNs) are a compelling approach to autonomous vehicle control because of their ability to learn complex tasks without manual engineering of rule-based decisions. However, challenging road conditions,…

Artificial Intelligence · Computer Science 2021-11-24 Alexander Amini , Ava Soleimany , Sertac Karaman , Daniela Rus

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…

Machine Learning · Statistics 2018-02-15 Brian L Trippe , Richard E Turner

We propose a continuous normalizing flow for sampling from the high-dimensional probability distributions of Quantum Field Theories in Physics. In contrast to the deep architectures used so far for this task, our proposal is based on a…

Machine Learning · Computer Science 2021-11-29 Pim de Haan , Corrado Rainone , Miranda C. N. Cheng , Roberto Bondesan

Data sampling is an effective method to improve the training speed of neural networks, with recent results demonstrating that it can even break the neural scaling laws. These results critically rely on high-quality scores to estimate the…

Machine Learning · Computer Science 2023-11-23 Shabnam Daghaghi , Benjamin Coleman , Benito Geordie , Anshumali Shrivastava

Distribution system state estimation (DSSE) is a core task for monitoring and control of distribution networks. Widely used algorithms such as Gauss-Netwon perform poorly with the limited number of measurements typically available for DSSE,…

Signal Processing · Electrical Eng. & Systems 2019-03-26 Ahmed S. Zamzam , Xiao Fu , Nicholas D. Sidiropoulos

In ordinary importance sampling with a nonnegative integrand there exists an importance sampling strategy with zero variance. Practical sampling strategies are often based on approximating that optimal solution, potentially approaching zero…

Statistics Theory · Mathematics 2025-10-02 Art B. Owen

Machine learning optimization often depends on stochastic gradient descent, where the precision of gradient estimation is vital for model performance. Gradients are calculated from mini-batches formed by uniformly selecting data samples…

Machine Learning · Computer Science 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F\"ollmer Flow. Starting from a standard Gaussian distribution, the proposed flow could approximate…

Machine Learning · Statistics 2025-10-14 Jinyuan Chang , Zhao Ding , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang

We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…

Artificial Intelligence · Computer Science 2017-07-18 Yuxin Chen , Jean-Michel Renders , Morteza Haghir Chehreghani , Andreas Krause

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Learning to sample from complex unnormalized distributions over discrete domains emerged as a promising research direction with applications in statistical physics, variational inference, and combinatorial optimization. Recent work has…

Small-scale turbulence can be comprehensively described in terms of velocity gradients, which makes them an appealing starting point for low-dimensional modeling. Typical models consist of stochastic equations based on closures for…

Fluid Dynamics · Physics 2024-03-01 Maurizio Carbone , Vincent J. Peterhans , Alexander S. Ecker , Michael Wilczek

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon
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