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We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically…

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

Importance sampling is a widely used technique to estimate properties of a distribution. This paper investigates trading-off some bias for variance by adaptively winsorizing the importance sampling estimator. The novel winsorizing…

Computation · Statistics 2021-02-10 Paulo Orenstein

Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired…

Machine Learning · Computer Science 2024-03-25 Quan Zheng , Matthias Zwicker

The purpose of this paper is to explore a new way of autonomous mapping. Current systems using perception techniques like LAZER or SONAR use probabilistic methods and have a drawback of allowing considerable uncertainty in the mapping…

Robotics · Computer Science 2013-12-16 Amiraj Dhawan , Parag Oak , Rahul Mishra , George Puthanpurackal

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

The paper introduces AND/OR importance sampling for probabilistic graphical models. In contrast to importance sampling, AND/OR importance sampling caches samples in the AND/OR space and then extracts a new sample mean from the stored…

Artificial Intelligence · Computer Science 2012-06-18 Vibhav Gogate , Rina Dechter

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying…

Machine Learning · Statistics 2016-10-18 Qiang Liu , Jason D. Lee

In this paper, we present an approach to enhance and improve the current normal map rendering technique. Our algorithm is based on semi-discrete Optimal Mass Transportation (OMT) theory and has a solid theoretical base. The key difference…

Graphics · Computer Science 2020-04-22 Hui Zhao , Kehua Su , Ming Ma , Na Lei , Li Cui , Xianfeng Gu

Sampling techniques are used in many fields, including design of experiments, image processing, and graphics. The techniques in each field are designed to meet the constraints specific to that field such as uniform coverage of the range of…

Machine Learning · Computer Science 2023-06-08 Chandrika Kamath

We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these problems in the small noise limit. With multiscale…

Probability · Mathematics 2012-02-03 Paul Dupuis , Konstantinos Spiliopoulos , Hui Wang

An evolving problem in the field of spatial and ecological statistics is that of preferential sampling, where biases may be present due to a relationship between sample data locations and a response of interest. This field of research bears…

Methodology · Statistics 2022-03-11 Daniel Vedensky , Paul A. Parker , Scott H. Holan

Image harmonization is a crucial technique in image composition that aims to seamlessly match the background by adjusting the foreground of composite images. Current methods adopt either global-level or pixel-level feature matching.…

Computer Vision and Pattern Recognition · Computer Science 2023-12-21 Haoxing Chen , Yaohui Li , Zhangxuan Gu , Zhuoer Xu , Jun Lan , Huaxiong Li

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

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

Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…

Statistics Theory · Mathematics 2021-11-01 Anna Korba , François Portier

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Machine Learning · Computer Science 2025-04-22 Ruoning Zhao , Xinyun Chen

Randomly sampling points on surfaces is an essential operation in geometry processing. This sampling is computationally straightforward on explicit meshes, but it is much more difficult on other shape representations, such as widely-used…

Graphics · Computer Science 2025-06-16 Selena Ling , Abhishek Madan , Nicholas Sharp , Alec Jacobson

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal distribution and weighted properly. However, since the…

Computation · Statistics 2019-11-05 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Exploratory landscape analysis (ELA) supports supervised learning approaches for automated algorithm selection and configuration by providing sets of features that quantify the most relevant characteristics of the optimization problem at…

Neural and Evolutionary Computing · Computer Science 2022-12-08 Quentin Renau , Carola Doerr , Johann Dreo , Benjamin Doerr