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Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

Machine Learning · Computer Science 2022-01-26 Pedro Valdeira , Cláudia Soares , João Xavier

Gaussian Boson Sampling (GBS), which can be realized with a photonic quantum computing model, perform some special kind of sampling tasks. In [4], we introduced algorithms that use GBS samples to approximate Gaussian expectation problems.…

Quantum Physics · Physics 2025-02-28 Jørgen Ellegaard Andersen , Shan Shan

We present a family of \textit{Gaussian Mixture Approximation} (GMA) samplers for sampling unnormalised target densities, encompassing \textit{weights-only GMA} (W-GMA), \textit{Laplace Mixture Approximation} (LMA),…

Machine Learning · Computer Science 2025-10-01 Yongchao Huang

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

This paper addresses the challenging computational problem of estimating intractable expectations over discrete domains. Existing approaches, including Monte Carlo and Russian Roulette estimators, are consistent but often require a large…

Machine Learning · Statistics 2025-12-19 Sophia Seulkee Kang , François-Xavier Briol , Toni Karvonen , Zonghao Chen

We propose an efficient meta-algorithm for Bayesian estimation problems that is based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for…

Data Structures and Algorithms · Computer Science 2017-10-04 Samuel B. Hopkins , David Steurer

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber

We develop adaptive estimation and inference methods for high-dimensional Gaussian copula regression that achieve the same performance without the knowledge of the marginal transformations as that for high-dimensional linear regression.…

Methodology · Statistics 2015-12-09 T. Tony Cai , Linjun Zhang

The normalized subband adaptive filter (NSAF) is widely accepted as a preeminent adaptive filtering algorithm because of its efficiency under the colored excitation. However, the convergence rate of NSAF is slow. To address this drawback,…

Information Theory · Computer Science 2017-03-20 Lu Lu , Haiquan Zhao

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

As a cornerstone in the Evolutionary Computation (EC) domain, Differential Evolution (DE) is known for its simplicity and effectiveness in handling challenging black-box optimization problems. While the advantages of DE are well-recognized,…

Neural and Evolutionary Computing · Computer Science 2025-03-27 Minyang Chen , Chenchen Feng , and Ran Cheng

Evolutionary algorithms (EAs) have emerged as a powerful framework for optimization, especially for black-box optimization. Existing evolutionary algorithms struggle to comprehend and effectively utilize task-specific information for…

Neural and Evolutionary Computing · Computer Science 2024-12-24 Kai Wu , Xiaobin Li , Penghui Liu , Jing Liu

In this paper we propose a crossover operator for evolutionary algorithms with real values that is based on the statistical theory of population distributions. The operator is based on the theoretical distribution of the values of the genes…

Neural and Evolutionary Computing · Computer Science 2011-09-13 N. García-Pedrajas , C. Hervás-Martínez , D. Ortiz-Boyer

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

Recently, the introduction of the generative adversarial network (GAN) and its variants has enabled the generation of realistic synthetic samples, which has been used for enlarging training sets. Previous work primarily focused on data…

Machine Learning · Computer Science 2018-08-27 Swee Kiat Lim , Yi Loo , Ngoc-Trung Tran , Ngai-Man Cheung , Gemma Roig , Yuval Elovici

In this paper, a novel mutation operator of differential evolution algorithm is proposed. A new algorithm called divergence differential evolution algorithm (DDEA) is developed by combining the new mutation operator with divergence operator…

Neural and Evolutionary Computing · Computer Science 2011-08-18 Yifeng Gao , Shuhong Gong , Ge Zhao

The aim of global optimization is to find the global optimum of arbitrary classes of functions, possibly highly multimodal ones. In this paper we focus on the subproblem of global optimization for differentiable functions and we propose an…

Neural and Evolutionary Computing · Computer Science 2018-06-18 Louis Faury , Flavian Vasile , Clément Calauzènes , Olivier Fercoq

The mutation process in evolution strategies has been interlinked with the normal distribution since its inception. Many lines of reasoning have been given for this strong dependency, ranging from maximum entropy arguments to the need for…

Neural and Evolutionary Computing · Computer Science 2025-04-11 Jacob de Nobel , Diederick Vermetten , Hao Wang , Anna V. Kononova , Günter Rudolph , Thomas Bäck

Implementing Bayesian variable selection for linear Gaussian regression models for analysing high dimensional data sets is of current interest in many fields. In order to make such analysis operational, we propose a new sampling algorithm…

Computation · Statistics 2010-02-16 Leonardo Bottolo , Sylvia Richardson