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A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

We propose a sampling algorithm to perform system identification from a set of input-output graph signal pairs. The dynamics of the systems we study are given by a partially known adjacency matrix and a generic parametric graph filter of…

Signal Processing · Electrical Eng. & Systems 2024-01-01 Martín Sevilla , Santiago Segarra

Most existing approximate Thompson Sampling (TS) algorithms for multi-armed bandits use Stochastic Gradient Langevin Dynamics (SGLD) or its variants in each round to sample from the posterior, relaxing the need for conjugacy assumptions…

Machine Learning · Computer Science 2025-10-07 Weixin Wang , Haoyang Zheng , Guang Lin , Wei Deng , Pan Xu

Change detection has been a challenging visual task due to the dynamic nature of real-world scenes. Good performance of existing methods depends largely on prior background images or a long-term observation. These methods, however, suffer…

Computer Vision and Pattern Recognition · Computer Science 2018-11-21 Chao Chen , Sheng Zhang , Cuibing Du

Intuitive human-machine interfaces may be developed using pattern classification to estimate executed human motions from electromyogram (EMG) signals generated during muscle contraction. The continual use of EMG-based interfaces gradually…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Seitaro Yoneda , Akira Furui

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their sampling process is slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2025-03-03 Hengyuan Ma , Xiatian Zhu , Jianfeng Feng , Li Zhang

Stochastic gradient Langevin dynamics (SGLD) has gained the attention of optimization researchers due to its global optimization properties. This paper proves an improved convergence property to local minimizers of nonconvex objective…

Machine Learning · Computer Science 2024-07-08 Zhishen Huang , Stephen Becker

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

Machine Learning · Statistics 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…

Methodology · Statistics 2025-09-15 Haoyu Jiang , Yuexi Wang , Yun Yang

This paper presents an adaptive image sampling algorithm based on Deep Learning (DL). The adaptive sampling mask generation network is jointly trained with an image inpainting network. The sampling rate is controlled in the mask generation…

Computer Vision and Pattern Recognition · Computer Science 2019-12-17 Qiqin Dai , Henry Chopp , Emeline Pouyet , Oliver Cossairt , Marc Walton , Aggelos K. Katsaggelos

A wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Computational Physics · Physics 2013-05-14 Benedict Leimkuhler , Charles Matthews

Compressed sensing (CS) MRI relies on adequate undersampling of the k-space to accelerate the acquisition without compromising image quality. Consequently, the design of optimal sampling patterns for these k-space coefficients has received…

Image and Video Processing · Electrical Eng. & Systems 2021-01-26 Iris A. M. Huijben , Bastiaan S. Veeling , Ruud J. G. van Sloun

This paper provides a finite-sample analysis of a passive stochastic gradient Langevin dynamics (PSGLD) algorithm. This algorithm is designed to achieve adaptive inverse reinforcement learning (IRL). Adaptive IRL aims to estimate the cost…

Machine Learning · Computer Science 2025-01-16 Luke Snow , Vikram Krishnamurthy

Recent advances in depth sensing technologies allow fast electronic maneuvering of the laser beam, as opposed to fixed mechanical rotations. This will enable future sensors, in principle, to vary in real-time the sampling pattern. We…

Computer Vision and Pattern Recognition · Computer Science 2022-05-23 Ilya Tcenov , Guy Gilboa

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

Machine Learning · Computer Science 2022-11-22 Yuri Kinoshita , Taiji Suzuki

We study the Stochastic Gradient Langevin Dynamics (SGLD) algorithm for non-convex optimization. The algorithm performs stochastic gradient descent, where in each step it injects appropriately scaled Gaussian noise to the update. We analyze…

Machine Learning · Computer Science 2018-04-10 Yuchen Zhang , Percy Liang , Moses Charikar

As sample sizes grow, scalability has become a central concern in the development of Markov chain Monte Carlo (MCMC) methods. One general approach to this problem, exemplified by the popular stochastic gradient Langevin dynamics (SGLD)…

Computation · Statistics 2024-12-04 Natesh S. Pillai , Aaron Smith , Azeem Zaman

Deep learning models have significantly improved the visual quality and accuracy on compressive sensing recovery. In this paper, we propose an algorithm for signal reconstruction from compressed measurements with image priors captured by a…

Machine Learning · Computer Science 2020-03-20 Shaojie Xu , Sihan Zeng , Justin Romberg

Compressed sensing enables sparse sampling but relies on generic bases and random measurements, limiting efficiency and reconstruction quality. Optimal sensor placement uses historcal data to design tailored sampling patterns, yet its…

Machine Learning · Computer Science 2025-12-04 Adil Rasheed , Mikael Aleksander Jansen Shahly , Muhammad Faisal Aftab

Novel data acquisition schemes have been an emerging need for scanning microscopy based imaging techniques to reduce the time in data acquisition and to minimize probing radiation in sample exposure. Varies sparse sampling schemes have been…

Image and Video Processing · Electrical Eng. & Systems 2018-07-09 Yan Zhang , Xiang Huang , Nicola Ferrier , Emine B. Gulsoy , Charudatta Phatak
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