Related papers: Adaptive Sampling for Linear Sensing Systems via L…

Current state-of-the-art methods of image classification using convolutional neural networks are often constrained by both latency and power consumption. This places a limit on the devices, particularly low-power edge devices, that can…

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Markov chain Monte Carlo (MCMC), such as Langevin dynamics, is valid for approximating intractable distributions. However, its usage is limited in the context of deep latent variable models owing to costly datapoint-wise sampling iterations…

In this paper, we propose a novel technique to implement stochastic gradient methods, which are beneficial for learning from large datasets, through accelerated stochastic dynamics. A stochastic gradient method is based on mini-batch…

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…

A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Stochastic gradient-based optimization methods, such as L-SVRG and its accelerated variant L-Katyusha (Kovalev et al., 2020), are widely used to train machine learning models.The theoretical and empirical performance of L-SVRG and…

We propose in this paper, STANLEY, a STochastic gradient ANisotropic LangEvin dYnamics, for sampling high dimensional data. With the growing efficacy and potential of Energy-Based modeling, also known as non-normalized probabilistic…

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

Real-time path tracing increasingly operates under extremely low sampling budgets, often below one sample per pixel, as rendering complexity, resolution, and frame-rate requirements continue to rise. While super-resolution is widely used in…

This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…

Sampling from a target distribution is a fundamental problem. Traditional Markov chain Monte Carlo (MCMC) algorithms, such as the unadjusted Langevin algorithm (ULA), derived from the overdamped Langevin dynamics, have been extensively…

We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…

Undersampling the k-space during MR acquisitions saves time, however results in an ill-posed inversion problem, leading to an infinite set of images as possible solutions. Traditionally, this is tackled as a reconstruction problem by…

Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions. In this paper, we propose a randomized proximal gradient…

Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…

We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…

We propose an interacting contour stochastic gradient Langevin dynamics (ICSGLD) sampler, an embarrassingly parallel multiple-chain contour stochastic gradient Langevin dynamics (CSGLD) sampler with efficient interactions. We show that…

Due to its self-regularizing nature and its ability to quantify uncertainty, the Bayesian approach has achieved excellent recovery performance across a wide range of sparse signal recovery applications. However, most existing methods are…