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We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…

Machine Learning · Computer Science 2023-02-28 Yue Xiang , Dongyao Zhu , Bowen Lei , Dongkuan Xu , Ruqi Zhang

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

The recent many-fold increase in the size of deep neural networks makes efficient distributed training challenging. Many proposals exploit the compressibility of the gradients and propose lossy compression techniques to speed up the…

Machine Learning · Computer Science 2021-03-19 Ahmed M. Abdelmoniem , Ahmed Elzanaty , Mohamed-Slim Alouini , Marco Canini

This paper presents a control variate-based Markov chain Monte Carlo algorithm for efficient sampling from the probability simplex, with a focus on applications in large-scale Bayesian models such as latent Dirichlet allocation. Standard…

Methodology · Statistics 2024-10-02 Francesco Barile , Christopher Nemeth

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

In this note we present a generative model of natural images consisting of a deep hierarchy of layers of latent random variables, each of which follows a new type of distribution that we call rectified Gaussian. These rectified Gaussian…

Machine Learning · Statistics 2016-03-01 Tim Salimans

Variance-reduced stochastic gradient methods have gained popularity in recent times. Several variants exist with different strategies for the storing and sampling of gradients and this work concerns the interactions between these two…

Optimization and Control · Mathematics 2022-10-19 Martin Morin , Pontus Giselsson

In this paper, we propose a general methodology for sampling from un-normalized densities defined on Riemannian manifolds, with a particular focus on multi-modal targets that remain challenging for existing sampling methods. Inspired by the…

Machine Learning · Statistics 2026-02-03 Alain Durmus , Maxence Noble , Thibaut Pellerin

In this paper we combine the Alias method with the concept of systematic sampling, a method commonly used in particle filters for efficient low-variance resampling. The proposed method allows very fast sampling from a discrete distribution:…

Data Structures and Algorithms · Computer Science 2025-09-30 Ilari Vallivaara , Katja Poikselkä , Pauli Rikula , Juha Röning

Deep generative models are proficient in generating realistic data but struggle with producing rare samples in low density regions due to their scarcity of training datasets and the mode collapse problem. While recent methods aim to improve…

Computer Vision and Pattern Recognition · Computer Science 2025-01-08 Subeen Lee , Jiyeon Han , Soyeon Kim , Jaesik Choi

We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

Machine Learning · Computer Science 2018-07-10 Alkis Gotovos , Hamed Hassani , Andreas Krause , Stefanie Jegelka

Score Distillation Sampling (SDS) has emerged as an effective technique for leveraging 2D diffusion priors for tasks such as text-to-3D generation. While powerful, SDS struggles with achieving fine-grained alignment to user intent. To…

Computer Vision and Pattern Recognition · Computer Science 2025-03-14 Itay Chachy , Guy Yariv , Sagie Benaim

Discrete diffusion models (DDMs) have shown powerful generation ability for discrete data modalities like text and molecules. However, their practical application is hindered by inefficient sampling, requiring a large number of sampling…

Machine Learning · Computer Science 2025-09-25 Feiyang Fu , Tongxian Guo , Zhaoqiang Liu

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

Machine Learning · Computer Science 2020-11-18 Ilqar Ramazanli , Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabas Poczos

Score Distillation Sampling (SDS) enables high-quality text-to-3D generation by supervising 3D models through the denoising of multi-view 2D renderings, using a pretrained text-to-image diffusion model to align with the input prompt and…

Computer Vision and Pattern Recognition · Computer Science 2025-09-22 Weimin Bai , Yubo Li , Weijian Luo , Wenzheng Chen , He Sun

Large pretrained language models generate fluent text but are notoriously hard to controllably sample from. In this work, we study constrained sampling from such language models: generating text that satisfies user-defined constraints,…

Computation and Language · Computer Science 2022-11-09 Sachin Kumar , Biswajit Paria , Yulia Tsvetkov

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…

Machine Learning · Computer Science 2025-10-20 Mayank Nautiyal , Andrey Shternshis , Andreas Hellander , Prashant Singh

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais