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We consider the sampling problem, where the aim is to draw samples from a distribution whose density is known only up to a normalization constant. Recent breakthroughs in generative modeling to approximate a high-dimensional data…

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

In recent years deep neural networks have been successfully applied to the domains of reinforcement learning \cite{bengio2009learning,krizhevsky2012imagenet,hinton2006reducing}. Deep reinforcement learning \cite{mnih2015human} is reported…

Machine Learning · Computer Science 2020-05-19 Huihui Zhang , Wu Huang

We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…

Numerical Analysis · Mathematics 2025-05-30 Jan Glaubitz , Youssef Marzouk

Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…

Numerical Analysis · Mathematics 2026-04-27 Xuyuan Wang , Donglin Han

While robot learning has demonstrated promising results for enabling robots to automatically acquire new skills, a critical challenge in deploying learning-based systems is scale: acquiring enough data for the robot to effectively…

Asymptotically-optimal motion planners such as RRT* have been shown to incrementally approximate the shortest path between start and goal states. Once an initial solution is found, their performance can be dramatically improved by…

Robotics · Computer Science 2017-10-18 Daqing Yi , Rohan Thakker , Cole Gulino , Oren Salzman , Siddhartha Srinivasa

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…

Machine Learning · Statistics 2017-08-07 Michalis K. Titsias

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

Recent studies in active learning, particularly in uncertainty sampling, have focused on the decomposition of model uncertainty into reducible and irreducible uncertainties. In this paper, the aim is to simplify the computational process…

Machine Learning · Computer Science 2024-05-28 Arthur Hoarau , Vincent Lemaire , Arnaud Martin , Jean-Christophe Dubois , Yolande Le Gall

Elliptical slice sampling is a widely used gradient-free Markov chain Monte Carlo algorithm that is tuning-free and capable of adapting to local characteristics of the target distribution. However, its primary limitation is that sampling…

Computation · Statistics 2026-05-22 Nicholas Marco , Surya T. Tokdar

Markov chain Monte Carlo (MCMC) methods asymptotically sample from complex probability distributions. The pseudo-marginal MCMC framework only requires an unbiased estimator of the unnormalized probability distribution function to construct…

Computation · Statistics 2016-05-25 Iain Murray , Matthew M. Graham

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…

Machine Learning · Computer Science 2023-12-22 Yilang Zhang , Bingcong Li , Shijian Gao , Georgios B. Giannakis

Sampling-based motion planners have experienced much success due to their ability to efficiently and evenly explore the state space. However, for many tasks, it may be more efficient to not uniformly explore the state space, especially when…

Robotics · Computer Science 2018-06-07 Clark Zhang , Jinwook Huh , Daniel D. Lee

Most recently proposed methods for Neural Program Induction work under the assumption of having a large set of input/output (I/O) examples for learning any underlying input-output mapping. This paper aims to address the problem of data and…

Artificial Intelligence · Computer Science 2017-10-12 Jacob Devlin , Rudy Bunel , Rishabh Singh , Matthew Hausknecht , Pushmeet Kohli

Recent years have witnessed amazing outcomes from "Big Models" trained by "Big Data". Most popular algorithms for model training are iterative. Due to the surging volumes of data, we can usually afford to process only a fraction of the…

Databases · Computer Science 2015-12-15 Jinyang Gao , H. V. Jagadish , Beng Chin Ooi

We revisit the long-standing problem of learning from a small sample, to which end we propose a novel method called GLICO (Generative Latent Implicit Conditional Optimization). GLICO learns a mapping from the training examples to a latent…

Machine Learning · Computer Science 2020-12-16 Idan Azuri , Daphna Weinshall