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Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…
Simulated tempering (ST) is an established Markov chain Monte Carlo (MCMC) method for sampling from a multimodal density $\pi(\theta)$. Typically, ST involves introducing an auxiliary variable $k$ taking values in a finite subset of $[0,1]$…
Non-reversible parallel tempering (NRPT) is an effective algorithm for sampling from target distributions with complex geometry, such as those arising from posterior distributions of weakly identifiable and high-dimensional Bayesian models.…
Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…
Target similarity tuning (TST) is a method of selecting relevant examples in natural language (NL) to code generation through large language models (LLMs) to improve performance. Its goal is to adapt a sentence embedding model to have the…
We investigate the increase in efficiency of simulated and parallel tempering MCMC algorithms when using non-reversible updates to give them "momentum". By making a connection to a certain simple discrete Markov chain, we show that, under…
This paper presents a predictive control strategy based on neural network model of the plant is applied to Continuous Stirred Tank Reactor (CSTR). This system is a highly nonlinear process; therefore, a nonlinear predictive method, e.g.,…
Models trained on data composed of different groups or domains can suffer from severe performance degradation under distribution shifts. While recent methods have largely focused on optimizing the worst-group objective, this often comes at…
By driving models to converge to flat minima, sharpness-aware learning algorithms (such as SAM) have shown the power to achieve state-of-the-art performances. However, these algorithms will generally incur one extra forward-backward…
The Straight-Through Estimator (STE) is the dominant method for training neural networks with discrete variables, enabling gradient-based optimisation by routing gradients through a differentiable surrogate. However, existing STE variants…
Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. One problem with simulated tempering for multimodal targets is that the weights of the various modes change for…
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…
Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…
The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…
Without real bilingual corpus available, unsupervised Neural Machine Translation (NMT) typically requires pseudo parallel data generated with the back-translation method for the model training. However, due to weak supervision, the pseudo…
Large Language Models (LLMs) trained for average correctness often exhibit mode collapse, producing narrow decision behaviors on tasks where multiple responses may be reasonable. This limitation is particularly problematic in ordinal…
Parallel tempering (PT), also known as replica exchange, is the go-to workhorse for simulations of multi-modal distributions. The key to the success of PT is to adopt efficient swap schemes. The popular deterministic even-odd (DEO) scheme…
We present a form of stratified MCMC algorithm built with non-reversible stochastic dynamics in mind. It can also be viewed as a generalization of the exact milestoning method, or form of NEUS. We prove convergence of the method under…
There is a growing interest in studying sequential neural posterior estimation (SNPE) techniques due to their advantages for simulation-based models with intractable likelihoods. The methods aim to learn the posterior from adaptively…
Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…