Related papers: An energy-based model approach to rare event proba…
The estimation of rare event or failure probabilities in high dimensions is of interest in many areas of science and technology. We consider problems where the rare event is expressed in terms of a computationally costly numerical model.…
Estimating the probability of rare channel conditions is a central challenge in ultra-reliable wireless communication, where random events, such as deep fades, can cause sudden variations in the channel quality. This paper proposes a…
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit-state function, which depends on the solution of a partial…
Energy-based models (EBM) have become increasingly popular within computer vision. EBMs bring a probabilistic approach to training deep neural networks (DNN) and have been shown to enhance performance in areas such as calibration,…
It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible…
While deep learning-based classification is generally tackled using standardized approaches, a wide variety of techniques are employed for regression. In computer vision, one particularly popular such technique is that of confidence-based…
Extreme value theory (EVT) provides an elegant mathematical tool for the statistical analysis of rare events. When data are collected from multiple population subgroups, because some subgroups may have less data available for extreme value…
Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…
Estimating the free energy in molecular simulation requires, implicitly or explicitly, counting how many times the system is observed in a finite region. If the simulation is biased by an external potential, the weight of the configurations…
Current state-of-the-art generative models map noise to data distributions by matching flows or scores. A key limitation of these models is their inability to readily integrate available partial observations and additional priors. In…
Energy-based models (EBMs) are a powerful class of probabilistic generative models due to their flexibility and interpretability. However, relationships between potential flows and explicit EBMs remain underexplored, while contrastive…
We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…
Energy-Based Models (EBMs) allow for extremely flexible specifications of probability distributions. However, they do not provide a mechanism for obtaining exact samples from these distributions. Monte Carlo techniques can aid us in…
This paper presents a novel probabilistic data-driven approach to trip-level energy consumption estimation of battery electric vehicles (BEVs). As there are very few electric vehicle (EV) charging stations, EV trip energy consumption…
Multi-attribute classification generalizes classification, presenting new challenges for making accurate predictions and quantifying uncertainty. We build upon recent work and show that architectures for multi-attribute prediction can be…
We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…
The issue of discrete probability estimation for samples of small size is addressed in this study. The maximum likelihood method often suffers over-fitting when insufficient data is available. Although the Bayesian approach can avoid…
In this paper, we introduce a new algorithm for rare event estimation based on adaptive importance sampling. We consider a smoothed version of the optimal importance sampling density, which is approximated by an ensemble of interacting…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…