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Reverse Monte Carlo (RMC) is an algorithm that incorporates stochastic modification of the action as part of the process that updates the fields in a Monte Carlo simulation. Such update moves have the potential of lowering or eliminating…

High Energy Physics - Lattice · Physics 2015-06-22 Arjun Singh Gambhir , Kostas Orginos

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…

Computation · Statistics 2017-10-13 Richard G. Everitt , Dennis Prangle , Philip Maybank , Mark Bell

Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods,…

Machine Learning · Computer Science 2015-11-18 Shixiang Gu , Zoubin Ghahramani , Richard E. Turner

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

Posterior sampling has been shown to be a powerful Bayesian approach for solving imaging inverse problems. The recent plug-and-play unadjusted Langevin algorithm (PnP-ULA) has emerged as a promising method for Monte Carlo sampling and…

Machine Learning · Statistics 2025-08-13 Marien Renaud , Jiaming Liu , Valentin de Bortoli , Andrés Almansa , Ulugbek S. Kamilov

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

Uncertainty quantification is crucial for the deployment of image restoration models in safety-critical domains, like autonomous driving and biological imaging. To date, methods for uncertainty visualization have mainly focused on per-pixel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Elias Nehme , Omer Yair , Tomer Michaeli

Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Thomas Bashford-Rogers , Luis Paulo Santos

Particle Markov chain Monte Carlo techniques rank among current state-of-the-art methods for probabilistic program inference. A drawback of these techniques is that they rely on importance resampling, which results in degenerate particle…

Machine Learning · Statistics 2015-02-11 Jan-Willem van de Meent , Hongseok Yang , Vikash Mansinghka , Frank Wood

Clustering is a fundamental task in unsupervised learning that depends heavily on the data representation that is used. Deep generative models have appeared as a promising tool to learn informative low-dimensional data representations. We…

Machine Learning · Computer Science 2020-08-25 Nicolás Astorga , Pablo Huijse , Pavlos Protopapas , Pablo Estévez

A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…

Machine Learning · Statistics 2024-12-06 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

We propose Generative Probabilistic Image Colorization, a diffusion-based generative process that trains a sequence of probabilistic models to reverse each step of noise corruption. Given a line-drawing image as input, our method suggests…

Computer Vision and Pattern Recognition · Computer Science 2021-09-30 Chie Furusawa , Shinya Kitaoka , Michael Li , Yuri Odagiri

Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…

Machine Learning · Computer Science 2012-05-14 Matthias Hoffman , Hendrik Kueck , Nando de Freitas , Arnaud Doucet

We study the discriminative probabilistic modeling on a continuous domain for the data prediction task of (multimodal) self-supervised representation learning. To address the challenge of computing the integral in the partition function for…

Machine Learning · Computer Science 2025-03-06 Bokun Wang , Yunwen Lei , Yiming Ying , Tianbao Yang

We introduce Blind Plug-and-Play Diffusion Models (Blind-PnPDM) as a novel framework for solving blind inverse problems where both the target image and the measurement operator are unknown. Unlike conventional methods that rely on explicit…

Image and Video Processing · Electrical Eng. & Systems 2025-05-30 Anqi Li , Weijie Gan , Ulugbek S. Kamilov

In recent works, both sparsity-based methods as well as learning-based methods have proven to be successful in solving several challenging linear inverse problems. However, sparsity priors for natural signals and images suffer from poor…

Machine Learning · Statistics 2018-02-26 Viraj Shah , Chinmay Hegde