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Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Achieving faster execution with shorter compilation time can enable further diversity and innovation in neural networks. However, the current paradigm of executing neural networks either relies on hand-optimized libraries, traditional…

Machine Learning · Computer Science 2019-05-31 Byung Hoon Ahn , Prannoy Pilligundla , Hadi Esmaeilzadeh

Stochastic sampling algorithms, while an attractive alternative to exact algorithms in very large Bayesian network models, have been observed to perform poorly in evidential reasoning with extremely unlikely evidence. To address this…

Artificial Intelligence · Computer Science 2011-06-02 J. Cheng , M. J. Druzdzel

The self-normalized importance sampling (SNIS) estimator is a Monte Carlo estimator widely used to approximate expectations in statistical signal processing and machine learning. The efficiency of SNIS depends on the choice of proposal, but…

Computation · Statistics 2025-05-06 Nicola Branchini , Víctor Elvira

Precision achieved by stochastic sampling algorithms for Bayesian networks typically deteriorates in face of extremely unlikely evidence. To address this problem, we propose the Evidence Pre-propagation Importance Sampling algorithm…

Artificial Intelligence · Computer Science 2012-12-12 Changhe Yuan , Marek J. Druzdzel

Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…

Probability · Mathematics 2009-09-29 Paul Dupuis , Ali Devin Sezer , Hui Wang

In the field of computational physics and material science, the efficient sampling of rare events occurring at atomic scale is crucial. It aids in understanding mechanisms behind a wide range of important phenomena, including protein…

Machine Learning · Computer Science 2024-01-17 Xinru Hua , Rasool Ahmad , Jose Blanchet , Wei Cai

An essential problem in statistics and machine learning is the estimation of expectations involving PDFs with intractable normalizing constants. The self-normalized importance sampling (SNIS) estimator, which normalizes the IS weights, has…

Computation · Statistics 2024-07-01 Nicola Branchini , Víctor Elvira

Estimating the state of charge (SOC) of compound energy storage devices in the hybrid energy storage system (HESS) of electric vehicles (EVs) is vital in improving the performance of the EV. The complex and variable charging and discharging…

Computational Engineering, Finance, and Science · Computer Science 2022-12-27 Chigozie Uzochukwu Udeogu

This paper studies the use of Metropolis-Hastings sampling for training Spiking Neural Network (SNN) hardware subject to strong unknown non-idealities, and compares the proposed approach to the common use of the backpropagation of error…

Neural and Evolutionary Computing · Computer Science 2024-02-12 Ali Safa , Vikrant Jaltare , Samira Sebt , Kameron Gano , Johannes Leugering , Georges Gielen , Gert Cauwenberghs

Mixed Integer Programming (MIP) is NP-hard, and yet modern solvers often solve large real-world problems within minutes. This success can partially be attributed to heuristics. Since their behavior is highly instance-dependent, relying on…

Optimization and Control · Mathematics 2023-04-10 Antonia Chmiela , Ambros Gleixner , Pawel Lichocki , Sebastian Pokutta

In this paper, the efficient hinging hyperplanes (EHH) neural network is proposed based on the model of hinging hyperplanes (HH). The EHH neural network is a distributed representation, the training of which involves solving several convex…

Systems and Control · Computer Science 2019-11-28 Jun Xu , Qinghua Tao , Zhen Li , Xiangming Xi , Johan A. K. Suykens , Shuning Wang

The substantial memory demands of pre-training and fine-tuning large language models (LLMs) require memory-efficient optimization algorithms. One promising approach is layer-wise optimization, which treats each transformer block as a single…

Machine Learning · Computer Science 2026-01-15 Yuxi Liu , Renjia Deng , Yutong He , Xue Wang , Tao Yao , Kun Yuan

We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator…

Numerical Analysis · Mathematics 2024-03-12 Chiheb Ben Hammouda , Nadhir Ben Rached , Raúl Tempone , Sophia Wiechert

Neural Architecture Search (NAS) can automatically design well-performed architectures of Deep Neural Networks (DNNs) for the tasks at hand. However, one bottleneck of NAS is the prohibitively computational cost largely due to the expensive…

Machine Learning · Computer Science 2021-07-29 Yuqiao Liu , Yehui Tang , Yanan Sun

The IRIS-HEP software institute, as a contributor to the broader HEP Python ecosystem, is developing scalable analysis infrastructure and software tools to address the upcoming HL-LHC computing challenges with new approaches and paradigms,…

Among Monte Carlo techniques, the importance sampling requires fine tuning of a proposal distribution, which is now fluently resolved through iterative schemes. The Adaptive Multiple Importance Sampling (AMIS) of Cornuet et al. (2012)…

Computation · Statistics 2014-05-27 Jean-Michel Marin , Pierre Pudlo , Mohammed Sedki

Importance sampling is a Monte Carlo method that introduces a proposal distribution to sample the space according to the target distribution. Yet calibration of the proposal distribution is essential to achieving efficiency, thus the resort…

Computation · Statistics 2022-06-17 Grégoire Aufort , Pierre Pudlo , Denis Burgarella

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…