Related papers: Understanding the Sampling Algorithm for Watt Spec…
We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…
Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…
The paper illustrates an application of the Resampling approach [2] for the estimation of the aircraft circulation plan reliability. Resampling is an intensive computer statistical method, which can be used effectively in the case of small…
We present an easy-to-implement and efficient analytical inversion algorithm for the unbiased random sampling of a set of points on a triangle mesh whose surface density is specified by barycentric interpolation of non-negative per-vertex…
Inference-time methods that aggregate and prune multiple samples have emerged as a powerful paradigm for steering large language models, yet we lack any principled understanding of their accuracy-cost tradeoffs. In this paper, we introduce…
"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…
Because optical systems have huge bandwidth and are capable of generating low noise short pulses they are ideal for undersampling multi-band signals that are located within a very broad frequency range. In this paper we propose a new scheme…
In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently…
Several strategies have been recently proposed in order to improve Monte Carlo sampling efficiency using machine learning tools. Here, we challenge these methods by considering a class of problems that are known to be exponentially hard to…
In this paper, we propose and evaluate a novel algorithm for performing spectrum sensing on linear modulations based on second-order cyclic features of the received signals. The proposed approach has similar computational complexity to that…
The aim of this chapter is to give an overview of the recent advances related to sampling and recovery of signals defined over graphs. First, we illustrate the conditions for perfect recovery of bandlimited graph signals from samples…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
In this work an iterative solution to build a network lifetime-preserving sampling strategy for WSNs is presented. The paper describes the necessary steps to reconstruct a graph from application data. Once the graph structure is obtained, a…
This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…
Recent stochastic gradient methods that have appeared in the literature base their efficiency and global convergence properties on a suitable control of the variance of the gradient batch estimate. This control is typically achieved by…
In this paper we present a neural network based estimator system which performs well the frequency extraction from unevenly sampled signals. It uses an unsupervised Hebbian nonlinear neural algorithm to extract the principal components…
We present two Monte Carlo sampling algorithms for probabilistic inference that guarantee polynomial-time convergence for a larger class of network than current sampling algorithms provide. These new methods are variants of the known…
The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…
We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. Our algorithm, simplified from that of L. Lin et al. hep-lat/9905033, avoids the computation of almost…
We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the…