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Bio-image analysis is challenging due to inhomogeneous intensity distributions and high levels of noise in the images. Bayesian inference provides a principled way for regularizing the problem using prior knowledge. A fundamental choice is…

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively…

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

In recent work (arXiv:1006.3100v1), we have presented a novel approach for improving particle filters for multi-target tracking. The suggested approach was based on drift homotopy for stochastic differential equations. Drift homotopy was…

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities, e.g., for applications…

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

With rising powerful, low-cost embedded devices, the edge computing has become an increasingly popular choice. In this paper, we propose a new incremental local stochastic gradient descent (SGD) tailored on the Raspberry Pi to deal with…

Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…

We propose a randomized version of the non-local means (NLM) algorithm for large-scale image filtering. The new algorithm, called Monte Carlo non-local means (MCNLM), speeds up the classical NLM by computing a small subset of image patch…

In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD)…

Artificial neural networks have been successfully incorporated into variational Monte Carlo method (VMC) to study quantum many-body systems. However, there have been few systematic studies of exploring quantum many-body physics using deep…

Single Shot MultiBox Detector (SSD) is one of the fastest algorithms in the current object detection field, which uses fully convolutional neural network to detect all scaled objects in an image. Deconvolutional Single Shot Detector (DSSD)…

Accurate localization is a challenging task for autonomous vehicles, particularly in GPS-denied environments such as urban canyons and tunnels. In these scenarios, simultaneous localization and mapping (SLAM) offers a more robust…

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

The decentralized particle filter (DPF) was proposed recently to increase the level of parallelism of particle filtering. Given a decomposition of the state space into two nested sets of variables, the DPF uses a particle filter to sample…

Visual Place recognition is commonly addressed as an image retrieval problem. However, retrieval methods are impractical to scale to large datasets, densely sampled from city-wide maps, since their dimension impact negatively on the…

Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often…

We present a reduced-dimension, ballistic deposition, Monte Carlo particle packing algorithm and discuss its application to the analysis of the microstructure of hard-sphere systems with broad particle size distributions. We extend our…

The super $\tau$-charm facility (STCF) is a next-generation electron-positron collider with high luminosity proposed in China. The higher luminosity leads to increased background level, posing significant challenges for track reconstruction…