Related papers: Multi-Industry Simplex 2.0 : Temporally-Evolving P…
As international competition intensifies in technologies, nations need to identify key technologies to foster innovation. However, the identification is challenging due to the independent and inherently complex nature of technologies.…
Multiple importance sampling (MIS) is employed to reduce variance of estimators, but when sampling and weighting are not suitable to the integrand, the estimators would have extra variance. Therefore, robust light transport simulation…
This article investigates the integration of quasi-Monte Carlo (QMC) methods using the Adaptive Multiple Importance Sampling (AMIS). Traditional Importance Sampling (IS) often suffers from poor performance since it heavily relies on the…
Machine learning continues to grow in popularity in academia, in industry, and is increasingly used in other fields. However, most of the common metrics used to evaluate even simple binary classification models have shortcomings that are…
Generalized category discovery presents a challenge in a realistic scenario, which requires the model's generalization ability to recognize unlabeled samples from known and unknown categories. This paper revisits the challenge of…
We consider online learning of ensembles of portfolio selection algorithms and aim to regularize risk by encouraging diversification with respect to a predefined risk-driven grouping of stocks. Our procedure uses online convex optimization…
Finite mixture models are ubiquitous in modern statistical modeling, and a recurring practical issue is choosing the model order. In \citet[Sankhy\=a Series A, \textbf62, pp. 49--66]{keribin2000consistent}, the Bayesian information…
Instance segmentation is a fundamental research in computer vision, especially in autonomous driving. However, manual mask annotation for instance segmentation is quite time-consuming and costly. To address this problem, some prior works…
Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…
Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…
Digitizing pathological images into gigapixel Whole Slide Images (WSIs) has opened new avenues for Computational Pathology (CPath). As positive tissue comprises only a small fraction of gigapixel WSIs, existing Multiple Instance Learning…
Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…
Investigating critical phenomena or phase transitions is of high interest in physics and chemistry, for which Monte Carlo (MC) simulations, a crucial tool for numerically analyzing macroscopic properties of given systems, are often hindered…
Online planning in continuous state, action, and observation spaces remains challenging for autonomous systems. While Monte Carlo Tree Search (MCTS) scales effectively via sampling, most continuous (PO)MDP solvers do not exploit…
Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…
Multi-period portfolio optimization is important for real portfolio management, as it accounts for transaction costs, path-dependent risks, and the intertemporal structure of trading decisions that single-period models cannot capture.…
We consider the generic problem of performing sequential Bayesian inference in a state-space model with observation process y, state process x and fixed parameter theta. An idealized approach would be to apply the iterated batch importance…
Robust unsupervised anomaly detection (AD) in real-world scenarios is an important task. Current methods exhibit severe performance degradation on the MVTec AD 2 benchmark due to its complex real-world challenges. To solve this problem, we…
Deep multi-view clustering methods have achieved remarkable performance. However, all of them failed to consider the difficulty labels (uncertainty of ground-truth for training samples) over multi-view samples, which may result into a…
Multiple importance sampling (MIS) is an increasingly used methodology where several proposal densities are used to approximate integrals, generally involving target probability density functions. The use of several proposals allows for a…