Related papers: Adaptive Mixture Importance Sampling for Automated…

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…

Recent advances in cross-prompt automated essay scoring (AES) typically train models jointly on all source prompts, often requiring additional access to unlabeled target prompt essays simultaneously. However, using all sources is suboptimal…

The paper proposes a new algorithm for the high-dimensional financial data -- the Groupwise Interpretable Basis Selection (GIBS) algorithm, to estimate a new Adaptive Multi-Factor (AMF) asset pricing model, implied by the recently developed…

Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is…

The Adaptive Multilevel Splitting (AMS) algorithm is a powerful and versatile method for the simulation of rare events. It is based on an interacting (via a mutation-selection procedure) system of replicas, and depends on two integer…

In this work, we analyze the noisy importance sampling (IS), i.e., IS working with noisy evaluations of the target density. We present the general framework and derive optimal proposal densities for noisy IS estimators. The optimal…

Formalized in ISO 12913, the "soundscape" approach is a paradigmatic shift towards perception-based urban sound management, aiming to alleviate the substantial socioeconomic costs of noise pollution to advance the United Nations Sustainable…

Based on the algorithm Informed Importance Tempering (IIT) proposed by Li et al. (2023) we propose an algorithm that uses an adaptive bounded balancing function. We argue why implementing parallel tempering where each replica uses a…

Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

Many contemporary machine learning models require extensive tuning of hyperparameters to perform well. A variety of methods, such as Bayesian optimization, have been developed to automate and expedite this process. However, tuning remains…

With the proposal of the Segment Anything Model (SAM), fine-tuning SAM for medical image segmentation (MIS) has become popular. However, due to the large size of the SAM model and the significant domain gap between natural and medical…

Auto-bidding is essential in facilitating online advertising by automatically placing bids on behalf of advertisers. Generative auto-bidding, which generates bids based on an adjustable condition using models like transformers and…

We consider an active learning setting where the algorithm has access to a large pool of unlabeled data and a small pool of labeled data. In each iteration, the algorithm chooses few unlabeled data points and obtains their labels from an…

We propose Adaptive Incremental Mixture Markov chain Monte Carlo (AIMM), a novel approach to sample from challenging probability distributions defined on a general state-space. While adaptive MCMC methods usually update a parametric…

We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…

Reliability updating refers to a problem that integrates Bayesian updating technique with structural reliability analysis and cannot be directly solved by structural reliability methods (SRMs) when it involves equality information. The…

A framework of online adaptive statistical compressed sensing is introduced for signals following a mixture model. The scheme first uses non-adaptive measurements, from which an online decoding scheme estimates the model selection. As soon…

Nonparametric mixture models based on the Pitman-Yor process represent a flexible tool for density estimation and clustering. Natural generalization of the popular class of Dirichlet process mixture models, they allow for more robust…

Scene-aware Adaptive Compressive Sensing (ACS) has attracted significant interest due to its promising capability for efficient and high-fidelity acquisition of scene images. ACS typically prescribes adaptive sampling allocation (ASA) based…

It has been observed that deep neural networks (DNNs) often use both genuine as well as spurious features. In this work, we propose "Amending Inherent Interpretability via Self-Supervised Masking" (AIM), a simple yet interestingly effective…