Related papers: NETS: A Non-Equilibrium Transport Sampler
We present two algorithms by which a set of short, unbiased trajectories can be iteratively reweighted to obtain various observables. The first algorithm estimates the stationary (steady state) distribution of a system by iteratively…
Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…
Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…
Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC) extensions are state-of-the-art methods for estimating normalizing constants of probability distributions. We propose here a novel Monte Carlo algorithm, Annealed Flow…
The adaptive smoothing method (ASM) is a standard data-driven technique used in traffic state estimation. The ASM has free parameters which, in practice, are chosen to be some generally acceptable values based on intuition. However, we note…
We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…
The design of small scale non-equilibrium steady states (NESS) is a challenging, open ended question. While similar equilibrium problems are tractable using standard thermodynamics, a generalized description for non-equilibrium systems is…
We introduce a new, efficient, principled and backpropagation-compatible algorithm for learning a probability distribution on the weights of a neural network, called Bayes by Backprop. It regularises the weights by minimising a compression…
Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…
Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The…
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…
Attention-based neural networks have achieved state-of-the-art results on a wide range of tasks. Most such models use deterministic attention while stochastic attention is less explored due to the optimization difficulties or complicated…
This paper introduces Non-Autonomous Input-Output Stable Network(NAIS-Net), a very deep architecture where each stacked processing block is derived from a time-invariant non-autonomous dynamical system. Non-autonomy is implemented by skip…
The simultaneous estimation of many parameters based on data collected from corresponding studies is a key research problem that has received renewed attention in the high-dimensional setting. Many practical situations involve heterogeneous…
In medical real-world study (RWS), how to fully utilize the fragmentary and scarce information in model training to generate the solid diagnosis results is a challenging task. In this work, we introduce a novel multi-instance neural…
The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…
The recent WSNet [1] is a new model compression method through sampling filterweights from a compact set and has demonstrated to be effective for 1D convolutionneural networks (CNNs). However, the weights sampling strategy of WSNet…
This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…
A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…