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The importance sampling (IS) method lies at the core of many Monte Carlo-based techniques. IS allows the approximation of a target probability distribution by drawing samples from a proposal (or importance) distribution, different from the…

Applications · Statistics 2017-04-21 Manuel A. Vázquez , Joaquín Míguez

Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…

Artificial Intelligence · Computer Science 2012-07-04 Marc Dymetman , Guillaume Bouchard , Simon Carter

Conversational information access is an emerging research area. Currently, human evaluation is used for end-to-end system evaluation, which is both very time and resource intensive at scale, and thus becomes a bottleneck of progress. As an…

Information Retrieval · Computer Science 2020-06-17 Shuo Zhang , Krisztian Balog

We propose bandit importance sampling (BIS), a powerful importance sampling framework tailored for settings in which evaluating the target density is computationally expensive. BIS facilitates accurate sampling while minimizing the required…

Methodology · Statistics 2026-03-17 Takuo Matsubara , Andrew Duncan , Simon Cotter , Konstantinos Zygalakis

Hard combinatorial optimization problems, often mapped to Ising models, promise potential solutions with quantum advantage but are constrained by limited qubit counts in near-term devices. We present an innovative quantum-inspired framework…

Quantum Physics · Physics 2024-12-25 Co Tran , Quoc-Bao Tran , Hy Truong Son , Thang N Dinh

Collection of massive well-annotated samples is effective in improving object detection performance but is extremely laborious and costly. Instead of data collection and annotation, the recently proposed Cut-Paste methods [12, 15] show the…

Computer Vision and Pattern Recognition · Computer Science 2019-07-12 Hao Wang , Qilong Wang , Fan Yang , Weiqi Zhang , Wangmeng Zuo

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Simulated tempering (ST) is an established Markov chain Monte Carlo (MCMC) method for sampling from a multimodal density $\pi(\theta)$. Typically, ST involves introducing an auxiliary variable $k$ taking values in a finite subset of $[0,1]$…

Computation · Statistics 2008-11-03 Robert B. Gramacy , Richard J. Samworth , Ruth King

Information access systems, such as search engines, recommender systems, and conversational assistants, have become integral to our daily lives as they help us satisfy our information needs. However, evaluating the effectiveness of these…

Human-Computer Interaction · Computer Science 2026-04-21 Krisztian Balog , ChengXiang Zhai

Simulation-based inference (SBI) is the preferred framework for estimating parameters of intractable models in science and engineering. A significant challenge in this context is the large computational cost of simulating data from complex…

Machine Learning · Statistics 2025-02-18 Ayush Bharti , Daolang Huang , Samuel Kaski , François-Xavier Briol

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

Computation · Statistics 2013-09-27 Marcel Scharth , Robert Kohn

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…

As recommendation systems become increasingly standard for online platforms, simulations provide an avenue for understanding the impacts of these systems on individuals and society. When constructing a recommendation system simulation,…

Information Retrieval · Computer Science 2021-09-07 Allison J. B. Chaney

Advanced AI technologies are serving humankind in a number of ways, from healthcare to manufacturing. Advanced automated machines are quite expensive, but the end output is supposed to be of the highest possible quality. Depending on the…

Software Engineering · Computer Science 2022-10-03 Gokul Yenduri , Thippa Reddy Gadekallu

We explore efficient estimation of statistical quantities, particularly rare event probabilities, for stochastic reaction networks. Consequently, we propose an importance sampling (IS) approach to improve the Monte Carlo (MC) estimator…

Numerical Analysis · Mathematics 2024-03-12 Chiheb Ben Hammouda , Nadhir Ben Rached , Raúl Tempone , Sophia Wiechert

This survey aims at providing a comprehensive overview of the recent trends in the field of modeling and simulation (M&S) of interactions between users and recommender systems and applications of the M&S to the performance improvement of…

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

Statistics Theory · Mathematics 2020-11-17 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser , Yuming Zhang

We review error estimation methods for co-simulation, in particular methods that are applicable when the subsystems provide minimal interfaces. By this, we mean that subsystems do not support rollback of time steps, do not output…

Computational Engineering, Finance, and Science · Computer Science 2025-10-28 Lars T. Kyllingstad , Severin Sadjina , Stian Skjong

Simulators can provide valuable insights for researchers and practitioners who wish to improve recommender systems, because they allow one to easily tweak the experimental setup in which recommender systems operate, and as a result lower…

Information Retrieval · Computer Science 2024-04-09 Romain Deffayet , Thibaut Thonet , Dongyoon Hwang , Vassilissa Lehoux , Jean-Michel Renders , Maarten de Rijke