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Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

Machine Learning · Computer Science 2018-07-10 Alkis Gotovos , Hamed Hassani , Andreas Krause , Stefanie Jegelka

Accurate free energy representations are crucial for understanding phase dynamics in materials. We employ a scale-bridging approach to incorporate atomistic information into our free energy model by training a neural network on DFT-informed…

Computational Physics · Physics 2025-03-12 Jamie Holber , Krishna Garikipati

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…

Numerical Analysis · Mathematics 2021-10-01 Per Pettersson , Sebastian Krumscheid

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

Machine Learning · Statistics 2025-05-21 Tyler Maunu , Jiayi Yao

We present a new machine learning library for computing metrics of string compactification spaces. We benchmark the performance on Monte-Carlo sampled integrals against previous numerical approximations and find that our neural networks are…

High Energy Physics - Theory · Physics 2021-11-03 Magdalena Larfors , Andre Lukas , Fabian Ruehle , Robin Schneider

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

While state of the art image segmentation models typically output segmentations in raster format, applications in geographic information systems often require vector polygons. To help bridge the gap between deep network output and the…

Computer Vision and Pattern Recognition · Computer Science 2021-04-01 Nicolas Girard , Dmitriy Smirnov , Justin Solomon , Yuliya Tarabalka

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

An ability to generalize unconstrained conditions such as severe occlusions and large pose variations remains a challenging goal to achieve in face alignment. In this paper, a multistage model based on deep neural networks is proposed which…

Computer Vision and Pattern Recognition · Computer Science 2020-02-05 Huabin Wang , Rui Cheng , Jian Zhou , Liang Tao , Hon Keung Kwan

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

Computation · Statistics 2022-05-30 Emanuele Aliverti , Massimiliano Russo

We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…

Computation · Statistics 2019-09-18 Giacomo Zanella , Gareth Roberts

We present an algorithm that learns representations which explicitly compensate for domain mismatch and which can be efficiently realized as linear classifiers. Specifically, we form a linear transformation that maps features from the…

Machine Learning · Computer Science 2017-11-10 Judy Hoffman , Erik Rodner , Jeff Donahue , Trevor Darrell , Kate Saenko

Cell counting is a ubiquitous, yet tedious task that would greatly benefit from automation. From basic biological questions to clinical trials, cell counts provide key quantitative feedback that drive research. Unfortunately, cell counting…

Computer Vision and Pattern Recognition · Computer Science 2018-03-02 Carlos X. Hernández , Mohammad M. Sultan , Vijay S. Pande

Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case…

Machine Learning · Statistics 2015-07-22 Ingmar Schuster

Solving partial differential equations in high dimensions by deep neural network has brought significant attentions in recent years. In many scenarios, the loss function is defined as an integral over a high-dimensional domain. Monte-Carlo…

Numerical Analysis · Mathematics 2019-11-06 Jingrun Chen , Rui Du , Panchi Li , Liyao Lyu

In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates…

Machine Learning · Statistics 2019-10-16 Ruosi Wan , Mingjun Zhong , Haoyi Xiong , Zhanxing Zhu