Related papers: Faster logconcave sampling from a cold start in hi…
We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…
We propose a unified framework for likelihood-based regression modeling when the response variable has finite support. Our work is motivated by the fact that, in practice, observed data are discrete and bounded. The proposed methods assume…
We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…
Fast and efficient semantic segmentation of large-scale LiDAR point clouds is a fundamental problem in autonomous driving. To achieve this goal, the existing point-based methods mainly choose to adopt Random Sampling strategy to process…
Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo sampling method. One drawback is that it requires the computation of the full gradient at each iteration, an expensive operation if the dimension of the problem is high. We…
We study adaptive learning rate scheduling for norm-constrained optimizers (e.g., Muon and Lion). We introduce a generalized smoothness assumption under which local curvature decreases with the suboptimality gap and empirically verify that…
We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…
In this paper we present an efficient algorithm to produce a provably dense sample of a smooth compact variety. The procedure is partly based on computing $\textit{bottlenecks}$ of the variety. Using geometric information such as the…
A wide variety of optimization techniques, both exact and heuristic, tend to be biased samplers. This means that when attempting to find multiple uncorrelated solutions of a degenerate Boolean optimization problem a subset of the solution…
This paper proposes methods for likelihood-based inference in multivariate linear regressions when the correlation matrix of the responses is separable; that is, it has a Kronecker product structure, but the variances are unrestricted. The…
We propose cube thinning, a novel method for compressing the output of a MCMC (Markov chain Monte Carlo) algorithm when control variates are available. It amounts to resampling the initial MCMC sample (according to weights derived from…
Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…
In this paper, we study two problems: (1) estimation of a $d$-dimensional log-concave distribution and (2) bounded multivariate convex regression with random design with an underlying log-concave density or a compactly supported…
Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…
Stellar limb-darkening impacts a wide range of astronomical measurements. The accuracy to which it is modelled limits the accuracy in any covariant parameters of interest, such as the radius of a transiting planet. With the ever growing…
We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
Given two distributions $\mathcal{P}$ and $\mathcal{Q}$ over a high-dimensional domain $\{0,1\}^n$, and a parameter $\varepsilon$, the goal of distance estimation is to determine the statistical distance between $\mathcal{P}$ and…
We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a…
We consider the inverse problem of determining the geometry of penetrable objects from scattering data generated by one incident wave at a fixed frequency. We first study an orthogonality sampling type method which is fast, simple to…