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We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired…

Machine Learning · Computer Science 2024-03-25 Quan Zheng , Matthias Zwicker

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

Data Analysis, Statistics and Probability · Physics 2009-07-23 Bogdan Malaescu

A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets…

Machine Learning · Computer Science 2021-08-30 Jing An , Lexing Ying , Yuhua Zhu

Deep neural networks have been shown to be very powerful modeling tools for many supervised learning tasks involving complex input patterns. However, they can also easily overfit to training set biases and label noises. In addition to…

Machine Learning · Computer Science 2019-05-07 Mengye Ren , Wenyuan Zeng , Bin Yang , Raquel Urtasun

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

Nested stochastic modeling has been on the rise in many fields of the financial industry. Such modeling arises whenever certain components of a stochastic model are stochastically determined by other models. There are at least two main…

Computational Finance · Quantitative Finance 2021-06-14 Runhuan Feng , Peng Li

Particle Markov chain Monte Carlo techniques rank among current state-of-the-art methods for probabilistic program inference. A drawback of these techniques is that they rely on importance resampling, which results in degenerate particle…

Machine Learning · Statistics 2015-02-11 Jan-Willem van de Meent , Hongseok Yang , Vikash Mansinghka , Frank Wood

This paper addresses the problem of filtering with a state-space model. Standard approaches for filtering assume that a probabilistic model for observations (i.e. the observation model) is given explicitly or at least parametrically. We…

Machine Learning · Statistics 2015-10-23 Motonobu Kanagawa , Yu Nishiyama , Arthur Gretton , Kenji Fukumizu

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties of rejection control are known, there has not been (to the…

Computation · Statistics 2020-03-05 Jan Kudlicka , Lawrence M. Murray , Thomas B. Schön , Fredrik Lindsten

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

Predictive recursion (PR) is a fast, recursive algorithm that gives a smooth estimate of the mixing distribution under the general mixture model. However, the PR algorithm requires evaluation of a normalizing constant at each iteration.…

Computation · Statistics 2025-07-09 Vaidehi Dixit , Ryan Martin

In simulations of partial differential equations using particle-in-cell (PIC) methods, it is often advantageous to resample the particle distribution function to increase simulation accuracy, reduce compute cost, and/or avoid numerical…

Sequential Monte Carlo (SMC), also known as particle filters, has been widely accepted as a powerful computational tool for making inference with dynamical systems. A key step in SMC is resampling, which plays the role of steering the…

Methodology · Statistics 2020-12-08 Yichao Li , Wenshuo Wang , Ke Deng , Jun S Liu

Psychiatric neuroscience is increasingly aware of the need to define psychopathology in terms of abnormal neural computation. The central tool in this endeavour is the fitting of computational models to behavioural data. The most prominent…

Quantitative Methods · Quantitative Biology 2018-03-28 Abraham Nunes , Alexander Rudiuk

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Enriching Brownian motion with regenerations from a fixed regeneration distribution $\mu$ at a particular regeneration rate $\kappa$ results in a Markov process that has a target distribution $\pi$ as its invariant distribution. For the…

Computation · Statistics 2024-02-22 Hector McKimm , Andi Q Wang , Murray Pollock , Christian P Robert , Gareth O Roberts