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Many Markov Chain Monte Carlo (MCMC) methods leverage gradient information of the potential function of target distribution to explore sample space efficiently. However, computing gradients can often be computationally expensive for large…

Machine Learning · Computer Science 2021-09-24 Ruilin Li , Xin Wang , Hongyuan Zha , Molei Tao

The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…

Methodology · Statistics 2019-10-01 Kabir Opeyemi Olorede , Waheed Babatunde Yahya

Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

Optimization and Control · Mathematics 2022-01-19 Youbang Sun , Mahyar Fazlyab , Shahin Shahrampour

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…

Optimization and Control · Mathematics 2025-03-28 Di Zhang , Suvrajeet Sen

When sampling a multi-modal distribution $\pi(x)$, $x\in \rr^d$, a Markov chain with local proposals is often slowly mixing; while a Small-World sampler \citep{guankrone} -- a Markov chain that uses a mixture of local and long-range…

Methodology · Statistics 2012-11-21 Yongtao Guan , Matthew Stephens

Bayesian phylogenetic inference is often conducted via local or sequential search over topologies and branch lengths using algorithms such as random-walk Markov chain Monte Carlo (MCMC) or Combinatorial Sequential Monte Carlo (CSMC).…

Machine Learning · Statistics 2021-06-21 Antonio Khalil Moretti , Liyi Zhang , Christian A. Naesseth , Hadiah Venner , David Blei , Itsik Pe'er

Deep domain adaptation methods can reduce the distribution discrepancy by learning domain-invariant embedddings. However, these methods only focus on aligning the whole data distributions, without considering the class-level relations among…

Computer Vision and Pattern Recognition · Computer Science 2019-01-23 Weijian Deng , Liang Zheng , Jianbin Jiao

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…

Machine Learning · Computer Science 2019-05-31 Krzysztof Choromanski , Aldo Pacchiano , Jack Parker-Holder , Yunhao Tang

Semantic similarity measures (SSMs) refer to a set of algorithms used to quantify the similarity of two or more terms belonging to the same ontology. Ontology terms may be associated to concepts, for instance in computational biology gene…

Molecular Networks · Quantitative Biology 2013-05-22 Pietro Hiram Guzzi , Simone Truglia , Pierangelo Veltri , Mario Cannataro

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Computation · Statistics 2019-07-17 Christopher Nemeth , Paul Fearnhead

Dense pixel matching is important for many computer vision tasks such as disparity and flow estimation. We present a robust, unified descriptor network that considers a large context region with high spatial variance. Our network has a very…

Computer Vision and Pattern Recognition · Computer Science 2019-04-08 René Schuster , Oliver Wasenmüller , Christian Unger , Didier Stricker

The use of the Bayesian tools in system identification and model updating paradigms has been increased in the last ten years. Usually, the Bayesian techniques can be implemented to incorporate the uncertainties associated with measurements…

Computational Engineering, Finance, and Science · Computer Science 2017-10-27 M. Sherri , I. Boulkaibet , T. Marwala , M. I. Friswell

This paper presents a new data assimilation (DA) scheme based on a sequential Markov Chain Monte Carlo (SMCMC) DA technique [Ruzayqat et al. 2024] which is provably convergent and has been recently used for filtering, particularly for…

Computation · Statistics 2024-09-12 Hamza Ruzayqat , Omar Knio

Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov…

Machine Learning · Computer Science 2025-03-04 Hyunsu Kim , Giung Nam , Chulhee Yun , Hongseok Yang , Juho Lee

Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…

Numerical Analysis · Mathematics 2019-04-01 Robert J. Webber

The growth of evolutionary computing (EC) methods in the exploration of complex potential energy landscapes of atomic and molecular clusters, as well as crystals over the last decade or so is reviewed. The trend of growth indicates that…

Materials Science · Physics 2015-09-02 Kanchan Sarkar , S. P. Bhattacharyya

This work proposes convolutional-sparse-coded dynamic mode decomposition (CSC-DMD) by unifying extended dynamic mode decomposition (EDMD) and convolutional sparse coding. EDMD is a data driven analysis method for describing a nonlinear…

Signal Processing · Electrical Eng. & Systems 2019-02-21 Yuhei Kaneko , Shogo Muramatsu , Hiroyasu Yasuda , Kiyoshi Hayasaka , Yu Otake , Shunsuke Ono , Masahiro Yukawa

This paper studies Semi-Supervised Domain Adaptation (SSDA), a practical yet under-investigated research topic that aims to learn a model of good performance using unlabeled samples and a few labeled samples in the target domain, with the…

Computer Vision and Pattern Recognition · Computer Science 2021-08-24 Kai Li , Chang Liu , Handong Zhao , Yulun Zhang , Yun Fu