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We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

Graphics · Computer Science 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés

This paper presents a new approach to automatically discovering accurate models of complex time series data. Working within a Bayesian nonparametric prior over a symbolic space of Gaussian process time series models, we present a novel…

Machine Learning · Computer Science 2023-07-20 Feras A. Saad , Brian J. Patton , Matthew D. Hoffman , Rif A. Saurous , Vikash K. Mansinghka

Aligning diffusion models with user preferences has been a key challenge. Existing methods for aligning diffusion models either require retraining or are limited to differentiable reward functions. To address these limitations, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2025-02-28 Po-Hung Yeh , Kuang-Huei Lee , Jun-Cheng Chen

Learning from negative samples holds great promise for improving Large Language Model (LLM) reasoning capability, yet existing methods treat all incorrect responses as equally informative, overlooking the crucial role of sample quality. To…

Machine Learning · Computer Science 2026-02-05 Zixiang Di , Jinyi Han , Shuo Zhang , Ying Liao , Zhi Li , Xiaofeng Ji , Yongqi Wang , Zheming Yang , Ming Gao , Bingdong Li , Jie Wang

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Computation · Statistics 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Statistics Theory · Mathematics 2013-08-20 Yun Yang , David B. Dunson

There has been recent interest in developing scalable Bayesian sampling methods such as stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) for big-data analysis. A standard SG-MCMC algorithm simulates samples…

Machine Learning · Statistics 2018-07-11 Changyou Chen , Ruiyi Zhang , Wenlin Wang , Bai Li , Liqun Chen

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

Segmenting images of low quality or with missing data is a challenging problem. Integrating statistical prior information about the shapes to be segmented can improve the segmentation results significantly. Most shape-based segmentation…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Ertunc Erdil , Sinan Yıldırım , Müjdat Çetin , Tolga Taşdizen

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

To adapt to real-world data streams, continual learning (CL) systems must rapidly learn new concepts while preserving and utilizing prior knowledge. When it comes to adding new information to continually-trained deep neural networks (DNNs),…

Machine Learning · Computer Science 2025-07-02 Md Yousuf Harun , Christopher Kanan

The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…

Machine Learning · Statistics 2025-10-09 Dan Leonte , Raphaël Huser , Almut E. D. Veraart

We study inference-time reward-guided alignment for generative models. Existing methods often rely on either architecture-specific adaptations or computationally costly inference procedures. We introduce Learnable Chernoff Baselines (LCBs)…

Machine Learning · Computer Science 2026-02-16 Sunil Madhow , Yuchen Liang , Ness Shroff , Yingbin Liang , Yu-Xiang Wang

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

Scalable Bayesian sampling is playing an important role in modern machine learning, especially in the fast-developed unsupervised-(deep)-learning models. While tremendous progresses have been achieved via scalable Bayesian sampling such as…

Machine Learning · Statistics 2018-11-26 Yang Zhao , Jianyi Zhang , Changyou Chen

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig