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Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal distribution and weighted properly. However, since the…

Computation · Statistics 2019-11-05 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…

Statistics Theory · Mathematics 2007-06-13 Peter D. Hoff

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

Deep Gaussian processes provide a flexible approach to probabilistic modelling of data using either supervised or unsupervised learning. For tractable inference approximations to the marginal likelihood of the model must be made. The…

Machine Learning · Statistics 2014-12-04 James Hensman , Neil D. Lawrence

The neural text generation suffers from the text degeneration issue such as repetition. Traditional stochastic sampling methods only focus on truncating the unreliable "tail" of the distribution, and do not address the "head" part, which we…

Computation and Language · Computer Science 2021-08-27 Xinran Zhang , Maosong Sun , Jiafeng Liu , Xiaobing Li

Slice sampling is a well-established Markov chain Monte Carlo method for (approximate) sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a…

Computation · Statistics 2025-12-22 Kevin Bitterlich , Daniel Rudolf , Björn Sprungk

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

Optimising discrete data for a desired characteristic using gradient-based methods involves projecting the data into a continuous latent space and carrying out optimisation in this space. Carrying out global optimisation is difficult as…

Machine Learning · Computer Science 2019-05-27 Omar Mahmood , José Miguel Hernández-Lobato

Importance sampling is a widely used technique to estimate properties of a distribution. This paper investigates trading-off some bias for variance by adaptively winsorizing the importance sampling estimator. The novel winsorizing…

Computation · Statistics 2021-02-10 Paulo Orenstein

Speculative generation has emerged as a promising technique to accelerate inference in large language models (LLMs) by leveraging parallelism to verify multiple draft tokens simultaneously. However, the fundamental limits on the achievable…

Computation and Language · Computer Science 2025-12-15 Sergey Pankratov , Dan Alistarh

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

When to solve math problems, most language models take a sampling strategy to predict next word according conditional probabilities. In the math reasoning step, it may generate wrong answer. Considering math problems are deterministic, we…

Computation and Language · Computer Science 2023-07-19 Gang Chen

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

We describe a general strategy for sampling configurations from a given (Gibbs-Boltzmann or other) distribution. It is {\it not} based on the Metropolis concept of establishing a Markov process whose stationary state is the wanted…

Statistical Mechanics · Physics 2007-05-23 P. Grassberger , W. Nadler

Negative sampling is essential for implicit-feedback-based collaborative filtering, which is used to constitute negative signals from massive unlabeled data to guide supervised learning. The state-of-the-art idea is to utilize hard negative…

Information Retrieval · Computer Science 2023-08-14 Yuhan Zhao , Rui Chen , Riwei Lai , Qilong Han , Hongtao Song , Li Chen

A new framework is introduced for examining and evaluating the fundamental limits of lossless data compression, that emphasizes genuinely non-asymptotic results. The {\em sample complexity} of compressing a given source is defined as the…

Information Theory · Computer Science 2026-04-16 Terence Viaud , Ioannis Kontoyiannis

In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…

Computation · Statistics 2017-05-15 Karl Breitung

We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers,…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

Sequential probability assignment and universal compression go hand in hand. We propose sequential probability assignment for non-binary (and large alphabet) sequences with empirical distributions whose parameters are known to be bounded…

Information Theory · Computer Science 2021-02-09 Michael Drmota , Gil Shamir , Wojciech Szpankowski

In the typical analysis of a data set, a single method is selected for statistical reporting even when equally applicable methods yield very different results. Examples of equally applicable methods can correspond to those of different…

Methodology · Statistics 2012-10-30 David R. Bickel