Related papers: Preconditioned Discrete-HAMS: A Second-order Irrev…

In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-convex optimization problems arising in the training of deep…

We give the first polynomial-time, polynomial-sample, differentially private estimator for the mean and covariance of an arbitrary Gaussian distribution $\mathcal{N}(\mu,\Sigma)$ in $\mathbb{R}^d$. All previous estimators are either…

Discrete diffusion models have recently emerged as a powerful class of generative models for chemistry and biology data. In these fields, the goal is to generate various samples with high rewards (e.g., drug-likeness in molecules), making…

Computation methods for solving entropy-regularized reward optimization -- a class of problems widely used for fine-tuning generative models -- have advanced rapidly. Among those, Adjoint Matching (AM, Domingo-Enrich et al., 2025) has…

In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…

Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and…

Diffusion models have emerged as an expressive family of generative models rivaling GANs in sample quality and autoregressive models in likelihood scores. Standard diffusion models typically require hundreds of forward passes through the…

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

We present a distributed generic algorithm called DAMS dedicated to adaptive optimization in distributed environments. Given a set of metaheuristic, the goal of DAMS is to coordinate their local execution on distributed nodes in order to…

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

This paper develops a probabilistic anticipation algorithm for dynamic objects observed by an autonomous robot in an urban environment. Predictive Gaussian mixture models are used due to their ability to probabilistically capture continuous…

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…

We present a performant, general-purpose gradient-guided nested sampling algorithm, ${\tt GGNS}$, combining the state of the art in differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested…

In this paper, we propose a discontinuous Hamilton Monte Carlo (DHMC) to sample from dimensional varying distributions, and particularly the grand canonical ensemble. The DHMC was proposed in [Biometrika, 107(2)] for discontinuous potential…