Related papers: Sampling via Gaussian Mixture Approximations

Gaussian mixture models (GMMs) are fundamental statistical tools for modeling heterogeneous data. Due to the nonconcavity of the likelihood function, the Expectation-Maximization (EM) algorithm is widely used for parameter estimation of…

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Generalized Additive Models (GAMs) balance predictive accuracy and interpretability, but manually configuring their structure is challenging. We propose using the multi-objective genetic algorithm NSGA-II to automatically optimize GAMs,…

Augmentation by generative modelling yields a promising alternative to the accumulation of surgical data, where ethical, organisational and regulatory aspects must be considered. Yet, the joint synthesis of (image, mask) pairs for…

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

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…

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poincar\'e inequality) as well as more general settings with…

We propose a Gaussian mixture model for background subtraction in infrared imagery. Following a Bayesian approach, our method automatically estimates the number of Gaussian components as well as their parameters, while simultaneously it…

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

This paper investigates a channel estimator based on Gaussian mixture models (GMMs) in the context of linear inverse problems with additive Gaussian noise. We fit a GMM to given channel samples to obtain an analytic probability density…

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…

In this paper we consider the generalized approximate message passing (GAMP) algorithm for recovering a sparse signal from modulo samples of randomized projections of the unknown signal. The modulo samples are obtained by a self-reset (SR)…

This work addresses the challenge of making generative models suitable for resource-constrained environments like mobile wireless communication systems. We propose a generative model that integrates Autoregressive (AR) parameterization into…

Logistic Gaussian process (LGP) priors provide a flexible alternative for modelling unknown densities. The smoothness properties of the density estimates can be controlled through the prior covariance structure of the LGP, but the challenge…

In Generalized Linear Estimation (GLE) problems, we seek to estimate a signal that is observed through a linear transform followed by a component-wise, possibly nonlinear and noisy, channel. In the Bayesian optimal setting, Generalized…