Related papers: Functional Adjoint Sampler: Scalable Sampling on I…
Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not straightforward due to the high number of parameters. Therefore…
We present Functional Mean Flow (FMF) as a one-step generative model defined in infinite-dimensional Hilbert space. FMF extends the one-step Mean Flow framework to functional domains by providing a theoretical formulation for Functional…
Diffusion models (DMs) have become the leading choice for generative tasks across diverse domains. However, their reliance on multiple sequential forward passes significantly limits real-time performance. Previous acceleration methods have…
Flow and diffusion models achieve high-fidelity, high-resolution image synthesis, but often require many function evaluations (NFEs) at sampling time. Existing acceleration methods either require additional training through distillation or…
We propose the Value Gradient Sampler (VGS), a diffusion sampler parameterized by value functions. VGS generates samples from an unnormalized target density (i.e., energy) by evolving randomly initialized particles along the gradient of the…
Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…
In this paper, we propose a novel Pattern-Affinitive Propagation (PAP) framework to jointly predict depth, surface normal and semantic segmentation. The motivation behind it comes from the statistic observation that pattern-affinitive pairs…
Face anti-spoofing (FAS) is an indispensable and widely used module in face recognition systems. Although high accuracy has been achieved, a FAS system will never be perfect due to the non-stationary applied environments and the potential…
Gibbs sampling is a common procedure used to fit finite mixture models. However, it is known to be slow to converge when exploring correlated regions of a parameter space and so blocking correlated parameters is sometimes implemented in…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
We propose and analyze a class of adaptive sampling algorithms for multimodal distributions on a bounded domain, which share a structural resemblance to the classic overdamped Langevin dynamics. We first demonstrate that this class of…
We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…
Spatial autoregressive combined (SAC) model has been widely studied in the literature for the analysis of spatial data in various areas such as geography, economics, demography, regional sciences. This is a linear model with scalar…
Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…
Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…
Biased sampling of collective variables is widely used to accelerate rare events in molecular simulations and to explore free energy surfaces. However, computational efficiency of these methods decreases with increasing number of collective…
Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…
Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…