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We investigate the stability of a Sequential Monte Carlo (SMC) method applied to the problem of sampling from a target distribution on $\mathbb{R}^d$ for large $d$. It is well known that using a single importance sampling step one produces…

Computation · Statistics 2012-04-19 Alexandros Beskos , Dan Crisan , Ajay Jasra

Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…

Computational Physics · Physics 2016-09-08 Mark Dewing

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

Training convolutional neural networks (CNNs) on high-resolution images is often bottlenecked by the cost of evaluating gradients of the loss on the finest spatial mesh. To address this, we propose Multiscale Gradient Estimation (MGE), a…

Machine Learning · Computer Science 2026-03-03 Shadab Ahamed , Niloufar Zakariaei , Eldad Haber , Moshe Eliasof

When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here, we present a new sampling technique that can be used to…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Michael B. Giles , Marie E. Rognes , Patrick E. Farrell

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

Computation · Statistics 2017-03-16 Alexandros Beskos , Ajay Jasra , Kody Law , Youssef Marzouk , Yan Zhou

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

A multichannel active noise control (ANC) method with exterior radiation suppression is proposed. When applying ANC in a three-dimensional space by using multiple microphones and loudspeakers, the loudspeaker output can amplify noise…

Audio and Speech Processing · Electrical Eng. & Systems 2023-06-16 Takaaki Kojima , Kazuyuki Arikawa , Shoichi Koyama , Hiroshi Saruwatari

This paper proposes a synergy of amortised and particle-based methods for sampling from distributions defined by unnormalised density functions. We state a connection between sequential Monte Carlo (SMC) and neural sequential samplers…

Machine Learning · Computer Science 2025-10-14 Sanghyeok Choi , Sarthak Mittal , Víctor Elvira , Jinkyoo Park , Nikolay Malkin

Extensive efforts have been made to boost the performance in the domain of language models by introducing various attention-based transformers. However, the inclusion of linear layers with large dimensions contributes to significant…

Machine Learning · Computer Science 2024-11-19 Priyansh Bhatnagar , Linfeng Wen , Mingu Kang

Random Sample Consensus (RANSAC) is a fundamental approach for robustly estimating parametric models from noisy data. Existing learning-based RANSAC methods utilize deep learning to enhance the robustness of RANSAC against outliers.…

Computer Vision and Pattern Recognition · Computer Science 2025-03-13 Jiale Wang , Chen Zhao , Wei Ke , Tong Zhang

Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…

Methodology · Statistics 2019-09-19 Charles Matthews , Jonathan Weare

Tuning step sizes is crucial for the stability and efficiency of optimization algorithms. While adaptive coordinate-wise step sizes have been shown to outperform scalar step size in first-order methods, their use in second-order methods is…

Machine Learning · Computer Science 2025-05-20 Wei Lin , Qingyu Song , Hong Xu

While standard reinforcement learning optimizes a single reward signal, many applications require optimizing a nonlinear utility $f(J_1^\pi,\dots,J_M^\pi)$ over multiple objectives, where each $J_m^\pi$ denotes the expected discounted…

Machine Learning · Computer Science 2026-03-10 Swetha Ganesh , Vaneet Aggarwal

Learning from noisy labels (LNL) is a challenge that arises in many real-world scenarios where collected training data can contain incorrect or corrupted labels. Most existing solutions identify noisy labels and adopt active learning to…

Machine Learning · Computer Science 2025-04-07 Bo Yuan , Yulin Chen , Yin Zhang , Wei Jiang

When underlying probability density functions of nonlinear dynamic systems are unknown, the filtering problem is known to be a challenging problem. This paper attempts to make progress on this problem by proposing a new class of filtering…

Statistics Theory · Mathematics 2016-06-17 Zhiguo Wang , Xiaojing Shen , Yunmin Zhu , Jianxin Pan

This paper presents a novel optimization method for maximizing generalization over tasks in meta-learning. The goal of meta-learning is to learn a model for an agent adapting rapidly when presented with previously unseen tasks. Tasks are…

Machine Learning · Computer Science 2018-10-19 Amir Erfan Eshratifar , David Eigen , Massoud Pedram

Automatic modulation classification (AMC) has emerged as a key technique in cognitive radio networks in sixth-generation (6G) communications. AMC enables effective data transmission without requiring prior knowledge of modulation schemes.…

Signal Processing · Electrical Eng. & Systems 2024-11-14 Zelin Ji , Shuo Wang , Kuojun Yang , Qinchuan Zhang , Peng Ye

In this work, we propose an interpretable, robust, and lightweight machine learning method for automatic modulation classification (AMC) under dynamic and noisy channel conditions. It is called green automatic modulation classification…

Signal Processing · Electrical Eng. & Systems 2026-04-14 Chee-An Yu , Young-Kai Chen , C. -C. Jay Kuo

Training and fine-tuning large language models (LLMs) come with challenges related to memory and computational requirements due to the increasing size of the model weights and the optimizer states. Various techniques have been developed to…

Machine Learning · Computer Science 2025-12-09 Yehonathan Refael , Jonathan Svirsky , Boris Shustin , Wasim Huleihel , Ofir Lindenbaum