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Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

Monte Carlo (MC) dropout is a simple and efficient ensembling method that can improve the accuracy and confidence calibration of high-capacity deep neural network models. However, MC dropout is not as effective as more compute-intensive…

Machine Learning · Computer Science 2021-06-10 Zhilu Zhang , Vianne R. Gao , Mert R. Sabuncu

We prove finite sample complexities for sequential Monte Carlo (SMC) algorithms which require only local mixing times of the associated Markov kernels. Our bounds are particularly useful when the target distribution is multimodal and global…

Computation · Statistics 2022-08-16 Joseph Mathews , Scott C. Schmidler

Despite recent advances in large language models, open-source models often struggle to consistently perform well on complex reasoning tasks. Existing ensemble methods, whether applied at the token or output levels, fail to address these…

Computation and Language · Computer Science 2024-12-23 Sungjin Park , Xiao Liu , Yeyun Gong , Edward Choi

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…

Machine Learning · Statistics 2019-01-09 Fredrik Lindsten , Jouni Helske , Matti Vihola

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods,…

Machine Learning · Computer Science 2015-11-18 Shixiang Gu , Zoubin Ghahramani , Richard E. Turner

Estimating latent epidemic states and model parameters from partially observed, noisy data remains a major challenge in infectious disease modeling. State-space formulations provide a coherent probabilistic framework for such inference, yet…

Methodology · Statistics 2026-05-20 Dhorasso Temfack , Jason Wyse

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Computation · Statistics 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

Speculative decoding (SD) accelerates language model inference by drafting tokens from a cheap proposal model and verifying them against an expensive target model via rejection sampling. Because rejection truncates the draft block at the…

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

Applications · Statistics 2023-11-09 Cory McCartan , Kosuke Imai

With the widespread application of Large Language Models (LLMs) in the field of Natural Language Processing (NLP), enhancing their performance has become a research hotspot. This paper presents a novel multi-prompt ensemble decoding…

Computation and Language · Computer Science 2024-12-25 Jiaxin Guo , Daimeng Wei , Yuanchang Luo , Shimin Tao , Hengchao Shang , Zongyao Li , Shaojun Li , Jinlong Yang , Zhanglin Wu , Zhiqiang Rao , Hao Yang

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

Sequential Monte Carlo (SMC) methods have recently shown successful results for conditional sampling of generative diffusion models. In this paper we propose a new diffusion posterior SMC sampler achieving improved statistical efficiencies,…

Machine Learning · Statistics 2025-08-25 Zheng Zhao

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality…

Artificial Intelligence · Computer Science 2014-07-11 Brooks Paige , Frank Wood

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

We prove bounds on the variance of a function $f$ under the empirical measure of the samples obtained by the Sequential Monte Carlo (SMC) algorithm, with time complexity depending on local rather than global Markov chain mixing dynamics.…

Statistics Theory · Mathematics 2026-03-18 Holden Lee , Matheau Santana-Gijzen

We construct a multilingual common semantic space based on distributional semantics, where words from multiple languages are projected into a shared space to enable knowledge and resource transfer across languages. Beyond word alignment, we…

Computation and Language · Computer Science 2018-04-24 Lifu Huang , Kyunghyun Cho , Boliang Zhang , Heng Ji , Kevin Knight