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In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…

Machine Learning · Statistics 2018-03-05 Rong Zhu

We provide a robust and general algorithm for computing distribution functions associated to induced orthogonal polynomial measures. We leverage several tools for orthogonal polynomials to provide a spectrally-accurate method for a broad…

Numerical Analysis · Mathematics 2017-04-28 Akil Narayan

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

In this work we investigate partition models, the subset of log-linear models for which one can perform the iterative proportional scaling (IPS) algorithm to numerically compute the maximum likelihood estimate (MLE). Partition models…

Algebraic Geometry · Mathematics 2024-08-15 Jane Ivy Coons , Carlotta Langer , Michael Ruddy

Generative virtual staining (VS) models for high-throughput screening (HTS) can provide an estimated posterior distribution of possible biological feature values for each input and cell. However, when evaluating a VS model, the true…

Machine Learning · Computer Science 2026-02-27 Samuel Tonks , Steve Hood , Ryan Musso , Ceridwen Hopely , Steve Titus , Minh Doan , Iain Styles , Alexander Krull

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

We prove that the norm version of the adaptive stochastic gradient method (AdaGrad-Norm) achieves a linear convergence rate for a subset of either strongly convex functions or non-convex functions that satisfy the Polyak Lojasiewicz (PL)…

Machine Learning · Statistics 2020-06-23 Yuege Xie , Xiaoxia Wu , Rachel Ward

Flow matching models effectively represent complex distributions, yet estimating expectations of functions of their outputs remains challenging under limited sampling budgets. Independent sampling often yields high-variance estimates,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-02 Xinshuang Liu , Runfa Blark Li , Shaoxiu Wei , Truong Nguyen

This paper introduces a new probabilistic architecture called Sum-Product Graphical Model (SPGM). SPGMs combine traits from Sum-Product Networks (SPNs) and Graphical Models (GMs): Like SPNs, SPGMs always enable tractable inference using a…

Machine Learning · Statistics 2017-08-23 Mattia Desana , Christoph Schnörr

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…

Methodology · Statistics 2024-04-23 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…

Optimization and Control · Mathematics 2021-11-16 Lukas Pflug , Max Grieshammer , Andrian Uihlein , Michael Stingl

In this paper, we propose an information geometry (IG) framework to solve the standard linear regression problem. The proposed framework is an extension of the one for computing the mean of complex multivariate Gaussian distribution. By…

Information Theory · Computer Science 2024-08-14 Bingyan Liu , An-An Lu , Mingrui Fan , Jiyuan Yang , Xiqi Gao

We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a…

Machine Learning · Computer Science 2021-06-08 Will Grathwohl , Kevin Swersky , Milad Hashemi , David Duvenaud , Chris J. Maddison

Score-based generative models (SGMs) show the state-of-the-art sampling quality and diversity. However, their training/sampling complexity is notoriously high due to the highly complicated forward/reverse processes, so they are not suitable…

Machine Learning · Computer Science 2024-03-15 Jinsung Jeon , Noseong Park

We introduce Graph-Induced Sum-Product Networks (GSPNs), a new probabilistic framework for graph representation learning that can tractably answer probabilistic queries. Inspired by the computational trees induced by vertices in the context…

Machine Learning · Computer Science 2024-02-19 Federico Errica , Mathias Niepert

In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental proximal gradient algorithm. We explicitly model…

Optimization and Control · Mathematics 2019-06-20 Ömer Deniz Akyildiz , Émilie Chouzenoux , Víctor Elvira , Joaquín Míguez

Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is…

Machine Learning · Statistics 2022-09-14 Gabriel Cardoso , Sergey Samsonov , Achille Thin , Eric Moulines , Jimmy Olsson

Iterative refinement methods based on a denoising-inversion cycle are powerful tools for enhancing the quality and control of diffusion models. However, their effectiveness is critically limited when combined with standard Classifier-Free…

Computer Vision and Pattern Recognition · Computer Science 2025-12-30 Haosen Li , Wenshuo Chen , Shaofeng Liang , Lei Wang , Haozhe Jia , Yutao Yue

We prove that the density function of the gradient of a sufficiently smooth function $S : \Omega \subset \mathbb{R}^d \rightarrow \mathbb{R}$, obtained via a random variable transformation of a uniformly distributed random variable, is…

Machine Learning · Statistics 2017-05-30 Karthik S. Gurumoorthy , Anand Rangarajan , John Corring

The particle-based, rapid incremental smoother (PARIS) is a sequential Monte Carlo technique allowing for efficient online approximation of expectations of additive functionals under Feynman--Kac path distributions. Under weak assumptions,…

Methodology · Statistics 2022-09-22 Gabriel Cardoso , Eric Moulines , Jimmy Olsson