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Gradient-based data attribution methods, such as influence functions, are critical for understanding the impact of individual training samples without requiring repeated model retraining. However, their scalability is often limited by the…

Machine Learning · Computer Science 2025-10-29 Pingbang Hu , Joseph Melkonian , Weijing Tang , Han Zhao , Jiaqi W. Ma

Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization…

Machine Learning · Statistics 2020-02-13 Christian A. Naesseth , Francisco J. R. Ruiz , Scott W. Linderman , David M. Blei

Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical…

Machine Learning · Statistics 2018-04-11 Nico S. Gorbach , Stefan Bauer , Joachim M. Buhmann

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

The use of random sampling in decision-making and control has become popular with the ease of access to graphic processing units that can generate and calculate multiple random trajectories for real-time robotic applications. In contrast to…

Robotics · Computer Science 2022-03-21 Hyung-Jin Yoon , Chuyuan Tao , Hunmin Kim , Naira Hovakimyan , Petros Voulgaris

Path integrals represent a powerful route to quantization: they calculate probabilities by summing over classical configurations of variables such as fields, assigning each configuration a phase equal to the action of that configuration.…

Quantum Physics · Physics 2013-02-13 Seth Lloyd , Olaf Dreyer

Sharpness-aware Minimization (SAM) has been proposed recently to improve model generalization ability. However, SAM calculates the gradient twice in each optimization step, thereby doubling the computation costs compared to stochastic…

Computer Vision and Pattern Recognition · Computer Science 2024-03-15 Jiaxin Deng , Junbiao Pang , Baochang Zhang , Tian Wang

We analyze a batched variant of Stochastic Gradient Descent (SGD) with weighted sampling distribution for smooth and non-smooth objective functions. We show that by distributing the batches computationally, a significant speedup in the…

Numerical Analysis · Mathematics 2017-03-02 Deanna Needell , Rachel Ward

We introduce a general approach to characterize composite fading models based on inverse gamma (IG) shadowing. We first determine to what extent the IG distribution is an adequate choice for modeling shadow fading, by means of a…

Information Theory · Computer Science 2024-10-30 Pablo Ramírez-Espinosa , F. Javier Lopez-Martinez

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact…

Machine Learning · Computer Science 2022-06-22 Lorenz Vaitl , Kim A. Nicoli , Shinichi Nakajima , Pan Kessel

In this paper, we study the proximal incremental aggregated gradient(PIAG) algorithm for minimizing the sum of L-smooth nonconvex component functions and a proper closed convex function. By exploiting the L-smooth property and with the help…

Optimization and Control · Mathematics 2020-06-01 Wei Peng , Hui Zhang , Xiaoya Zhang

A major hurdle in machine learning is scalability to massive datasets. Approaches to overcome this hurdle include compression of the data matrix and distributing the computations. \textit{Leverage score sampling} provides a compressed…

Information Theory · Computer Science 2020-09-16 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

Interpretability methods for deep neural networks mainly focus on the sensitivity of the class score with respect to the original or perturbed input, usually measured using actual or modified gradients. Some methods also use a…

Computer Vision and Pattern Recognition · Computer Science 2022-06-20 Md Mahfuzur Rahman , Noah Lewis , Sergey Plis

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou

Image attribution analysis seeks to highlight the feature representations learned by visual models such that the highlighted feature maps can reflect the pixel-wise importance of inputs. Gradient integration is a building block in the…

Computer Vision and Pattern Recognition · Computer Science 2025-06-26 Róisín Luo , James McDermott , Colm O'Riordan

In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…

Machine Learning · Statistics 2017-07-04 Yixin Fang , Jinfeng Xu , Lei Yang

In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…

Methodology · Statistics 2018-02-26 Dao Nguyen
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