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Related papers: Manifold Sampling via Entropy Maximization

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Scientific and engineering processes deliver massive high-dimensional data sets that are generated as non-linear transformations of an initial state and few process parameters. Mapping such data to a low-dimensional manifold facilitates…

Machine Learning · Statistics 2018-08-07 Frank Schoeneman , Varun Chandola , Nils Napp , Olga Wodo , Jaroslaw Zola

In this paper we present an efficient algorithm to produce a provably dense sample of a smooth compact variety. The procedure is partly based on computing $\textit{bottlenecks}$ of the variety. Using geometric information such as the…

Algebraic Geometry · Mathematics 2020-10-19 Sandra Di Rocco , David Eklund , Oliver Gäfvert

This paper studies cross-domain lossy compression through the lens of minimum entropy coupling (MEC) with rate and classification constraints. In this setting, an encoder observes samples from a degraded source domain, while the decoder is…

Information Theory · Computer Science 2026-05-12 Nam Nguyen , Hassan Tavakoli , An Vuong , Thinh Nguyen , Bella Bose

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…

Machine Learning · Statistics 2018-08-06 Zi Wang , Stefanie Jegelka

We adapt a manifold sampling algorithm for the nonsmooth, nonconvex formulations of learning that arise when imposing robustness to outliers present in the training data. We demonstrate the approach on objectives based on trimmed loss.…

Optimization and Control · Mathematics 2018-07-10 Matt Menickelly , Stefan M. Wild

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-11 Sandro Dias Pinto Vitenti , Eduardo J. Barroso

We propose a modified maximum-entropy (MENT) algorithm for six-dimensional phase space tomography. The algorithm uses particle sampling and low-dimensional density estimation to approximate large sets of high-dimensional integrals in the…

Accelerator Physics · Physics 2025-05-15 Austin Hoover

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

The standard implementation of the Maximum Entropy Method (MEM) follows Bryan and deploys a Singular Value Decomposition (SVD) to limit the dimensionality of the underlying solution space apriori. Here we present arguments based on the…

Computational Physics · Physics 2013-01-08 Alexander Rothkopf

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

Modern deep neural networks achieved remarkable progress in medical image segmentation tasks. However, it has recently been observed that they tend to produce overconfident estimates, even in situations of high uncertainty, leading to…

Computer Vision and Pattern Recognition · Computer Science 2023-06-05 Agostina Larrazabal , Cesar Martinez , Jose Dolz , Enzo Ferrante

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…

Data Analysis, Statistics and Probability · Physics 2020-12-18 A. E. Allahverdyan , N. H. Martirosyan

Compressed sensing (CS) MRI relies on adequate undersampling of the k-space to accelerate the acquisition without compromising image quality. Consequently, the design of optimal sampling patterns for these k-space coefficients has received…

Image and Video Processing · Electrical Eng. & Systems 2021-01-26 Iris A. M. Huijben , Bastiaan S. Veeling , Ruud J. G. van Sloun

Uniform sampling over a convex body is a fundamental algorithmic problem, yet the convergence in KL or R\'enyi divergence of most samplers remains poorly understood. In this work, we propose a constrained proximal sampler, a principled and…

Data Structures and Algorithms · Computer Science 2024-07-19 Yunbum Kook , Matthew S. Zhang

Accelerated MRI protocols routinely involve a predefined sampling pattern that undersamples the k-space. Finding an optimal pattern can enhance the reconstruction quality, however this optimization is a challenging task. To address this…

Image and Video Processing · Electrical Eng. & Systems 2024-08-30 Cagan Alkan , Morteza Mardani , Congyu Liao , Zhitao Li , Shreyas S. Vasanawala , John M. Pauly

We introduce a novel technique within the Nested Sampling framework to enhance efficiency of the computation of Bayesian evidence, a critical component in scientific data analysis. In higher dimensions, Nested Sampling relies on Markov…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Joshua G. Albert

We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $\nu$ with respect to the natural measure on a manifold with metric $g$. We assume that the target density satisfies a log-Sobolev…

Machine Learning · Computer Science 2022-04-25 Khashayar Gatmiry , Santosh S. Vempala