English
Related papers

Related papers: Verifying Exact Samplers for Continuous Distributi…

200 papers

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Computation · Statistics 2018-06-14 Simon Wessing

Logarithmic Number Systems (LNS) hold considerable promise in helping reduce the number of bits needed to represent a high dynamic range of real-numbers with finite precision, and also efficiently support multiplication and division.…

Mathematical Software · Computer Science 2024-01-31 Thanh Son Nguyen , Alexey Solovyev , Ganesh Gopalakrishnan

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan

Probabilistic programming languages (PPLs) are an expressive means of representing and reasoning about probabilistic models. The computational challenge of probabilistic inference remains the primary roadblock for applying PPLs in practice.…

Programming Languages · Computer Science 2020-10-19 Steven Holtzen , Guy Van den Broeck , Todd Millstein

For scientific computations on a digital computer the set of real number is usually approximated by a finite set F of "floating-point" numbers. We compare the numerical accuracy possible with difference choices of F having approximately the…

Numerical Analysis · Computer Science 2010-04-21 Richard P. Brent

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete…

Machine Learning · Computer Science 2023-02-28 Yue Xiang , Dongyao Zhu , Bowen Lei , Dongkuan Xu , Ruqi Zhang

Diffusion models have been successful on a range of conditional generation tasks including molecular design and text-to-image generation. However, these achievements have primarily depended on task-specific conditional training or…

Machine Learning · Statistics 2024-11-26 Luhuan Wu , Brian L. Trippe , Christian A. Naesseth , David M. Blei , John P. Cunningham

The problem of state estimations for electric distribution system is considered. A collaborative filtering approach is proposed in this paper to integrate the slow time-scale smart meter measurements in the distribution system state…

Systems and Control · Electrical Eng. & Systems 2023-07-18 Yifei Xu , Ye Guo , Wenjun Tang , Hongbin Sun , Shiming Li , Yue Dai

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…

Computation · Statistics 2015-11-02 Daniel Simpson , Janine Illian , Finn Lindgren , Sigrunn Sørbye , Håvard Rue

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

We study high-dimensional distribution learning in an agnostic setting where an adversary is allowed to arbitrarily corrupt an $\varepsilon$-fraction of the samples. Such questions have a rich history spanning statistics, machine learning…

Data Structures and Algorithms · Computer Science 2019-03-18 Ilias Diakonikolas , Gautam Kamath , Daniel Kane , Jerry Li , Ankur Moitra , Alistair Stewart

As artificial intelligence (AI) / machine learning (ML) gain widespread adoption, practitioners are increasingly seeking means to quantify and control the risk these systems incur. This challenge is especially salient when such systems have…

Machine Learning · Computer Science 2024-06-06 Drew Prinster , Samuel Stanton , Anqi Liu , Suchi Saria

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

(Gradient) Expectation Maximization (EM) is a widely used algorithm for estimating the maximum likelihood of mixture models or incomplete data problems. A major challenge facing this popular technique is how to effectively preserve the…

Machine Learning · Computer Science 2022-01-19 Di Wang , Jiahao Ding , Lijie Hu , Zejun Xie , Miao Pan , Jinhui Xu

Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates…

Statistics Theory · Mathematics 2007-06-13 Yuguo Chen , Ian H. Dinwoodie , Seth Sullivant

Conformal predictive systems are a recent modification of conformal predictors that output, in regression problems, probability distributions for labels of test observations rather than set predictions. The extra information provided by…

Machine Learning · Computer Science 2019-11-05 Vladimir Vovk , Ivan Petej , Ilia Nouretdinov , Valery Manokhin , Alex Gammerman

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche