相关论文: Lost Relatives of the Gumbel Trick

Generative adversarial networks constitute a powerful approach to generative modeling. While generated samples often are indistinguishable from real data, there is no guarantee that they will follow the true data distribution. For…

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…

We provide a combinatorial description of exclusion statistics in terms of minimal difference $p$ partitions. We compute the probability distribution of the number of parts in a random minimal $p$ partition. It is shown that the bosonic…

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…

Rating prediction is a core problem in recommender systems to quantify user's preferences towards items, however, rating imbalance naturally roots in real-world user ratings that cause biased predictions and lead to poor performance on tail…

Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…

Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…

In the framework of Cramer's probabilistic model of primes, we explore the exact and asymptotic distributions of maximal prime gaps. We show that the Gumbel extreme value distribution exp(-exp(-x)) is the limit law for maximal gaps between…

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…

This paper proposes an algorithm to generate random numbers from any member of the truncated multivariate elliptical family of distributions with a strictly decreasing density generating function. Based on Neal (2003) and Ho et al. (2012),…

Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has…

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…

\emph{Sampling} constitutes an important tool in a variety of areas: from machine learning and combinatorial optimization to computational physics and biology. A central class of sampling algorithms is the \emph{Markov Chain Monte Carlo}…

Quantitative studies in many fields involve the analysis of multivariate data of diverse types, including measurements that we may consider binary, ordinal and continuous. One approach to the analysis of such mixed data is to use a copula…

We present a simple combinatorial framework for establishing approximate tensorization of variance and entropy in the setting of spin systems (a.k.a. undirected graphical models) based on balanced separators of the underlying graph. Such…

Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiple random variables. The problem of efficient representation of probability distributions is central in term of…