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Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

计算金融 · 定量金融 2014-03-25 Nguyet Nguyen , Giray Ökten

Density-based minimum divergence procedures represent popular techniques in parametric statistical inference. They combine strong robustness properties with high (sometimes full) asymptotic efficiency. Among density-based minimum distance…

统计方法学 · 统计学 2020-12-23 Pushpinder Singh , Abhijit Mandal , Ayanendranath Basu

We present an approach to identify a quasi Linear Parameter Varying (qLPV) model of a plant, with the qLPV model guaranteed to admit a robust control invariant (RCI) set. It builds upon the concurrent synthesis framework presented in [1],…

最优化与控制 · 数学 2025-05-13 Sampath Kumar Mulagaleti , Alberto Bemporad

One possibility of defining a quantum R\'enyi $\alpha$-divergence of two quantum states is to optimize the classical R\'enyi $\alpha$-divergence of their post-measurement probability distributions over all possible measurements (measured…

量子物理 · 物理学 2023-01-18 Milán Mosonyi , Fumio Hiai

The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…

信息论 · 计算机科学 2016-07-28 Bernhard C. Geiger , Georg Böcherer

Decision making and planning have long relied heavily on AI-driven forecasts. The government and the general public are working to minimize the risks while maximizing benefits in the face of potential future public health uncertainties.…

神经与进化计算 · 计算机科学 2024-03-01 Sales Aribe

Variational inference (VI) has emerged as a popular method for approximate inference for high-dimensional Bayesian models. In this paper, we propose a novel VI method that extends the naive mean field via entropic regularization, referred…

机器学习 · 统计学 2026-02-02 Bohan Wu , David Blei

Two popular classes of methods for approximate inference are Markov chain Monte Carlo (MCMC) and variational inference. MCMC tends to be accurate if run for a long enough time, while variational inference tends to give better approximations…

机器学习 · 计算机科学 2017-06-21 Justin Domke

Semi-implicit variational inference (SIVI) enhances the expressiveness of variational families through hierarchical semi-implicit distributions, but the intractability of their densities makes standard ELBO-based optimization biased. Recent…

机器学习 · 统计学 2026-01-21 Longlin Yu , Ziheng Cheng , Shiyue Zhang , Cheng Zhang

Comprehensively retrieving diverse documents is crucial to address queries that admit a wide range of valid answers. We introduce retrieve-verify-retrieve (RVR), a multi-round retrieval framework designed to maximize answer coverage.…

计算与语言 · 计算机科学 2026-02-23 Deniz Qian , Hung-Ting Chen , Eunsol Choi

Diffusion distillation, exemplified by Distribution Matching Distillation (DMD), has shown great promise in few-step generation but often sacrifices quality for sampling speed. While integrating Reinforcement Learning (RL) into distillation…

机器学习 · 计算机科学 2026-04-22 Linwei Dong , Ruoyu Guo , Ge Bai , Zehuan Yuan , Yawei Luo , Changqing Zou

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

数值分析 · 数学 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…

机器学习 · 计算机科学 2020-11-18 Minyoung Kim , Vladimir Pavlovic

Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…

机器学习 · 计算机科学 2026-02-03 Zijun Chen , Shengbo Wang , Nian Si

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

机器学习 · 计算机科学 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

Diffusion probabilistic models (DPMs) represent a class of powerful generative models. Despite their success, the inference of DPMs is expensive since it generally needs to iterate over thousands of timesteps. A key problem in the inference…

机器学习 · 计算机科学 2022-05-04 Fan Bao , Chongxuan Li , Jun Zhu , Bo Zhang

Regularization schemes for regression have been widely studied in learning theory and inverse problems. In this paper, we study distribution regression (DR) which involves two stages of sampling, and aims at regressing from probability…

机器学习 · 计算机科学 2021-10-27 Zhan Yu , Daniel W. C. Ho , Ding-Xuan Zhou

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

机器学习 · 统计学 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

The Fundamental Risk Quadrangle (FRQ) is a unified framework linking risk management, statistical estimation, and optimization. Distributionally robust optimization (DRO) based on $\varphi$-divergence minimizes the maximal expected loss,…

最优化与控制 · 数学 2024-12-11 Cheng Peng , Anton Malandii , Stan Uryasev

In this paper we propose an acceptance-rejection sampler using stratified inputs as diver sequence. We estimate the discrepancy of the points generated by this algorithm. First we show an upper bound on the star discrepancy of order…

统计计算 · 统计学 2014-08-11 Houying Zhu , Josef Dick