相关论文: Particle Smoothing Variational Objectives

We consider the following sequential decision problem. Given a set of items of unknown utility, we need to select one of as high a utility as possible (``the selection problem''). Measurements (possibly noisy) of item values prior to…

In this paper, we address a manifold constrained nonsmooth optimization problem involving the composition of a weakly convex function and a smooth mapping under the availability of a parametrization of the manifold. To find a stationary…

Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…

This work proposes a nonlinear stochastic filter evolved on the Special Orthogonal Group SO(3) as a solution to the attitude filtering problem. One of the most common potential functions for nonlinear deterministic attitude observers is…

The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…

We consider the problem of designing efficient particle filters for twisted Feynman--Kac models. Particle filters using twisted models can deliver low error approximations of statistical quantities and such twisting functions can be learnt…

Nonlinear model predictive control (NMPC) has gained widespread use in many applications. Its formulation traditionally involves repetitively solving a nonlinear constrained optimization problem online. In this paper, we investigate NMPC…

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…

Parametric verification of linear temporal properties for stochastic models can be expressed as computing the satisfaction probability of a certain property as a function of the parameters of the model. Smoothed model checking (smMC) aims…

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Based on the framework of multiple instance learning (MIL), tremendous works have promoted the advances of weakly supervised object detection (WSOD). However, most MIL-based methods tend to localize instances to their discriminative parts…

Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC)…

We propose a new smoothing method for obtaining surface densities from discrete particle positions from numerical simulations. This is an essential step for many applications in gravitational lensing. This method is based on the ``scatter''…

Structure-Based molecule optimization (SBMO) aims to optimize molecules with both continuous coordinates and discrete types against protein targets. A promising direction is to exert gradient guidance on generative models given its…

We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) methods-originally proposed for offline smoothing-to the…

In this paper, we propose a novel data-pruning approach called moving-one-sample-out (MoSo), which aims to identify and remove the least informative samples from the training set. The core insight behind MoSo is to determine the importance…

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…

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…

In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy…