相关论文: Adaptive Correlated Monte Carlo for Contextual Cat…

Importance sampling (IS) is commonly used for cross validation (CV) in Bayesian models, because it only involves reweighting existing posterior draws without needing to re-estimate the model by re-running Markov chain Monte Carlo (MCMC).…

Recent advances in reasoning with large language models (LLMs) have shown the effectiveness of Monte Carlo Tree Search (MCTS) for generating high quality intermediate trajectories, particularly in math and symbolic domains. Inspired by…

We consider the computation of the permanent of a binary n by n matrix. It is well- known that the exact computation is a #P complete problem. A variety of Markov chain Monte Carlo (MCMC) computational algorithms have been introduced in the…

Gradient-based Monte Carlo sampling algorithms, like Langevin dynamics and Hamiltonian Monte Carlo, are important methods for Bayesian inference. In large-scale settings, full-gradients are not affordable and thus stochastic gradients…

Most solved dynamic structural macrofinance models are non-linear and/or non-Gaussian state-space models with high-dimensional and complex structures. We propose an annealed controlled sequential Monte Carlo method that delivers numerically…

Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

Monte Carlo rendering and modern generative models both transform uncertain states into structured images, yet they are usually studied as separate processes. We introduce Monte Carlo Transport Scheduling, a framework that treats…

Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…

Diffusion models excel in generative tasks, but aligning them with specific objectives while maintaining their versatility remains challenging. Existing fine-tuning methods often suffer from reward over-optimization, while approximate…

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

For many analytical problems the challenge is to handle huge amounts of available data. However, there are data science application areas where collecting information is difficult and costly, e.g., in the study of geological phenomena, rare…

Sequential Monte Carlo (SMC) methods have recently shown successful results for conditional sampling of generative diffusion models. In this paper we propose a new diffusion posterior SMC sampler achieving improved statistical efficiencies,…

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…

Neural networks often assume independence among input data samples, disregarding correlations arising from inherent clustering patterns in real-world datasets (e.g., due to different sites or repeated measurements). Recently, mixed effects…

When samples have internal structure, we often see a mismatch between the objective optimized during training and the model's goal during inference. For example, in sequence-to-sequence modeling we are interested in high-quality translated…

The Monte Carlo event generators (MC) are used for the simulation of different processes in high energy physics. To achieve the best description of the data, the parameters of simulations are adjusted (tuned) with different methods. In this…

We study weighted particle systems in which new generations are resampled from current particles with probabilities proportional to their weights. This covers a broad class of sequential Monte Carlo (SMC) methods, widely-used in applied…