相关论文: An Extendable Python Implementation of Robust Opti…

Large language models (LLMs) have shown strong performance in many reasoning benchmarks. However, recent studies have pointed to memorization, rather than generalization, as one of the leading causes for such performance. LLMs, in fact, are…

We introduce mlOSP, a computational template for Machine Learning for Optimal Stopping Problems. The template is implemented in the R statistical environment and publicly available via a GitHub repository. mlOSP presents a unified numerical…

We introduce a new algorithm which we call the {Rational Hybrid Monte Carlo} Algorithm (RHMC). This method uses a rational approximation to the fermionic kernel together with a noisy Kennedy-Kuti acceptance step to give an efficient…

Enhancing the mathematical reasoning of Large Language Models (LLMs) is a pivotal challenge in advancing AI capabilities. While Supervised Fine-Tuning (SFT) and Reinforcement Learning (RL) are the dominant training paradigms, a systematic…

Conformal prediction aims to determine precise levels of confidence in predictions for new objects using past experience. However, the commonly used exchangeable assumptions between the training data and testing data limit its usage in…

There is significant interest in rapid protein simulations because of the time-scale limitations of all-atom methods. Exploiting the low cost and great availability of computer memory, we report a Monte Carlo technique for incorporating…

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are…

We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

In this paper, the minimization of computational cost on evaluating multi-dimensional integrals is explored. More specifically, a method based on an adaptive scheme for error variance selection in Monte Carlo integration (MCI) is presented.…

We study the robust matrix completion (RMC) problem subject to both sparse outliers and stochastic noise. A non-convex method termed Accelerated Robust Matrix Completion (ARMC) is proposed, which accelerates a prior non-convex approach by…

Parameter estimation, statistical tests and confidence sets are the cornerstones of classical statistics that allow scientists to make inferences about the underlying process that generated the observed data. A key question is whether one…

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a combination of optimal coupling transformations between coarse…

In this work we address the problem of performing a repetitive task when we have uncertain observations and dynamics. We formulate this problem as an iterative infinite horizon optimal control problem with output feedback. Previously, this…

Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly…

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…