相关论文: A Robbins--Monro Sequence That Can Exploit Prior I…

Deep learning is increasingly moving towards a transfer learning paradigm whereby large foundation models are fine-tuned on downstream tasks, starting from an initialization learned on the source task. But an initialization contains…

Information-directed sampling (IDS) is a powerful framework for solving bandit problems which has shown strong results in both Bayesian and frequentist settings. However, frequentist IDS, like many other bandit algorithms, requires that one…

Accurate noise modelling is important for training of deep learning reconstruction algorithms. While noise models are well known for traditional imaging techniques, the noise distribution of a novel sensor may be difficult to determine a…

Bayesian neural networks attempt to combine the strong predictive performance of neural networks with formal quantification of uncertainty associated with the predictive output in the Bayesian framework. However, it remains unclear how to…

While diffusion priors generate high-quality posterior samples across many inverse problems, they are often trained on limited training sets or purely simulated data, thus inheriting the errors and biases of these underlying sources.…

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

We propose to accelerate the rate of convergence of the pattern recognition task by directly minimizing the variance diameters of certain hypothesis spaces, which are critical quantities in fast-convergence results.We show that the variance…

Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a…

Information projections are the key building block of variational inference algorithms and are used to approximate a target probabilistic model by projecting it onto a family of tractable distributions. In general, there is no guarantee on…

Retrosynthesis strategically plans the synthesis of a chemical target compound from simpler, readily available precursor compounds. This process is critical for synthesizing novel inorganic materials, yet traditional methods in inorganic…

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…

This paper addresses second-order stochastic optimization for estimating the minimizer of a convex function written as an expectation. A direct recursive estimation technique for the inverse Hessian matrix using a Robbins-Monro procedure is…

Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…

We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular of which is known as Stochastic Gradient Langevin Dynamics.…

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

We develop a model-based methodology for integrating gene-set information with an experimentally-derived gene list. The methodology uses a previously reported sampling model, but takes advantage of natural constraints in the…

Now a days, data mining and knowledge discovery methods are applied to a variety of enterprise and engineering disciplines to uncover interesting patterns from databases. The study of Sequential patterns is an important data mining problem…

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…