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We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

机器学习 · 计算机科学 2015-12-03 Edward Meeds , Max Welling

For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…

Reinforcement learning (RL) has emerged as a powerful framework for improving the reasoning capabilities of large language models (LLMs). However, most existing RL approaches rely on sparse outcome rewards, which fail to credit correct…

机器学习 · 计算机科学 2026-01-28 Haolin Liu , Dian Yu , Sidi Lu , Yujun Zhou , Rui Liu , Zhenwen Liang , Haitao Mi , Chen-Yu Wei , Dong Yu

Large language models (LLMs) have demonstrated their remarkable capacity across a variety of tasks. However, reasoning remains a challenge for LLMs. To improve LLMs' reasoning ability, process supervision has proven to be better than…

人工智能 · 计算机科学 2025-01-06 Shuangtao Li , Shuaihao Dong , Kexin Luan , Xinhan Di , Chaofan Ding

Estimating high-quality images while also quantifying their uncertainty are two desired features in an image reconstruction algorithm for solving ill-posed inverse problems. In this paper, we propose plug-and-play Monte Carlo (PMC) as a…

图像与视频处理 · 电气工程与系统科学 2024-08-29 Yu Sun , Zihui Wu , Yifan Chen , Berthy T. Feng , Katherine L. Bouman

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

统计计算 · 统计学 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

统计计算 · 统计学 2017-03-16 Alexandros Beskos , Ajay Jasra , Kody Law , Youssef Marzouk , Yan Zhou

With current state-of-the-art approaches aimed at enhancing the reasoning capabilities of Large Language Models(LLMs) through iterative preference learning inspired by AlphaZero, we propose to further enhance the step-wise reasoning…

机器学习 · 计算机科学 2024-12-24 Huchen Jiang , Yangyang Ma , Chaofan Ding , Kexin Luan , Xinhan Di

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…

统计计算 · 统计学 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…

数值分析 · 数学 2026-04-06 Yu Xu , Xiaoqun Wang

We discuss the improvement in the accuracy of a Monte Carlo integration that can be obtained by optimization of the `a-priori weights' of the various channels. These channels may be either the strata in a stratified-sampling approach, or…

高能物理 - 唯象学 · 物理学 2009-10-28 R. Kleiss , R. Pittau

Process reward models (PRMs) offer fine-grained, step-level evaluations that facilitate deeper reasoning processes in large language models (LLMs), proving effective in complex tasks like mathematical reasoning. However, developing PRMs is…

机器学习 · 计算机科学 2025-10-15 Yuyang Ding , Xinyu Shi , Juntao Li , Xiaobo Liang , Zhaopeng Tu , Min Zhang

This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…

统计方法学 · 统计学 2025-04-22 Jingtao Zhang , Xi Chen

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

统计方法学 · 统计学 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

统计计算 · 统计学 2026-02-06 Sarah Polson , Vadim Sokolov

Verifiers or reward models are often used to enhance the reasoning performance of large language models (LLMs). A common approach is the Best-of-N method, where N candidate solutions generated by the LLM are ranked by a verifier, and the…

机器学习 · 计算机科学 2025-02-25 Lunjun Zhang , Arian Hosseini , Hritik Bansal , Mehran Kazemi , Aviral Kumar , Rishabh Agarwal

Recent advances in large language models (LLMs) have increasingly relied on reinforcement learning (RL) to improve their reasoning capabilities. Three types of approaches have been widely adopted: The first relies on a deep neural network…

机器学习 · 计算机科学 2026-05-19 Shijin Gong , Kai Ye , Jin Zhu , Xinyu Zhang , Hongyi Zhou , Chengchun Shi

A promising approach for improving reasoning in large language models is to use process reward models (PRMs). PRMs provide feedback at each step of a multi-step reasoning trace, potentially improving credit assignment over outcome reward…

Large language models (LLMs) have achieved significant performance gains via scaling up model sizes and/or data. However, recent evidence suggests diminishing returns from such approaches, motivating scaling the computation spent at…

机器学习 · 计算机科学 2025-08-15 Isha Puri , Shivchander Sudalairaj , Guangxuan Xu , Kai Xu , Akash Srivastava

We introduce a principled probabilistic framework for reward-guided decoding in large language models, addressing the limitations of standard decoding methods that optimize token-level likelihood rather than sequence-level quality. Our…