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Importance sampling has been successfully used to accelerate stochastic optimization in many convex problems. However, the lack of an efficient way to calculate the importance still hinders its application to Deep Learning. In this paper,…

机器学习 · 计算机科学 2017-09-14 Angelos Katharopoulos , François Fleuret

Etching experiments were performed that reveal the vertical distribution of optically active nitrogen-vacancy (NV) centers in diamond created in close proximity to a surface through ion implantation and annealing. The NV distribution…

介观与纳米尺度物理 · 物理学 2009-11-13 Charles Santori , Paul E. Barclay , Kai-Mei C. Fu , Raymond G. Beausoleil

Data-efficient learning has garnered significant attention, especially given the current trend of large multi-modal models. Recently, dataset distillation has become an effective approach by synthesizing data samples that are essential for…

机器学习 · 计算机科学 2024-08-08 Yue Xu , Yong-Lu Li , Kaitong Cui , Ziyu Wang , Cewu Lu , Yu-Wing Tai , Chi-Keung Tang

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

机器学习 · 计算机科学 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically…

机器学习 · 计算机科学 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

机器人学 · 计算机科学 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

We present a new optimised model of Brookes-Herring ionized impurity scattering for use in Monte Carlo simulations of semiconductors. When implemented, it greatly decreases the execution time needed for simulations (typically by a factor of…

其他凝聚态物理 · 物理学 2007-05-23 W. Th. Wenckebach , P. Kinsler

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

概率论 · 数学 2014-04-10 Martin Hairer , Jonathan Weare

Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…

机器学习 · 计算机科学 2021-07-30 Lauro Langosco di Langosco , Vincent Fortuin , Heiko Strathmann

Simulating the dynamics of ions near polarizable nanoparticles (NPs) using coarse-grained models is extremely challenging due to the need to solve the Poisson equation at every simulation timestep. Recently, a molecular dynamics (MD) method…

计算物理 · 物理学 2019-11-01 JCS Kadupitiya , Geoffrey C. Fox , Vikram Jadhao

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

高能物理 - 唯象学 · 物理学 2020-10-21 Matthew D. Klimek , Maxim Perelstein

Purpose: The introduction of Gold NanoParticles (GNPs) in radiotherapy requires consideration of GNP size, location, and quantity, and more, as well as beam quality. The work is presented in two parts, with Part I (this work) investigating…

医学物理 · 物理学 2023-05-04 Martin P. Martinov , Elizabeth M. Fletcher , Rowan M. Thomson

In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…

机器学习 · 计算机科学 2020-11-09 Sebastian Curi , Kfir. Y. Levy , Stefanie Jegelka , Andreas Krause

Value iteration-type methods have been extensively studied for computing a nearly optimal value function in reinforcement learning (RL). Under a generative sampling model, these methods can achieve sharper sample complexity than policy…

最优化与控制 · 数学 2026-04-08 Zhichao Jia , Guanghui Lan

Deep reinforcement learning (RL) algorithms suffer severe performance degradation when the interaction data is scarce, which limits their real-world application. Recently, visual representation learning has been shown to be effective and…

机器学习 · 计算机科学 2022-08-17 Yang Yue , Bingyi Kang , Zhongwen Xu , Gao Huang , Shuicheng Yan

We estimate the global minimum variance (GMV) portfolio in the high-dimensional case using results from random matrix theory. This approach leads to a shrinkage-type estimator which is distribution-free and it is optimal in the sense of…

统计金融 · 定量金融 2023-04-19 Taras Bodnar , Nestor Parolya , Wolfgang Schmid

Adaptive importance sampling (AIS) algorithms are a rising methodology in signal processing, statistics, and machine learning. An effective adaptation of the proposals is key for the success of AIS. Recent works have shown that gradient…

统计计算 · 统计学 2025-03-27 Víctor Elvira , Émilie Chouzenoux , O. Deniz Akyildiz

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

机器学习 · 计算机科学 2025-08-04 Liuyun Xu , Seymour M. J. Spence

Distributed detection fusion with high-dimension conditionally dependent observations is known to be a challenging problem. When a fusion rule is fixed, this paper attempts to make progress on this problem for the large sensor networks by…

信息论 · 计算机科学 2016-05-03 Hang Rao , Xiaojing Shen , Yunmin Zhu , Jianxin Pan

Gradient descent (GD) methods for the training of artificial neural networks (ANNs) belong nowadays to the most heavily employed computational schemes in the digital world. Despite the compelling success of such methods, it remains an open…

最优化与控制 · 数学 2025-09-01 Shokhrukh Ibragimov , Arnulf Jentzen , Adrian Riekert