相关论文: Sequential importance sampling for multiway tables

This paper introduces an algorithm to select demonstration examples for in-context learning of a query set. Given a set of $n$ examples, how can we quickly select $k$ out of $n$ to best serve as the conditioning for downstream inference?…

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a…

We develop an efficient Bayesian sequential inference framework for factor analysis models observed via various data types, such as continuous, binary and ordinal data. In the continuous data case, where it is possible to marginalise over…

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

In 2005, Chen et al introduced a sequential importance sampling (SIS) procedure to analyze zero-one two-way tables with given fixed marginal sums (row and column sums) via the conditional Poisson (CP) distribution. They showed that compared…

Probabilistic next-token prediction trained using cross-entropy loss is the basis of most large language models. Given a sequence of previous values, next-token prediction assigns a probability to each possible next value in the vocabulary.…

We present a new distribution-free conformal prediction algorithm for sequential data (e.g., time series), called the \textit{sequential predictive conformal inference} (\texttt{SPCI}). We specifically account for the nature that time…

The analysis of contingency tables is a powerful statistical tool used in experiments with categorical variables. This study improves parts of the theory underlying the use of contingency tables. Specifically, the linkage disequilibrium…

Data used for analytics and machine learning often take the form of tables with categorical entries. We introduce a family of lossless compression algorithms for such data that proceed in four steps: $(i)$ Estimate latent variables…

The likelihood for the parameters of a generalized linear mixed model involves an integral which may be of very high dimension. Because of this intractability, many approximations to the likelihood have been proposed, but all can fail when…

We present a subset selection algorithm designed to work with arbitrary model families in a practical batch setting. In such a setting, an algorithm can sample examples one at a time but, in order to limit overhead costs, is only able to…

In pattern mining, sequential rules provide a formal framework to capture the temporal relationships and inferential dependencies between items. However, the discovery process is computationally intensive. To obtain mining results…

We present a theory for slicing probabilistic imperative programs -- containing random assignments, and ``observe'' statements (for conditioning) -- represented as probabilistic control-flow graphs (pCFGs) whose nodes modify probability…

We investigate multi-label classification involving large sets of labels, where the output labels may be known to satisfy some logical constraints. We look at an architecture in which classifiers for individual labels are fed into an…

Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…

Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…

The method of choice to study one-dimensional strongly interacting many body quantum systems is based on matrix product states and operators. Such method allows to explore the most relevant, and numerically manageable, portion of an…

Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…