arXiv research

Antithetic noise improves diffusion models' uncertainty quantification.

New method estimates nested expectations with biased and antithetic sampling.

ARMS improves gradient estimation for binary variables using antithetic samples.

Stochastic optimization techniques are standard in variational inference algorithms. These methods estimate gradients by approximating expectations with independent Monte Carlo samples. In this paper, we explore a technique that uses correlated, but more representative , samples to reduce estimator variance. Specifical…

CARMS improves gradient estimation for categorical variables.

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the convergence. In this paper, we propose the antithetic sampling strategy to reduce the va…

DisARM improves gradient estimation for binary latent variables.

Improved MLMC method boosts risk estimation efficiency.

New algorithms improve MCMC efficiency for complex distributions.

In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is incomplete, which prevents the direct application of existing modelling tools for complet…

New algorithm reduces variance in stochastic gradient estimation.

This paper uses Monte Carlo simulation to value quality options in agricultural futures contracts.

A new method improves graph random features with quasi-Monte Carlo techniques.

In this paper we introduce a new multilevel Monte Carlo (MLMC) estimator for multi-dimensional SDEs driven by Brownian motions. Giles has previously shown that if we combine a numerical approximation with strong order of convergence $O(Δt)$ with MLMC we can reduce the computational complexity to estimate expected value…

This paper considers the problem of estimating an unknown high dimensional signal from noisy linear measurements, {when} the signal is assumed to possess a \emph{group-sparse} structure in a {known,} fixed dictionary. We consider signals generated according to a natural probabilistic model, and establish new conditions…

Framework for sensitivity analysis in biomanufacturing processes.

Study compares models for pricing multi-strike quanto call options with SV, SC, and SER.

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are approximated by Gaussian sampling. These approaches are of particular interest …

To backpropagate the gradients through stochastic binary layers, we propose the augment-REINFORCE-merge (ARM) estimator that is unbiased, exhibits low variance, and has low computational complexity. Exploiting variable augmentation, REINFORCE, and reparameterization, the ARM estimator achieves adaptive variance reducti…

We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game. This class of games is motivated by the indirect nature of the competition in Ge…

In this paper, we are interested in the strong convergence properties of the Ninomiya-Victoir scheme which is known to exhibit weak convergence with order 2. We prove strong convergence with order $1/2$. This study is aimed at analysing the use of this scheme either at each level or only at the finest level of a multil…

Study shows different price correlations in European electricity markets.

A new volatility model calibrates SPX & VIX smiles with 6 parameters.

Adaptive SAA solves large-scale stochastic linear programs efficiently.

Measures three types of noise in LLM evaluations.

The study investigates noise effects on parameter estimation for Ornstein-Uhlenbeck processes.

Noise in SGD affects overparameterized models, favoring sparse solutions.

L2R learns to denoise images without needing noise distribution knowledge.

Interpolating label noise makes models vulnerable to adversarial attacks.

NR-GANs learn clean images from noisy data.

We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that injected noise speeds up the average convergence of the EM algorithm to a local…

BeGIN benchmarks GNNs for instance-dependent label noise in graphs.

Enhanced consistency bounds derived for classification under a new noise condition.

Proposes a progressive label correction method for feature-dependent label noise.

New methods for handling time-varying label noise in time series classification.

NoiseRank reduces label noise without supervision, improving classification accuracy.

Paper tackles online control of linear systems with unbounded noise.

Efficient algorithm for halfspaces with specific noise conditions.

Study on noise models for noisy labels in NLP.

Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate the sparse signal of interest and the sparse noise of no interest.…

TrustNet robustly learns noise patterns from trusted data to improve weakly-supervised classification.

Noise enhancement improves generalization in training.

HeMPPCAT improves PCA for data with varying noise.

The paper examines various RL algorithms to address overestimation and noise issues.

Geometry-aware noise improves model generalization on complex manifolds.

A method uses confidence scores to handle noisy labels for each instance.

New insights into noise distribution for self-supervised learning.

New method designs joint initial noises for diffusion models to improve diversity and alignment.