arXiv research

Log-density gradient estimation is a fundamental statistical problem and possesses various practical applications such as clustering and measuring non-Gaussianity. A naive two-step approach of first estimating the density and then taking its log-gradient is unreliable because an accurate density estimate does not neces…

Proposes log density gradient to improve reinforcement learning sample complexity.

Improved VI with Price's gradient estimator for target log-density.

DPS uses PINNs to estimate drift in diffusion models for sampling.

Smart Bayes integrates generative and discriminative features for improved classification.

Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a non-Gaussian distribution. In this paper, we propose a novel NGCA algorithm based on log-density gradient estimation. Unlike existing methods, the proposed NGCA algorithm identifies the linear subspac…

A new metric tensor improves Riemann manifold Monte Carlo for Bayesian models.

A new sampling method, RC-LMC, reduces computational cost for high-dimensional log-concave distributions.

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is understood mainly in the setting of smooth (gradient-Lipschitz) log-densities, a seri…

Pathfinder uses quasi-Newton optimization for variational inference.

Modal regression is aimed at estimating the global mode (i.e., global maximum) of the conditional density function of the output variable given input variables, and has led to regression methods robust against heavy-tailed or skewed noises. The conditional mode is often estimated through maximization of the modal regre…

Proposes a deep neural network for multi-dimensional functional data classification.

New method for estimating diffusion model densities without solving flows.

Normalizing flow regression approximates posterior distributions without additional sampling.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

Estimates Gaussian location model with ridge regularization, comparing variational and spectral methods.

Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only Lipschitz conditions rather than strict architectural constraints are needed for enforci…

Noise-corrected Langevin algorithm improves sampling from noisy data.

Proximal Diffusion Models improve generative model efficiency.

Novel criterion identifies heteroscedastic noise in causal discovery.

BBVI converges nearly dimensionally independent for log-concave targets.

Mean shift clustering finds the modes of the data probability density by identifying the zero points of the density gradient. Since it does not require to fix the number of clusters in advance, the mean shift has been a popular clustering algorithm in various application fields. A typical implementation of the mean shi…

Lower bounds show many sampling algorithms need many gradient queries.

New method uses TT approximations to solve HJB equations for efficient sampling.

Study finds optimal martingale coupling between two distributions with minimal entropy.

We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov chain Monte Carlo operation and a deterministic transformation that can be optimized…

In this paper, we study the problem of sampling from a given probability density function that is known to be smooth and strongly log-concave. We analyze several methods of approximate sampling based on discretizations of the (highly overdamped) Langevin diffusion and establish guarantees on its error measured in the W…

Improves GANs by sampling from an energy-based model induced by discriminator scores.

SFG improves on-manifold sampling without labels or additional training.

In this paper we contribute a novel algorithm family, which generalizes many unsupervised techniques including unnormalized and energy models, and allows us to infer different statistical modalities (e.g. data likelihood and ratio between densities) from data samples. The proposed unsupervised technique, named Probabil…

We establish general conditions under which Markov chains produced by the Hamiltonian Monte Carlo method will and will not be geometrically ergodic. We consider implementations with both position-independent and position-dependent integration times. In the former case we find that the conditions for geometric ergodicit…

Conditional generative adversarial networks (cGANs) have gained a considerable attention in recent years due to its class-wise controllability and superior quality for complex generation tasks. We introduce a simple yet effective approach to improving cGANs by measuring the discrepancy between the data distribution and…

The TensorFlow Distributions library implements a vision of probability theory adapted to the modern deep-learning paradigm of end-to-end differentiable computation. Building on two basic abstractions, it offers flexible building blocks for probabilistic computation. Distributions provide fast, numerically stable metho…

A promising class of generative models maps points from a simple distribution to a complex distribution through an invertible neural network. Likelihood-based training of these models requires restricting their architectures to allow cheap computation of Jacobian determinants. Alternatively, the Jacobian trace can be u…

The kernel exponential family is a rich class of distributions, which can be fit efficiently and with statistical guarantees by score matching. Being required to choose a priori a simple kernel such as the Gaussian, however, limits its practical applicability. We provide a scheme for learning a kernel parameterized by …

Non-Gaussian component analysis (NGCA) is an unsupervised linear dimension reduction method that extracts low-dimensional non-Gaussian "signals" from high-dimensional data contaminated with Gaussian noise. NGCA can be regarded as a generalization of projection pursuit (PP) and independent component analysis (ICA) to mu…

In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that this method can be formulated as a first order optimization algorithm of an objective functional defined on the Wasserstein space of order $2$. Using this interpretation and techniques borrowed from convex optimization, we give a …

Unified view of score estimators for flexible densities.

Density estimation is a fundamental problem in statistical learning. This problem is especially challenging for complex high-dimensional data due to the curse of dimensionality. A promising solution to this problem is given here in an inference-free hierarchical framework that is built on score matching. We revisit the…

We consider the problem of sampling from a density of the form $p(x) \propto \exp(-f(x)- g(x))$, where $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a smooth and strongly convex function and $g: \mathbb{R}^d \rightarrow \mathbb{R}$ is a convex and Lipschitz function. We propose a new algorithm based on the Metropolis-Has…

New method estimates model discrepancy without sampling for unnormalized models.

BlackJAX simplifies Bayesian inference with modular, fast implementations.

A new sampling method reduces computational cost for high-dimensional log-concave distributions.

We consider log-supermodular models on binary variables, which are probabilistic models with negative log-densities which are submodular. These models provide probabilistic interpretations of common combinatorial optimization tasks such as image segmentation. In this paper, we focus primarily on parameter estimation in…

New algorithm tames non-linear growth in stochastic optimization.

Enhances normal mean estimation with side info using NIT approach.

A new diffusion method approximates Schrödinger bridge with improved convergence.

AR-DAE approximates entropy gradient for machine learning models.