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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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189378567756 · Jun 202019922001200920182026
48 results for multi-sample importance sampling

Improves variational inference for deep latent models using multi-sample importance sampling.

problem Improving variational inference for deep latent variable models.
method Developed a new unbiased gradient estimator for multi-sample importance-sampled objectives.
result The new estimator yields models that use more of their capacity and achieve higher likelihoods.

AISLE framework improves on IWAE by directly optimising proposal distribution.

problem IWAE's multi-sample objective leads to inference-network gradients that break down with increasing samples.
method Introduces AISLE framework, which optimises proposal distribution directly.
result AISLE admits IWAE-STL and IWAE-DREG as special cases, avoiding breakdown.

Improved privacy-preserving methods for estimating multiple samples from distributions.

problem Estimating multiple samples from distributions while maintaining privacy.
method Developed new multi-sampling techniques for differentially private data estimation.
result Achieved significant reduction in sample complexity for multi-sampling from finite domains and Gaussian distributions.

ARMS improves gradient estimation for binary variables using antithetic samples.

problem Estimating gradients for binary variables in discrete latent variable models.
method ARMS uses antithetic samples generated by a copula to estimate gradients more efficiently and unbiasedly.
result ARMS outperforms competing methods in training generative models and optimizing variational bounds.

Tensor Monte Carlo improves variational autoencoders for high-dimensional latent spaces.

problem Scalability issues in IWAEs for high-dimensional latent spaces.
method Tensor Monte Carlo (TMC) draws exponentially many samples separately for each latent variable and averages them.
result TMC outperforms IWAE on a generative model with multiple stochastic layers.

This paper improves SNN training by using multiple sample compartments.

problem Training SNNs with single-sample estimators leads to inaccurate log-likelihood estimates.
method Proposes a GEM-based online learning algorithm that uses multiple independent spiking signals.
result Significant improvements in log-likelihood, accuracy, and calibration with multiple compartments.

A novel rejection sampling step improves variational inference for latent variable models.

problem High variance in gradient estimates for approximate posterior in stochastic variational inference.
method Rejection sampling to discard low-likelihood samples and a new gradient estimator.
result Improves marginal log-likelihood estimation by 3.71 nats and 0.21 nats.

Two new estimators improve VAE training for hierarchical and prior parameters.

problem Efficient gradient estimation for VAEs with hierarchical and prior parameters.
method Developed two generalizations of Doubly-Reparameterized Gradient Estimators (DReGs) for VAEs.
result Improved training of conditional and hierarchical VAEs on image modeling tasks.

Bayesian neural networks with data augmentation show a persistent cold posterior effect.

problem Understanding the cold posterior effect in Bayesian neural networks with data augmentation.
method Developed principled Bayesian neural networks using data augmentation, providing exact likelihoods and tight bounds.
result The cold posterior effect persists even in models incorporating data augmentation, suggesting it's not an artifact.

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

problem Independent initial noises limit diversity in generated images.
method Coupling of initial noises, maintaining Gaussian distribution while allowing dependence.
result Repulsive Gaussian coupling improves diversity without increasing sampling cost.

Proposes a method to compare noisy high-dimensional datasets with low-dimensional manifolds.

problem Comparing distributions on manifolds in noisy high-dimensional datasets.
method Linking low-rank structure to manifold geometry, developing a scale-invariant distance measure.
result Superior robustness and statistical power compared to existing methods.

New techniques model related samples using kernel mixtures, addressing shared and varying components with misalignments.

problem Modeling related samples with shared and varying components, accounting for misalignments.
method Introduces ψψ-stick breaking for mixing weights and kernel perturbation for misalignment.
result Efficient Bayesian inference for models incorporating these techniques.

ECLIPSE detects AI hallucinations in finance with high accuracy.

problem Hallucinations in AI-generated answers limit safe deployment in finance.
method Combines entropy estimation and perplexity decomposition to measure model evidence use.
result ECLIPSE achieves ROC AUC of 0.89 and average precision of 0.90 on financial QA dataset.

This paper introduces a new learning rule for probabilistic SNNs that improves log-likelihood, accuracy, and calibration.

problem Training and inference of deterministic SNNs are constrained by their inability to generate multiple independent outputs.
method Introduces a generalized expectation-maximization (GEM) learning rule for probabilistic SNNs.
result The GEM-SNN learning rule leads to significant improvements in log-likelihood, accuracy, and calibration.

Paper proposes inference method for high-dimensional censored quantile regression.

problem Identifying heterogeneous effects of high-dimensional genetic biomarkers on survival outcomes.
method Combines low-dimensional model estimates based on multi-sample splittings and variable selection.
result Proposed estimator is consistent and asymptotically follows a Gaussian process.

UCPO improves diversity in reinforcement learning models, maintaining high accuracy.

problem RLVR objectives often lead to diversity collapse, reducing coverage of correct solutions.
method UCPO adds a conditional uniformity penalty to GRPO, redistributing probability mass.
result UCPO improves Pass@K and diversity while maintaining competitive Pass@1 accuracy.

Paper proposes a new importance sampling method for reducing variance.

problem Reducing variance in importance sampling when training and testing data come from different distributions.
method A new variant of importance sampling that reduces variance by orders of magnitude.
result The new estimator can improve estimates of treatment effectiveness using limited data.

Paper proposes a method to estimate variance reduction in DNN training using importance sampling.

problem Challenges in assessing variance reduction during DNN training using importance sampling.
method Proposes a method for estimating variance reduction using minibatches sampled under importance sampling.
result Demonstrates consistent reduction in variance, improved training efficiency, and enhanced model accuracy.

The paper analyzes and improves privacy in machine learning through importance sampling.

problem Ensuring privacy in machine learning while maintaining utility and efficiency.
method Individualized privacy analysis of importance sampling, proposing two approaches for constructing sampling distributions.
result Proposed approaches optimize privacy-efficiency trade-off and outperform uniform sampling.

The importance-weighted risk estimator can be skewed, leading to suboptimal regularization parameters.

problem Skewed sampling distribution of the importance-weighted risk estimator affects model selection.
method Empirical study of the sampling distribution of the importance-weighted risk estimator.
result The importance-weighted risk estimator produces overestimates for the majority of cases and underestimates for tail cases, leading to suboptimal regularization parameters.

Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estim…

2014-01-13abs ↗pdf ↗

Paper introduces a new sampling method combining Consistency Models with importance sampling.

problem Inherent errors in samples and high NFEs for high-quality samples in Boltzmann distributions.
method Combines Consistency Models with importance sampling to produce unbiased samples with minimal NFEs.
result Produces unbiased samples using only 6-25 NFEs, comparable to 100 NFEs for DDPMs.

Low-rank MPPCA improves importance sampling in high dimensions.

problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.

Framework improves gradient estimation for faster training convergence.

problem Efficiently estimating noisy gradients in stochastic optimization.
method Dynamic adaptive importance sampling combining multiple distributions.
result Adaptively weighted multiple importance sampling yields superior gradient estimates.

New IS methods fail to reduce variance in long-horizon MDPs.

problem High variance in off-policy evaluation for long-horizon domains.
method Conditional Monte Carlo analysis of IS methods.
result No strict variance reduction for per-decision or stationary IS methods in finite horizon MDPs.

Enhances statistical mechanics solving using VANs with MCMC or importance sampling.

problem Sampling error in solving statistical mechanics using VANs.
method Integrates MCMC or importance sampling to correct sampling error in VANs.
result Asymptotically unbiased estimators for physical quantities are achieved.

Stein Variational Adaptive Importance Sampling improves IS with SVGD, reducing KL divergence.

problem Improving the efficiency and interpretability of importance sampling.
method Combines Stein variational gradient descent with importance sampling.
result Significantly reduces KL divergence between proposal and target distributions.

We develop a new method to estimate failure probabilities in complex systems.

problem Estimating failure probabilities in safety-critical autonomous systems is challenging due to the rarity of failures and large state spaces.
method We propose an adaptive importance sampling algorithm that minimizes forward Kullback-Leibler divergence and uses Markov score ascent methods.
result Our method provides more accurate failure probability estimates than existing techniques.

We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant points in the target distribution. We prove that it is possible to introduce search…

2013-01-16abs ↗pdf ↗