FFJORD models generate complex distributions efficiently with unbiased density estimation.
problem Efficiently generating complex distributions with unbiased density estimation.
method FFJORD uses continuous-time invertible neural networks with Hutchinson's trace estimator for unbiased log-density estimation.
result FFJORD achieves state-of-the-art performance in high-dimensional density estimation, image generation, and variational inference.
Unbiased gradient estimation for Markov chains
problem Estimating gradients of stationary means in Markov chains
method Propose new unbiased estimators
result Improves efficiency for slow mixing Markov chains
Residual Flows improve flow-based models for density estimation.
problem Density estimation using flow-based models with biased log-density estimates.
method Proposed a Russian roulette estimator for unbiased log-density estimation and used an alternative infinite series for gradient calculation. Improved invertible residual blocks with activation functions avoiding derivative saturation and generalized Lipschitz condition to induced mixed norms.
result Residual Flows achieve state-of-the-art performance on density estimation and outperform coupling block networks in joint generative and discriminative modeling.
AR-DAE approximates entropy gradient for machine learning models.
problem Intractable computation of entropy gradient for continuous distributions.
method Amortized residual denoising autoencoder (AR-DAE) to approximate entropy gradient.
result AR-DAE provides an unbiased gradient approximation for entropy.
Develops unbiased estimation method using underdamped Langevin dynamics.
problem Estimating expectations of non-negative Lebesgue density probability measures.
method Underdamped Langevin dynamics, time-discretized versions, doubly randomized estimation.
result Proves finite variance and expected/finite cost of the proposed estimator.
New estimator uses k-nearest neighbor distances for density functionals.
problem Estimating general density functionals from data.
method Asymptotically unbiased estimator using inverse Laplace transform.
result Established L2-consistency and mean squared error convergence. Develops algorithm to differentiate Metropolis-Hastings for optimization.
problem Optimizing intractable densities with discrete components.
method Fuses stochastic automatic differentiation with Markov chain coupling schemes.
result Unbiased and low-variance gradient estimator for intractable densities.
Normalized compound random measures are flexible nonparametric priors for related distributions. We consider building general nonparametric regression models using normalized compound random measure mixture models. Posterior inference is made using a novel pseudo-marginal Metropolis-Hastings sampler for normalized comp…
DEDPUL improves PU learning by estimating proportions and classifying unlabeled data.
problem Analog to supervised binary classification with only positive samples clean and unlabeled mixtures of positive and negative.
method Applies a post-processing procedure to any classifier trained to distinguish positive and unlabeled data, estimating proportions alongside classification.
result Outperforms state-of-the-art in both proportion estimation and PU classification.
Paper introduces DLE for efficient inference of intractable models.
problem Intractable likelihood functions in model inference.
method DLE based on Kullback-Leibler divergence minimization and Stein operator.
result DLE can achieve Fisher efficiency under mild conditions.
Improved manifold-adaptive dimension estimator for better data complexity assessment.
problem Estimating intrinsic dimensionality of complex data.
method Revised and improved Farahmand-Szepesvári-Audibert (FSA) estimator, incorporating probability density function and median.
result Median-FSA estimator outperforms existing methods in accuracy and robustness.
A statistical model predicts generalization in few-shot learning.
problem Lack of validation sets in few-shot learning makes generalization estimation difficult.
method Introduced a Gaussian model of feature distribution and an unbiased estimator for class-conditional density distances.
result Our approach outperforms alternatives like leave-one-out cross-validation.
Estimates spectral density of large implicit matrices efficiently.
problem Estimating eigenvalues of large implicit matrices efficiently.
method Combines randomized estimation techniques to construct unbiased estimators.
result Validated methods on large-scale problems in graph theory and random matrix theory.
New method avoids high variance in infinite-horizon off-policy estimation.
problem High variance in importance sampling for long-horizon problems.
method Applies IS directly on stationary state-visitation distributions.
result Developed a novel approach to estimate density ratio.
Procedure for unbiasedly estimating value of optimized policies.
problem Unbiased estimation of value of optimized policies in A/B testing.
method Bagging process with inverse-propensity-weighting and per-sample value estimates.
result Unbiased estimator of the value of deploying an optimized policy.
New method for unbiased sampling of doubly-intractable distributions.
problem Hard computation of normalizing constants for complex probability distributions.
method Adapting random series truncation and Markov chain coupling for unbiased estimation of 1/Z.
result Estimators with lower variance and higher positive estimates.
SUMO provides unbiased log marginal likelihood estimation for latent variable models.
problem Biased estimates of log marginal likelihood in latent variable models.
method Randomized truncation of infinite series for unbiased estimation.
result Models trained with SUMO give better test-set likelihoods than standard methods.
MUSE provides unbiased stopping estimates for optimal problems.
problem Estimating the utility of optimal stopping problems.
method Backward recursive construction of the Multilevel Unbiased Stopping Estimator (MUSE).
result MUSE achieves ε-accuracy with O(1/ε^2) computational cost.
New algorithm for variational inference on non-differentiable models.
problem Challenges in stochastic variational inference for non-differentiable models.
method Generalizes reparameterization trick for non-differentiable models, splitting latent variables into differentiable and non-differentiable regions.
result Our algorithm reduces variance and remains unbiased for non-differentiable models.
Proposes unbiased estimators for training mixture of experts models.
problem Efficiently training large-scale mixture of experts models on modern hardware.
method Two unbiased estimators based on principled stochastic assignment procedures.
result Both estimators are more effective and robust than biased alternatives.
MixFlows uses a mixture of flows for efficient variational inference.
problem Efficient and reliable variational inference for complex models.
method A new variational family of mixed flows with efficient algorithms and convergence guarantees.
result MixFlows provides more reliable posterior approximations and comparable sample quality to MCMC methods.
New method uses neural networks for unbiased physical observable estimation.
problem Estimating physical observables with neural samplers.
method Asymptotically unbiased estimators for observables, including partition function-dependent ones.
result Superiority over existing methods in numerical experiments for the 2d Ising model.
New unbiased gradient estimators for complex optimization problems.
problem Unbiased and variance-limited gradient estimation for conditional stochastic optimization.
method Developed multilevel Monte Carlo gradient estimators for conditional stochastic optimization problems.
result Unbiased and finite variance gradient estimators for conditional stochastic optimization problems.
New theory of sensitivity for unbiased estimators using Wasserstein geometry.
problem Estimating the instability of estimators under small perturbations.
method Developed a new theory based on Wasserstein geometry, analogous to classical Cramér-Rao theory.
result Wasserstein-Cramér-Rao lower bound for sensitivity of unbiased estimators.
New method for unbiased regression reduces excess risk.
problem Least squares regression with optimal solution and Hessian matrix.
method Averaged stochastic gradient descent with time-average estimator.
result Unbiased estimator with O(1/k) expected excess risk.
Paper develops unbiased gradient estimator for continuous-time models.
problem Estimating unbiased gradient of log-likelihood for continuous-time models.
method Doubly randomized scheme with coupled conditional particle filter (CCPF).
result Unbiased gradient estimate facilitates gradient-based algorithms.
In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to multi-level Monte Carlo and provides a simple mechanism for constructing a finite variance…
Optimal Gaussian noise mechanisms achieve nearly optimal error in unbiased mean estimation.
problem Efficiently estimating the mean of high-dimensional data while preserving privacy.
method Differential privacy mechanisms with Gaussian noise, focusing on optimal covariance.
result Gaussian noise mechanisms achieve nearly optimal error among all private unbiased mean estimation mechanisms.
Developed unbiased estimators for Heston model with stochastic interest rates.
problem Estimating the Heston model with stochastic interest rates.
method Combined unbiased estimators with the Heston model and developed a semi-exact log-Euler scheme.
result Convergence rate of O(h) in the L2 norm for a wide range of models. Developed criteria for selecting non-normalized models using NCE and score matching.
problem No information criteria for non-normalized models estimated by NCE or score matching.
method Developed information criteria based on discrepancy measures for non-normalized models estimated by NCE or score matching.
result The proposed criteria enable selection of the appropriate non-normalized model in a data-driven manner.
This paper improves bandwidth selectors for SPBNs to enhance their performance.
problem Suboptimal density estimation and reduced predictive performance in SPBNs due to normal rule bandwidth selection.
method Theoretical framework for state-of-the-art bandwidth selectors (cross-validation and plug-in methods) are established and evaluated.
result Cross-validation selectors outperform the normal rule, especially in high sample size scenarios.
Unbiased smoothing method improves accuracy in noisy measurements.
problem Approximating latent Markov process expectations with noisy measurements.
method Coupling Particle Independent Metropolis-Hastings (PIMH) chains.
result Unbiased smoothing estimators for parallel computing and confidence intervals.
LFIS uses a time-dependent velocity field to sample from complex distributions.
problem Sampling from unnormalized density functions.
method LFIS learns a time-dependent velocity field to transport samples from a simple initial distribution to a complex target distribution.
result LFIS achieves state-of-the-art performance on various benchmark problems.
Unbiased gradient estimation improves VAE performance.
problem Training VAEs via maximum likelihood is difficult due to intractable integrals.
method Introduced unbiased estimators of the log-likelihood gradient using coupled Markov chains.
result Unbiased estimators lead to better predictive performance in VAEs.
This paper tackles unbiased loss functions for multilabel classification with missing labels.
problem Missing labels in multilabel classification tasks, especially in extreme multi-label classification (XMC).
method Derives unbiased estimators for multilabel reductions, including non-decomposable ones, and addresses increased variance with convex upper-bounds.
result Switching to unbiased estimators can alter the bias-variance trade-off and may require stronger regularization.
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.
The paper presents unbiased estimators for random design regression.
problem Bias in least squares solutions for random design regression.
method Volume-rescaled sampling of input points to produce unbiased estimators.
result An unbiased estimator can be constructed with a sample size of O(dlogd + d/ε).
A new algorithm resamples Bernoulli race particle filters using true weights.
problem Handling intractable weights in particle filters.
method Proposes a novel resampling method using true weights with an unbiased estimator.
result Demonstrates lower variance in filtering estimates compared to standard methods.
Optimizes AIS hyperparameters for efficient marginal likelihood estimation.
problem Limited computation budget affects AIS performance.
method Flexible intermediary distributions defined by residual density, parameter sharing, and fix linear schedule.
result Optimized-Path AIS reduces sampling iterations and improves performance.
Paper proposes a new optimizer for faster nonconvex optimization.
problem Optimizing nonconvex objectives efficiently and quickly.
method Integrates stochastic and biased gradient estimation with a hyper-parameter.
result The hyper-parameter can be configured to improve convergence rate.
We find an unbiased estimator for MMD variance.
problem Efficiently estimating the variance of MMD estimators.
method Extending and correcting previous work, we derive an unbiased estimator for MMD variance.
result We provide a truly unbiased estimator for MMD variance with no additional computational cost.
Unbiased methods for alpha-divergence minimization struggle in high dimensions.
problem The difficulty of unbiased alpha-divergence minimization in high dimensions.
method Signal-to-Noise Ratio (SNR) analysis of gradient estimators.
result The SNR of the gradient estimator worsens exponentially with dimensionality.
Paper develops an unbiased risk estimator for learning with augmented classes.
problem Learning with augmented classes where unseen classes might appear in testing.
method Uses unlabeled training data to approximate potential distribution of augmented classes.
result Establishes an unbiased risk estimator for the testing distribution under mild assumptions.
New framework for unbiased sampling of temporal networks.
problem Challenges in analyzing and modeling large, continuous temporal networks.
method General framework for unbiased temporal network sampling with online, single-pass algorithms and unbiased estimators.
result Effective algorithms for fast, accurate, and memory-efficient statistical estimation of temporal network patterns and properties.
In earlier studies, the estimation of the volatility of a stock using information on the daily opening, closing, high and low prices has been developed; the additional information in the high and low prices can be incorporated to produce unbiased (or near-unbiased) estimators with substantially lower variance than the …
In this analytical study we derive the optimal unbiased value estimator (MVU) and compare its statistical risk to three well known value estimators: Temporal Difference learning (TD), Monte Carlo estimation (MC) and Least-Squares Temporal Difference Learning (LSTD). We demonstrate that LSTD is equivalent to the MVU if …
Paper proposes unbiased learning for recommendation causal effects.
problem Estimating the causal effect of recommendation when the ground truth is unobservable.
method Inverse propensity scoring technique to construct unbiased estimators, followed by empirical risk minimization with propensity capping.
result The proposed method outperforms other biased learning methods in various settings.
Enhanced framework selects features for unbiased causal inference.
problem Unbiased estimation of causal quantities in causal inference.
method Three-stage computational framework balancing treatment and non-treatment variables.
result Significantly reduces bias and variance in estimating causal quantities.