Stochastic Gradient Optimization with Model-Assisted Sampling
arXiv:2606. 27171v1 Announce Type: new Abstract: This work addresses the problem of variance in stochastic gradient estimation for machine learning optimization.
arXiv:2606. 27171v1 Announce Type: new Abstract: This work addresses the problem of variance in stochastic gradient estimation for machine learning optimization.
arXiv:2606. 16257v1 Announce Type: cross Abstract: Sampling from high-dimensional, non-log-concave distributions with unnormalized densities is a fundamental challenge in machine learning, particularly when the exact gradient of the potential is unavailable and must be approximated via stochastic gradients that exhibit high variance under a fixed budget of gradient computations per iteration.
arXiv:2509. 09078v3 Announce Type: replace-cross Abstract: Given-data methods for variance-based sensitivity analysis have significantly advanced the feasibility of Sobol' index computation for computationally expensive models and models with many inputs.
arXiv:2608. 10096v1 Announce Type: cross Abstract: Modern data science increasingly gives rise to hypothesis-testing problems that are not naturally formulated in terms of parameters within prespecified statistical models.
arXiv:2512. 13997v2 Announce Type: replace-cross Abstract: Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions.
arXiv:2502. 04646v2 Announce Type: replace-cross Abstract: Weighted sampling -- sampling from a probability density function (PDF) proportional to the product of a base PDF and a weight function -- is a fundamental technique with wide-ranging applications in variance reduction, biased sampling, data augmentation, and more.
arXiv:2607. 19332v1 Announce Type: new Abstract: Generative models have undergone many generations of evolution, from VAEs/GANs to diffusion/flow matching.
SAGG: Sample-Adaptive Gradient Gating for Robust Multimodal Learning under Heterogeneous Corruption proposes a new method for handling sample-heterogeneous corruption in multimodal training. The authors prove that batch-level, sample-agnostic linear estimators with a shared modulation parameter inevitably incur bias, and that a sample-level all-or-nothing gating strategy is the only unbiased approach within a natural estimator class. SAGG implements a binary retain-or-discard decision per sample using an online feature-norm quality test and a truncation mechanism for variance control, and demonstrates convergence to clean-loss stationary points while achieving superior performance over ten existing methods on Kinetics-Sounds and UCF-101 under various corruption scenarios.
arXiv:2111. 10722v4 Announce Type: replace-cross Abstract: We propose a novel deterministic sampling method, EVI-MMD, to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD).
Generative models have undergone many generations of evolution, from VAEs/GANs to diffusion/flow matching. Along the way, the underlying techniques have become more complicated and various beliefs about what drives strong empirical performance have taken hold.
arXiv:2606. 00293v1 Announce Type: new Abstract: Tuning algorithms such as stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD) for approximate sampling and uncertainty quantification remains challenging, particularly in the practically relevant settings when the batch size is large or the model is misspecified.
arXiv:2608. 06283v1 Announce Type: new Abstract: We study the problem of sampling from target distributions whose potentials are simultaneously non-smooth, subject to superlinear gradient growth, and non-convex.