arXiv Machine Learning

Finite-Sample Unbiased Variance of MMD under Unbalanced Sampling: Exact Estimation and Quasi-Linear Computation

arXiv AI
Jun 16

Variance Reduction for Non-Log-Concave Sampling with Applications to Inverse Problems

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.

By M. Berk Sahin, Ahmet Ege Tanriverdi, Behzad Sharif, Abolfazl Hashemi
arXiv Machine Learning
Aug 11

Scalable extensions to given-data Sobol' index estimators

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.

By Teresa Portone, Bert Debusschere, Samantha Yang, Emiliano Islas-Quinones, T. Patrick Xiao
arXiv AI
Jun 2

Efficient Weighted Sampling via Score-based Generative Models

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.

By Heasung Kim, Taekyun Lee, Hyeji Kim, Gustavo de Veciana
arXiv Machine Learning
Sep 18

SAGG: Sample-Adaptive Gradient Gating for Robust Multimodal Learning under Heterogeneous Corruption

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.

By Wentao Zhang, Yifan Zhu, Yutong Zhang, Wentao Mo
arXiv Machine Learning
Jun 2

Accurate Large-sample Uncertainty Quantification using Stochastic Gradient Markov Chain Monte Carlo

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.

By Yu Wang, Jie Ding, Jonathan H. Huggins