arXiv:2609.24969v1 Announce Type: new Abstract: As agents are deployed with increased autonomy, even extremely rare events along their stochastic output trajectories can occur and prove catastrophic....
The paper introduces FAMIS, a flow-based multiple importance sampling framework that learns a nonuniform mixture of normalizing flow proposals for rare‑event estimation. It does not need presampled failure data or prior knowledge of failure modes, instead adapting the mixture through sequential evaluations of the limit state function. The method employs a smooth rare‑event surrogate, a tempered target sequence, defensive exploration, Rao‑Blackwellized weight updates, and a Jensen‑Shannon repulsion term to promote diversity, achieving accurate failure probability estimates with fewer training samples and stable variance reduction in complex reliability problems.
arXiv:2610.08652v1 Announce Type: cross Abstract: Diffusion models are increasingly used as surrogates for expensive simulators in weather prediction, molecular dynamics, and materials design. In the...
arXiv:2606. 29623v1 Announce Type: new Abstract: Rare events govern the safety profile of modern AI systems, yet their probabilities are extremely difficult to estimate: direct Monte Carlo requires prohibitive sample budgets.
arXiv:2610.19027v1 Announce Type: cross Abstract: Chance-constrained stochastic programs (CCSPs) require solutions that satisfy uncertain constraints with high probability. Standard approaches either...
arXiv:2603.12507v3 Announce Type: replace Abstract: We consider minimising a spectral risk objective, the expected cost plus a weighted conditional value-at-risk, when the distribution of the uncerta...
The paper introduces a unified exponential framework for generalising K‑fold cross‑validation (CV) accuracy into conservative risk bounds, called gamma‑CUBV. It models dependence between folds via a joint sub‑Gaussian proxy matrix, yielding an effective number of folds and showing that more folds do not always increase evidence when data are strongly correlated. The framework extends to posterior predictor distributions and weighted multi‑source fusion, and is empirically evaluated on linear classifiers trained on heterogeneous multimodal Gaussian mixtures, demonstrating that corrected resubstitution can be tighter than K‑fold CV in low‑sample, high‑heterogeneity settings.
The paper introduces an entropy-based estimator for Kullback-Leibler divergence that uses normalized importance weights. It establishes a universal finite-sample bound, proving that the estimator’s expectation can exceed the true target‑proposal KL divergence by no more than λ2, regardless of sample size. Additionally, it shows that the KL divergence between the distribution produced by importance‑weighted resampling and the proposal is bounded by both the estimator’s expectation and the target‑proposal KL divergence, without requiring bounded weights or finite higher moments. The authors apply these theoretical results to test‑time alignment of generative models via Soft Best‑of‑N sampling and to relative entropy coding, yielding finite‑sample policy‑divergence guarantees and moment‑free bounds on coding cost.
The paper studies distributionally robust ranking and selection (DRR&S), where the goal is to identify the best alternative under input uncertainty by considering multiple plausible input distributions. It introduces the concept of sequential additivity, showing that efficient sampling should focus on a small, additive set of critical scenarios rather than a multiplicative number. The authors prove an algorithm‑independent lower bound on sampling, design an additive allocation (AA) procedure that meets this bound and achieves exponentially decreasing error probability, and extend the approach to a general additive allocation (GAA) framework that incorporates traditional R&S sampling rules.
The paper introduces a new variational inference framework that uses tangent transformations to handle strongly super‑Gaussian likelihoods across a wide range of probability models. By constructing tangent minorants of the log‑likelihood through convex duality, the method achieves conjugacy with Gaussian priors, enabling tractable inference where traditional approaches struggle. The authors provide algorithmic convergence guarantees and near‑parametric risk bounds, and demonstrate superior scalability and accuracy on both simulated and real‑world datasets compared to existing variational algorithms.
arXiv:2402. 11736v3 Announce Type: replace Abstract: Kernel herding belongs to a family of deterministic quadratures that seek to minimize the maximum mean discrepancy (MMD), that is, the worst-case integration error over a reproducing kernel Hilbert space (RKHS).
HyperMC is a multi‑fidelity hyperparameter tuning framework for stochastic gradient Markov chain Monte Carlo (SGMCMC) that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. It uses successive‑halving brackets to explore a continuous hyperparameter space while progressively refining promising configurations within a fixed computational budget. Robust HyperMC further introduces global grid initialization and elite‑guided local refinement to reduce sensitivity to random candidate generation and noisy evaluations, and theoretical analysis shows that the successive‑halving component selects a near‑optimal configuration with high probability under suitable conditions.