Goto

Collaborating Authors

 discretization error


Learning interacting particle systems from unlabeled data

Wei, Viska, Lu, Fei

arXiv.org Machine Learning

Learning the potentials of interacting particle systems is a fundamental task across various scientific disciplines. A major challenge is that unlabeled data collected at discrete time points lack trajectory information due to limitations in data collection methods or privacy constraints. We address this challenge by introducing a trajectory-free self-test loss function that leverages the weak-form stochastic evolution equation of the empirical distribution. The loss function is quadratic in potentials, supporting parametric and nonparametric regression algorithms for robust estimation that scale to large, high-dimensional systems with big data. Systematic numerical tests show that our method outperforms baseline methods that regress on trajectories recovered via label matching, tolerating large observation time steps. We establish the convergence of parametric estimators as the sample size increases, providing a theoretical foundation for the proposed approach.


Large-Scale Stochastic Sampling from the Probability Simplex

Neural Information Processing Systems

Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space the time-discretization error can dominate when we are near the boundary of the space. We demonstrate that because of this, current SGMCMC methods for the simplex struggle with sparse simplex spaces; when many of the components are close to zero. Unfortunately, many popular large-scale Bayesian models, such as network or topic models, require inference on sparse simplex spaces. To avoid the biases caused by this discretization error, we propose the stochastic Cox-Ingersoll-Ross process (SCIR), which removes all discretization error and we prove that samples from the SCIR process are asymptotically unbiased. We discuss how this idea can be extended to target other constrained spaces. Use of the SCIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.


Q-VLM: Post-training Quantization for Large Vision-Language Models

Neural Information Processing Systems

In this paper, we propose a post-training quantization framework of large vision-language models (L VLMs) for efficient multi-modal inference. Conventional quantization methods sequentially search the layer-wise rounding functions by minimizing activation discretization errors, which fails to acquire optimal quantization strategy without considering cross-layer dependency.




Double Randomized Underdamped Langevin with Dimension-Independent Convergence Guarantee Y uanshi Liu, Cong Fang, Tong Zhang School of Intelligence Science and Technology, Peking University

Neural Information Processing Systems

Sampling from a high-dimensional distribution serves as one of the key components in statistics, machine learning, and scientific computing, and constitutes the foundation of the fields including Bayesian statistics and generative models [Liu and Liu, 2001, Brooks et al., 2011, Song et al.,


Double Randomized Underdamped Langevin with Dimension-Independent Convergence Guarantee Y uanshi Liu, Cong Fang, Tong Zhang School of Intelligence Science and Technology, Peking University

Neural Information Processing Systems

Sampling from a high-dimensional distribution serves as one of the key components in statistics, machine learning, and scientific computing, and constitutes the foundation of the fields including Bayesian statistics and generative models [Liu and Liu, 2001, Brooks et al., 2011, Song et al.,



A Appendix 564 B Diffusion process as ODE

Neural Information Processing Systems

In this section, we show that Cold Sampling is an approximation of the Euler method for (5). The intuition is as follows. B.2 Why is cold sampling better than naive sampling? Naive sampling does not have this property. The proof relied on applying definitions of Lipschitz functions twice.