no code implementations • 18 Mar 2024 • Yazid Janati, Alain Durmus, Eric Moulines, Jimmy Olsson
In this work, we take a different approach and utilize the specific structure of the DDM prior to define a set of intermediate and simpler posterior sampling problems, resulting in a lower approximation error compared to previous methods.
no code implementations • 5 Feb 2024 • Mathis Chagneux, Pierre Gloaguen, Sylvain Le Corff, Jimmy Olsson
This article addresses online variational estimation in state-space models.
no code implementations • 19 Dec 2023 • Alessandro Mastrototaro, Jimmy Olsson
Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning.
no code implementations • 2 Jan 2023 • Gabriel Cardoso, Yazid Janati El Idrissi, Sylvain Le Corff, Eric Moulines, Jimmy Olsson
The particle-based, rapid incremental smoother PaRIS is a sequential Monte Carlo (SMC) technique allowing for efficient online approximation of expectations of additive functionals under the smoothing distribution in these models.
1 code implementation • 13 Jul 2022 • Gabriel Cardoso, Sergey Samsonov, Achille Thin, Eric Moulines, Jimmy Olsson
This method is a wrapper in the sense that it uses the same proposal samples and importance weights as SNIS, but makes clever use of iterated sampling--importance resampling (ISIR) to form a bias-reduced version of the estimator.
no code implementations • 24 Feb 2021 • Tianfang Zhang, Rasmus Bokrantz, Jimmy Olsson
We show that the features extracted by the variational autoencoder capture geometric information of substantial relevance to the dose statistic prediction problem and are related to dose statistics in a more regularized fashion than hand-crafted features.
no code implementations • 3 Dec 2020 • Tianfang Zhang, Rasmus Bokrantz, Jimmy Olsson
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm.
1 code implementation • 2 Jun 2018 • Jimmy Olsson, Tetyana Pavlenko, Felix L. Rios
On the other hand, the junction-tree collapser provides a complementary operation for removing vertices in the underlying decomposable graph of a junction tree, while maintaining the junction tree property.
Statistics Theory Discrete Mathematics Combinatorics Statistics Theory
1 code implementation • 31 May 2018 • Jimmy Olsson, Tetyana Pavlenko, Felix L. Rios
The theoretical properties of the algorithm are investigated, showing in particular that the refreshment step improves the algorithm performance in terms of asymptotic variance of the estimated distribution.
Statistics Theory Statistics Theory