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Found 9 papers, 2 papers with code
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
Spherical harmonics are polynomials on the sphere that form an orthonormal basis of the set of square-integrable functions on the sphere.
Compression with Exact Error Distribution for Federated Learning
Compression schemes have been extensively used in Federated Learning (FL) to reduce the communication cost of distributed learning.
MARLIM: Multi-Agent Reinforcement Learning for Inventory Management
Maintaining a balance between the supply and demand of products by optimizing replenishment decisions is one of the most important challenges in the supply chain industry.
Membership Inference Attacks via Adversarial Examples
In this paper, we develop a mean to measure the leakage of training data leveraging a quantity appearing as a proxy of the total variation of a trained model near its training samples.
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
Within the standard adaptive importance sampling framework, a simple weighted least squares approach is proposed to improve the procedure with control variates.
SGD with Coordinate Sampling: Theory and Practice
While classical forms of stochastic gradient descent algorithm treat the different coordinates in the same way, a framework allowing for adaptive (non uniform) coordinate sampling is developed to leverage structure in data.
Feature Clustering for Support Identification in Extreme Regions
In the framework of multivariate Extreme Value Theory, a common characterization of extremes' dependence structure is the angular measure.
Asymptotic Analysis of Conditioned Stochastic Gradient Descent
In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction.
Control variate selection for Monte Carlo integration
Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regression model with the integrand as response and the control variates as covariates.
Statistics Theory Statistics Theory
