3 papers
cs.LG2026
Outlier-robust Diffusion Posterior Sampling for Bayesian Inverse Problems
Yiming Yang, Xiaoyuan Cheng, Yi He +3
Diffusion models have emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to…
stat.ME2023
Multilevel Control Functional
Kaiyu Li, Yiming Yang, Xiaoyuan Cheng +2
Control variates are variance reduction techniques for Monte Carlo estimators. They play a critical role in improving Monte Carlo estimators in scientific and machine learning appl…
stat.ME2022
Multilevel Bayesian Quadrature
Kaiyu Li, Daniel Giles, Toni Karvonen +2
Multilevel Monte Carlo is a key tool for approximating integrals involving expensive scientific models. The idea is to use approximations of the integrand to construct an estimator…