3 papers
cs.LG2024
Out-of-Distribution Detection with a Single Unconditional Diffusion Model
Alvin Heng, Alexandre H. Thiery, Harold Soh
Out-of-distribution (OOD) detection is a critical task in machine learning that seeks to identify abnormal samples. Traditionally, unsupervised methods utilize a deep generative mo…
stat.CO2024
Doubly Adaptive Importance Sampling
Willem van den Boom, Andrea Cremaschi, Alexandre H. Thiery
We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too ina…
cs.LG2023
Ensemble Kalman Filtering Meets Gaussian Process SSM for Non-Mean-Field and Online Inference
Zhidi Lin, Yiyong Sun, Feng Yin +1
The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in…