Related papers: How to sample if you must: on optimal functional s…
Massive data bring the big challenges of memory and computation for analysis. These challenges can be tackled by taking subsamples from the full data as a surrogate. For functional data, it is common to collect multiple measurements over…
Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…
In this paper, we investigate the problem of assessing statistical methods and effectively summarizing results from simulations. Specifically, we consider problems of the type where multiple methods are compared on a reasonably large test…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We…
We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…
Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…
A classic network tomography problem is estimation of properties of the distribution of route traffic volumes based on counts taken on the network links. We consider inference for a general class of models for integer-valued traffic. Model…
We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…
Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…
We revisit the optimization from samples (OPS) model, which studies the problem of optimizing objective functions directly from the sample data. Previous results showed that we cannot obtain a constant approximation ratio for the maximum…
We study the optimal sample complexity of variable selection in linear regression under general design covariance, and show that subset selection is optimal while under standard complexity assumptions, efficient algorithms for this problem…
A defining feature of sampling-based motion planning is the reliance on an implicit representation of the state space, which is enabled by a set of probing samples. Traditionally, these samples are drawn either probabilistically or…
Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…
We consider in-network computation of an arbitrary function over an arbitrary communication network. A network with capacity constraints on the links is given. Some nodes in the network generate data, e.g., like sensor nodes in a sensor…
In distributed detection, there does not exist an automatic way of generating optimal decision strategies for non-affine decision functions. Consequently, in a detection problem based on a non-affine decision function, establishing…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
Motion planning is a fundamental problem in autonomous robotics that requires finding a path to a specified goal that avoids obstacles and takes into account a robot's limitations and constraints. It is often desirable for this path to also…