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It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Machine Learning · Computer Science 2022-06-15 Michał Dereziński , Feynman Liang , Zhenyu Liao , Michael W. Mahoney

Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis…

Machine Learning · Statistics 2017-08-24 Chenyue Wu , Esteban G. Tabak

Two recent landmark experiments have performed Gaussian boson sampling (GBS) with a non-programmable linear interferometer and threshold detectors on up to 144 output modes (see Refs.~\onlinecite{zhong_quantum_2020,zhong2021phase}). Here we…

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

We study a dimensionality reduction technique for finite mixtures of high-dimensional multivariate response regression models. Both the dimension of the response and the number of predictors are allowed to exceed the sample size. We…

Statistics Theory · Mathematics 2017-02-17 Emilie Devijver

Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…

Computation · Statistics 2021-03-10 Topi Paananen , Juho Piironen , Paul-Christian Bürkner , Aki Vehtari

Sampling random variables following a Boltzmann distribution is an NP-hard problem involved in various applications such as training of \textit{Boltzmann machines}, a specific kind of neural network. Several attempts have been made to use a…

Quantum Physics · Physics 2021-12-02 Thomas Pochart , Paulin Jacquot , Joseph Mikael

The Poisson-sampling technique eliminates dependencies among symbol appearances in a random sequence. It has been used to simplify the analysis and strengthen the performance guarantees of randomized algorithms. Applying this method to…

Information Theory · Computer Science 2014-05-30 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

We consider approximating analytic functions on the interval $[-1,1]$ from their values at a set of $m+1$ equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is…

Numerical Analysis · Mathematics 2022-03-08 Ben Adcock , Alexei Shadrin

Sampling lattice field theories near criticality is severely hindered by critical slowing down, which makes standard Markov chain methods increasingly inefficient at large lattice volumes. We introduce a multiscale generative sampler,…

High Energy Physics - Lattice · Physics 2026-04-14 A. Singha , J. Kauffmann , E. Cellini , K. Jansen , S. Nakajima

This paper addresses the problem of estimating the containment and similarity between two sets using only random samples from each set, without relying on sketches of full sets. The study introduces a binomial model for predicting the…

Computation · Statistics 2025-07-22 Pranav Joshi

This article presents uniform random generators of plane partitions according to the size (the number of cubes in the 3D interpretation). Combining a bijection of Pak with the method of Boltzmann sampling, we obtain random samplers that are…

Combinatorics · Mathematics 2009-09-29 Olivier Bodini , Eric Fusy , Carine Pivoteau

Sampling of sharp posteriors in high dimensions is a challenging problem, especially when gradients of the likelihood are unavailable. In low to moderate dimensions, affine-invariant methods, a class of ensemble-based gradient-free methods,…

Methodology · Statistics 2022-02-23 Matthew M. Dunlop , Georg Stadler

Subset sampling (also known as Poisson sampling), where the decision to include any specific element in the sample is made independently of all others, is a fundamental primitive in data analytics, enabling efficient approximation by…

Databases · Computer Science 2025-12-19 Aryan Esmailpour , Xiao Hu , Jinchao Huang , Stavros Sintos

We describe discrete restricted Boltzmann machines: probabilistic graphical models with bipartite interactions between visible and hidden discrete variables. Examples are binary restricted Boltzmann machines and discrete naive Bayes models.…

Machine Learning · Statistics 2014-04-23 Guido Montufar , Jason Morton

The ability to automatically estimate the quality and coverage of the samples produced by a generative model is a vital requirement for driving algorithm research. We present an evaluation metric that can separately and reliably measure…

Machine Learning · Statistics 2019-10-31 Tuomas Kynkäänniemi , Tero Karras , Samuli Laine , Jaakko Lehtinen , Timo Aila

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

Recent advances in generative modeling have led to an increased interest in the study of statistical divergences as means of model comparison. Commonly used evaluation methods, such as the Frechet Inception Distance (FID), correlate well…

Machine Learning · Statistics 2018-10-30 Mehdi S. M. Sajjadi , Olivier Bachem , Mario Lucic , Olivier Bousquet , Sylvain Gelly

The classification of random objects within metric spaces without a vector structure has attracted increasing attention. However, the complexity inherent in such non-Euclidean data often restricts existing models to handle only a limited…

Methodology · Statistics 2024-03-20 Shuaida He , Jiaqi Li , Xin Chen