Related papers: On statistics, computation and scalability
Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…
This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…
Variational inference has recently emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) in large-scale Bayesian inference. The core idea is to trade statistical accuracy for computational efficiency. In this…
To date, there has been no formal study of the statistical cost of interpretability in machine learning. As such, the discourse around potential trade-offs is often informal and misconceptions abound. In this work, we aim to initiate a…
We define several new models for how to define anomalous regions among enormous sets of trajectories. These are based on spatial scan statistics, and identify a geometric region which captures a subset of trajectories which are…
A scalable graphical method is presented for selecting, and partitioning datasets for the training phase of a classification task. For the heuristic, a clustering algorithm is required to get its computation cost in a reasonable proportion…
The utilization of statistical methods an their applications within the new field of study known as Topological Data Analysis has has tremendous potential for broadening our exploration and understanding of complex, high-dimensional data…
Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…
Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…
For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important…
Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…
We discuss the computational complexity and feasibility properties of scenario based techniques for uncertain optimization programs. We consider different solution alternatives ranging from the standard scenario approach to recursive…
We show that the distribution of supercomputer job submission interarrival times can be understood as a relaxation process. The process of deciding when to submit a job involves a complicated set of interactions between the users…
Informatics and technological advancements have triggered generation of huge volume of data with varied complexity in its management and analysis. Big Data analytics is the practice of revealing hidden aspects of such data and making…
Faced with massive data, is it possible to trade off (statistical) risk, and (computational) space and time? This challenge lies at the heart of large-scale machine learning. Using k-means clustering as a prototypical unsupervised learning…
As datasets grow it becomes infeasible to process them completely with a desired model. For giant datasets, we frame the order in which computation is performed as a decision problem. The order is designed so that partial computations are…
Background: Many decisions made in Software Engineering practices are intertemporal choices: trade-offs in time between closer options with potential short-term benefit and future options with potential long-term benefit. However, how…