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Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

Statistics Theory · Mathematics 2020-06-09 Julie Josse , Aude Sportisse , Claire Boyer , Aymeric Dieuleveut

Solving large tensor linear systems poses significant challenges due to the high volume of data stored, and it only becomes more challenging when some of the data is missing. Recently, Ma et al. showed that this problem can be tackled using…

Numerical Analysis · Mathematics 2026-05-28 Anna Ma , Deanna Needell , Alexander Xue

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

Methodology · Statistics 2025-08-14 Yilin Chen , Pengfei Li , J. N. K. Rao , Changbao Wu

Many problems require to optimize empirical risk functions over large data sets. Gradient descent methods that calculate the full gradient in every descent step do not scale to such datasets. Various flavours of Stochastic Gradient Descent…

Machine Learning · Computer Science 2020-11-26 Francesco Cosentino , Harald Oberhauser , Alessandro Abate

The statistical challenges in using big data for making valid statistical inference in the finite population have been well documented in literature. These challenges are due primarily to statistical bias arising from under-coverage in the…

Methodology · Statistics 2020-06-19 Jae-kwang Kim , Siu-Ming Tam

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

The finite sensitivity of instruments or detection methods means that data sets in many areas of astronomy, for example cosmological or exoplanet surveys, are necessarily systematically incomplete. Such data sets, where the population being…

Instrumentation and Methods for Astrophysics · Physics 2020-10-14 Adam B. Mantz

Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…

Machine Learning · Computer Science 2020-06-29 Guillaume Ausset , Stephan Clémençon , François Portier

An informative sampling design leads to unit inclusion probabilities that are correlated with the response variable of interest. However, multistage sampling designs may also induce higher order dependencies, which are typically ignored in…

Methodology · Statistics 2019-01-23 Matthew R. Williams , Terrance D. Savitsky

Stochastic gradient descent procedures have gained popularity for parameter estimation from large data sets. However, their statistical properties are not well understood, in theory. And in practice, avoiding numerical instability requires…

Methodology · Statistics 2016-09-29 Panos Toulis , Edoardo M. Airoldi

Recent developments in generative modeling have utilized score-based methods coupled with stochastic differential equations to sample from complex probability distributions. However, these and other performant sampling methods generally…

Machine Learning · Computer Science 2025-06-03 Bryan Riel , Tobias Bischoff

In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…

Machine Learning · Statistics 2018-03-05 Rong Zhu

Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and…

Machine Learning · Computer Science 2018-12-06 Stephen Mussmann , Percy Liang

Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…

Methodology · Statistics 2020-01-13 Shu Yang , Jae Kwang Kim

The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical inference method in applied work. However, MCMC algorithms…

Methodology · Statistics 2018-09-21 Matias Quiroz , Mattias Villani , Robert Kohn , Minh-Ngoc Tran , Khue-Dung Dang

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

Conventional machine learning applications typically assume that data samples are independently and identically distributed (i.i.d.). However, practical scenarios often involve a data-generating process that produces highly dependent data…

Machine Learning · Computer Science 2022-04-04 Shaocong Ma , Ziyi Chen , Yi Zhou , Kaiyi Ji , Yingbin Liang

In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…

Machine Learning · Statistics 2017-07-04 Yixin Fang , Jinfeng Xu , Lei Yang

A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…

Computation · Statistics 2018-09-14 Lei Han , Kean Ming Tan , Ting Yang , Tong Zhang