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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…

Machine Learning · Statistics 2022-06-16 Daniel Ting

We introduce randomized algorithms to Clifford's Geometric Algebra, generalizing randomized linear algebra to hypercomplex vector spaces. This novel approach has many implications in machine learning, including training neural networks to…

Machine Learning · Computer Science 2024-06-11 Yifei Wang , Sungyoon Kim , Paul Chu , Indu Subramaniam , Mert Pilanci

We propose a method called ideal regression for approximating an arbitrary system of polynomial equations by a system of a particular type. Using techniques from approximate computational algebraic geometry, we show how we can solve ideal…

We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic

We present fully polynomial approximation schemes for a broad class of Holant problems with complex edge weights, which we call Holant polynomials. We transform these problems into partition functions of abstract combinatorial structures…

Data Structures and Algorithms · Computer Science 2023-06-22 Katrin Casel , Philipp Fischbeck , Tobias Friedrich , Andreas Göbel , J. A. Gregor Lagodzinski

Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…

Computation · Statistics 2018-02-08 Andrew Zammit-Mangion , Jonathan Rougier

Sampling techniques are used in many fields, including design of experiments, image processing, and graphics. The techniques in each field are designed to meet the constraints specific to that field such as uniform coverage of the range of…

Machine Learning · Computer Science 2023-06-08 Chandrika Kamath

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

The main objective of this paper is to solve the optimization problem that is associated with the classification of DNA samples in PCR plates for Sanger sequencing. To achieve this goal, we design an integer linear programming model. Given…

Data Structures and Algorithms · Computer Science 2024-01-23 Luisa Carpente , Ana Cerdeira-Pena , Silvia Lorenzo-Freire , Ángeles S. Places

The eigenvalue problem of quantum many-body systems is a fundamental and challenging subject in condensed matter physics, since the dimension of the Hilbert space (and hence the required computational memory and time) grows exponentially as…

Disordered Systems and Neural Networks · Physics 2021-05-12 Chen-Yu Liu , Daw-Wei Wang

In this Master of Science Thesis I introduce geometric algebra both from the traditional geometric setting of vector spaces, and also from a more combinatorial view which simplifies common relations and operations. This view enables us to…

Rings and Algebras · Mathematics 2008-11-07 Douglas Lundholm

We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…

Data Structures and Algorithms · Computer Science 2009-02-10 Mahdi Cheraghchi , Amin Shokrollahi

The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…

Optimization and Control · Mathematics 2015-02-26 Dante Kalise , Axel Kröner , Karl Kunisch

Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…

Optimization and Control · Mathematics 2025-02-17 Sandra Pieraccini , Tommaso Vanzan

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

A conditional sampling oracle for a probability distribution D returns samples from the conditional distribution of D restricted to a specified subset of the domain. A recent line of work (Chakraborty et al. 2013 and Cannone et al. 2014)…

Data Structures and Algorithms · Computer Science 2016-08-18 Themistoklis Gouleakis , Christos Tzamos , Manolis Zampetakis

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella