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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

Traditionally, robust statistics has focused on designing estimators tolerant to a minority of contaminated data. Robust list-decodable learning focuses on the more challenging regime where only a minority $\frac 1 k$ fraction of the…

Data Structures and Algorithms · Computer Science 2020-11-20 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard , Jerry Li , Kevin Tian

In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain…

Data Structures and Algorithms · Computer Science 2025-11-12 Anders Aamand , Maryam Aliakbarpour , Justin Y. Chen , Sandeep Silwal

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We study the complexity of sampling from a distribution over all index subsets of the set $\{1,...,n\}$ with the probability of a subset $S$ proportional to the determinant of the submatrix $\mathbf{L}_S$ of some $n\times n$ p.s.d. matrix…

Machine Learning · Computer Science 2019-07-10 Michał Dereziński , Daniele Calandriello , Michal Valko

We consider the problem of computing L1-distances between every pair ofcprobability densities from a given family. We point out that the technique of Cauchy random projections (Indyk'06) in this context turns into stochastic integrals with…

Data Structures and Algorithms · Computer Science 2008-04-09 Satyaki Mahalanabis , Daniel Stefankovic

In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…

Computation · Statistics 2020-10-19 Yanxin Li , Stephen G. Walker

One fruitful formulation of Deep Networks (DNs) enabling their theoretical study and providing practical guidelines to practitioners relies on Piecewise Affine Splines. In that realm, a DN's input-mapping is expressed as per-region affine…

Machine Learning · Computer Science 2024-01-23 Randall Balestriero , Yann LeCun

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

We give an algorithm for properly learning Poisson binomial distributions. A Poisson binomial distribution (PBD) of order $n$ is the discrete probability distribution of the sum of $n$ mutually independent Bernoulli random variables. Given…

Data Structures and Algorithms · Computer Science 2015-11-13 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…

Machine Learning · Computer Science 2019-06-12 Yu Cheng , Ilias Diakonikolas , Rong Ge , David Woodruff

In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…

Machine Learning · Computer Science 2022-02-11 Jiaming Liang , Yongxin Chen

We study the density estimation problem defined as follows: given $k$ distributions $p_1, \ldots, p_k$ over a discrete domain $[n]$, as well as a collection of samples chosen from a ``query'' distribution $q$ over $[n]$, output $p_i$ that…

Data Structures and Algorithms · Computer Science 2024-10-31 Anders Aamand , Alexandr Andoni , Justin Y. Chen , Piotr Indyk , Shyam Narayanan , Sandeep Silwal , Haike Xu

We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

We consider the problem of learning a discrete distribution in the presence of an $\epsilon$ fraction of malicious data sources. Specifically, we consider the setting where there is some underlying distribution, $p$, and each data source…

Machine Learning · Computer Science 2017-11-23 Mingda Qiao , Gregory Valiant

Given a length $n$ sample from $\mathbb{R}^d$ and a neural network with a fixed architecture with $W$ weights, $k$ neurons, linear threshold activation functions, and binary outputs on each neuron, we study the problem of uniformly sampling…

Machine Learning · Computer Science 2019-12-12 Changlong Wu , Narayana Prasad Santhanam

This article proposes a novel density estimation based algorithm for carrying out supervised machine learning. The proposed algorithm features O(n) time complexity for generating a classifier, where n is the number of sampling instances in…

Machine Learning · Statistics 2007-11-06 Yen-Jen Oyang , Chien-Yu Chen , Darby Tien-Hao Chang , Chih-Peng Wu

We study the task of list-decodable linear regression using batches. A batch is called clean if it consists of i.i.d. samples from an unknown linear regression distribution. For a parameter $\alpha \in (0, 1/2)$, an unknown…

Machine Learning · Computer Science 2025-03-14 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Sihan Liu , Thanasis Pittas