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The main idea of nested sampling is to substitute the high-dimensional likelihood integral over the parameter space $\Omega$ by an integral over the unit line $[0,1]$ by employing a push-forward with respect to a suitable transformation.…

Statistics Theory · Mathematics 2021-04-29 Doris Schittenhelm , Philipp Wacker

In this paper we consider the problem of finding a maximum weight set subject to a $k$-extendible constraint in the data stream model. The only non-trivial algorithm known for this problem to date---to the best of our knowledge---is a…

Data Structures and Algorithms · Computer Science 2019-06-12 Moran Feldman , Ran Haba

Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…

Machine Learning · Statistics 2025-09-01 Peiqi Zhao , Carlos E. Rodríguez , Ramsés H. Mena , Stephen G. Walker

This is paper introduces a new single-pass reservoir weighted-sampling stream aggregation algorithm, Priority-Based Aggregation (PBA). While order sampling is a powerful and e cient method for weighted sampling from a stream of uniquely…

Data Structures and Algorithms · Computer Science 2017-11-02 Nick Duffield , Yunhong Xu , Liangzhen Xia , Nesreen Ahmed , Minlan Yu

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

Resampling is a standard step in particle filters and more generally sequential Monte Carlo methods. We present an algorithm, called chopthin, for resampling weighted particles. In contrast to standard resampling methods the algorithm does…

Computation · Statistics 2016-08-24 Axel Gandy , F. Din-Houn Lau

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

We propose Graph Priority Sampling (GPS), a new paradigm for order-based reservoir sampling from massive streams of graph edges. GPS provides a general way to weight edge sampling according to auxiliary and/or size variables so as to…

Social and Information Networks · Computer Science 2017-03-09 Nesreen K. Ahmed , Nick Duffield , Theodore Willke , Ryan A. Rossi

An important thread in the study of data-stream algorithms focuses on settings where stream items are active only for a limited time. We introduce a new expiration model, where each item arrives with its own expiration time. The special…

Data Structures and Algorithms · Computer Science 2025-09-10 Lotte Blank , Sergio Cabello , MohammadTaghi Hajiaghayi , Robert Krauthgamer , Sepideh Mahabadi , André Nusser , Jeff M. Phillips , Jonas Sauer

Joining records with all other records that meet a linkage condition can result in an astronomically large number of combinations due to many-to-many relationships. For such challenging (acyclic) joins, a random sample over the join result…

Databases · Computer Science 2022-01-11 Michael Shekelyan , Graham Cormode , Peter Triantafillou , Ali Shanghooshabad , Qingzhi Ma

Large sample size brings the computation bottleneck for modern data analysis. Subsampling is one of efficient strategies to handle this problem. In previous studies, researchers make more fo- cus on subsampling with replacement (SSR) than…

Machine Learning · Statistics 2015-11-24 Rong Zhu

Streaming algorithms are fundamental in the analysis of large and online datasets. A key component of many such analytic tasks is $q$-MAX, which finds the largest $q$ values in a number stream. Modern approaches attain a constant runtime by…

Data Structures and Algorithms · Computer Science 2024-07-11 Ran Ben-Basat , Gil Einziger , Wenchen Han , Bilal Tayh

Bipartite networks manifest as a stream of edges that represent transactions, e.g., purchases by retail customers. Many machine learning applications employ neighborhood-based measures to characterize the similarity among the nodes, such as…

Social and Information Networks · Computer Science 2018-05-09 Nesreen K. Ahmed , Nick Duffield , Liangzhen Xia

Data stream processing is an increasingly important topic due to the prevalence of smart devices and the demand for real-time analytics. Geo-distributed streaming systems, where cloud-based queries utilize data streams from multiple…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-22 Joel Wolfrath , Abhishek Chandra

The seminal work of Cohen and Peng introduced Lewis weight sampling to the theoretical computer science community, yielding fast row sampling algorithms for approximating $d$-dimensional subspaces of $\ell_p$ up to $(1+\epsilon)$ error.…

Data Structures and Algorithms · Computer Science 2022-12-20 David P. Woodruff , Taisuke Yasuda

We study the sample-based k-median clustering objective under a sequential setting without substitutions. In this setting, an i.i.d. sequence of examples is observed. An example can be selected as a center only immediately after it is…

Machine Learning · Computer Science 2021-05-25 Tom Hess , Sivan Sabato

When network and graph theory are used in the study of complex systems, a typically finite set of nodes of the network under consideration is frequently either explicitly or implicitly considered representative of a much larger finite or…

Data Analysis, Statistics and Probability · Physics 2015-03-18 Jobst Heitzig , Jonathan F. Donges , Yong Zou , Norbert Marwan , Jürgen Kurths

Document sketching using Jaccard similarity has been a workable effective technique in reducing near-duplicates in Web page and image search results, and has also proven useful in file system synchronization, compression and learning…

Data Structures and Algorithms · Computer Science 2014-10-17 Bernhard Haeupler , Mark Manasse , Kunal Talwar

With the abundance of industrial datasets, imbalanced classification has become a common problem in several application domains. Oversampling is an effective method to solve imbalanced classification. One of the main challenges of the…

Machine Learning · Computer Science 2022-07-18 Min Qian , Yan-Fu Li

The success of deep learning hinges on enormous data and large models, which require labor-intensive annotations and heavy computation costs. Subset selection is a fundamental problem that can play a key role in identifying smaller portions…

Machine Learning · Computer Science 2023-12-19 Srikumar Ramalingam , Pranjal Awasthi , Sanjiv Kumar