Related papers: Random Sampling of Contingency Tables via Probabil…
As the number of samples and dimensionality of optimization problems related to statistics an machine learning explode, block coordinate descent algorithms have gained popularity since they reduce the original problem to several smaller…
Several interesting models for contingency tables are defined by a system of equality and inequality constraints on a suitable set of marginal log-linear parameters. After reviewing the most common difficulties which are intrinsic to order…
When dealing with datasets containing a billion instances or with simulations that require a supercomputer to execute, computational resources become part of the equation. We can improve the efficiency of learning and inference by…
For safety, autonomous systems must be able to consider sudden changes and enact contingency plans appropriately. State-of-the-art methods currently find trajectories that balance between nominal and contingency behavior, or plan for a…
Large contingency tables arise in many contexts but especially in the collection of survey and census data by government statistical agencies. Because the vast majority of the variables in this context have a large number of categories,…
We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…
Contingency tables are a fundamental representation of multivariate categorical data. As the size of the contingency table grows exponentially with the number of variables, even a moderate number of variables, each with a moderate number of…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
In this article, we advance divide-and-conquer strategies for solving the community detection problem in networks. We propose two algorithms which perform clustering on a number of small subgraphs and finally patches the results into a…
This paper proposes simple perfect samplers using monotone birth-and-death processes (BD-processes), which draw samples from an arbitrary finite discrete target distribution. We first construct a monotone BD-process whose stationary…
In this paper, we consider networks with topologies described by some connected undirected graph ${\mathcal{G}}=(V, E)$ and with some agents (fusion centers) equipped with processing power and local peer-to-peer communication, and…
In this paper we introduce a new method for detecting outliers in a set of proportions. It is based on the construction of a suitable two-way contingency table and on the application of an algorithm for the detection of outlying cells in…
We propose iterative proportional scaling (IPS) via decomposable submodels for maximizing likelihood function of a hierarchical model for contingency tables. In ordinary IPS the proportional scaling is performed by cycling through the…
Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural…
We propose a computationally efficient random walk on a convex body which rapidly mixes and closely tracks a time-varying log-concave distribution. We develop general theoretical guarantees on the required number of steps; this number can…
An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…
Universal probabilistic programming systems (PPSs) provide a powerful framework for specifying rich probabilistic models. They further attempt to automate the process of drawing inferences from these models, but doing this successfully is…
Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…
The holonomic gradient method gives an algorithm to efficiently and accurately evaluate normalizing constants and their derivatives. We apply the holonomic gradient method in the case of the conditional Poisson or multinomial distribution…
We describe a dynamic programming algorithm for exact counting and exact uniform sampling of matrices with specified row and column sums. The algorithm runs in polynomial time when the column sums are bounded. Binary or non-negative integer…