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Consider a regression problem where the learner is given a large collection of $d$-dimensional data points, but can only query a small subset of the real-valued labels. How many queries are needed to obtain a $1+\epsilon$ relative error…

Machine Learning · Computer Science 2021-06-29 Xue Chen , Michał Dereziński

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

We revisit the problem of tolerant distribution testing. That is, given samples from an unknown distribution $p$ over $\{1, \dots, n\}$, is it $\varepsilon_1$-close to or $\varepsilon_2$-far from a reference distribution $q$ (in total…

Data Structures and Algorithms · Computer Science 2021-11-10 Clément L. Canonne , Ayush Jain , Gautam Kamath , Jerry Li

We provide a distribution-free test that can be used to determine whether any two joint distributions $p$ and $q$ are statistically different by inspection of a large enough set of samples. Following recent efforts from Long et al. [1], we…

Machine Learning · Computer Science 2016-07-26 Francesco Solera , Andrea Palazzi

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…

Machine Learning · Statistics 2021-07-19 Seyoon Ko , Donghyeon Yu , Joong-Ho Won

We study the fundamental problem of estimating an unknown discrete distribution $p$ over $d$ symbols, given $n$ i.i.d. samples from the distribution. We are interested in minimizing the KL divergence between the true distribution and the…

Machine Learning · Statistics 2025-05-30 Jiayuan Ye , Vitaly Feldman , Kunal Talwar

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

Probabilistic circuits (PCs) are a powerful modeling framework for representing tractable probability distributions over combinatorial spaces. In machine learning and probabilistic programming, one is often interested in understanding…

Data Structures and Algorithms · Computer Science 2021-12-10 Yash Pote , Kuldeep S. Meel

In classical statistics and distribution testing, it is often assumed that elements can be sampled from some distribution $P$, and that when an element $x$ is sampled, the probability $P$ of sampling $x$ is also known. Recent work in…

Data Structures and Algorithms · Computer Science 2022-08-03 Talya Eden , Jakob Bæk Tejs Houen , Shyam Narayanan , Will Rosenbaum , Jakub Tětek

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

This paper studies the problem of {\em learning} the probability distribution $P_X$ of a discrete random variable $X$ using indirect and sequential samples. At each time step, we choose one of the possible $K$ functions, $g_1, \ldots, g_K$…

Machine Learning · Computer Science 2018-08-17 Samarth Gupta , Gauri Joshi , Osman Yağan

We consider the problem of constructing optimal decision trees: given a collection of tests which can disambiguate between a set of $m$ possible diseases, each test having a cost, and the a-priori likelihood of the patient having any…

Data Structures and Algorithms · Computer Science 2017-04-24 Anupam Gupta , Viswanath Nagarajan , R. Ravi

Given a point set S and an unknown metric d on S, we study the problem of efficiently partitioning S into k clusters while querying few distances between the points. In our model we assume that we have access to one versus all queries that…

Machine Learning · Computer Science 2014-08-12 Konstantin Voevodski , Maria-Florina Balcan , Heiko Roglin , Shang-Hua Teng , Yu Xia

We introduce a broadly applicable statistical procedure for testing which parametric distribution family generated a random sample of data. The method, termed the Difference in Differential Entropy (DDE) test, provides a unified framework…

Econometrics · Economics 2025-12-15 Ron Mittelhammer , George Judge , Miguel Henry

Quantum state tomography (QST) is one of the fundamental problems in quantum information. Among various metrics, sample complexity is widely used to evaluate QST algorithms. While multi-copy measurements are known to achieve optimal sample…

Quantum Physics · Physics 2025-09-17 Gyungmin Cho , Dohun Kim

Let $\mathfrak{C}$ be a class of probability distributions over the discrete domain $[n] = \{1,...,n\}.$ We show that if $\mathfrak{C}$ satisfies a rather general condition -- essentially, that each distribution in $\mathfrak{C}$ can be…

Machine Learning · Computer Science 2012-10-03 Siu-on Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

Tukey's $g$-and-$h$ distribution has been a powerful tool for data exploration and modeling since its introduction. However, two long standing challenges associated with this distribution family have remained unsolved until this day: how to…

Methodology · Statistics 2015-06-03 Ganggang Xu , Marc G. Genton

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…

Probability · Mathematics 2019-03-06 Chuang Xu , Arno Berger

Distributional assumptions have been shown to be necessary for the robust learnability of concept classes when considering the exact-in-the-ball robust risk and access to random examples by Gourdeau et al. (2019). In this paper, we study…

Machine Learning · Computer Science 2023-07-21 Pascale Gourdeau , Varun Kanade , Marta Kwiatkowska , James Worrell