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We present a method for optimising experimental cuts in order to place the strongest constraints (upper limits) on theoretical signal models. The method relies only on signal and background expectations derived from Monte-Carlo simulations,…

Astrophysics · Physics 2009-11-07 Gary C. Hill , Katherine Rawlins

This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random…

Data Structures and Algorithms · Computer Science 2013-04-09 Jérémie Lumbroso

We provide an algorithm for generation of momenta (or energies) of relativistic particles according to the relativistic Bose-Einstein or Fermi-Dirac distributions. The algorithm uses rejection method with effectively selected comparison…

Computational Physics · Physics 2016-02-29 Boris Tomášik , Ivan Melo , Jakub Cimerman

In phylogenetic inference one is interested in obtaining samples from the posterior distribution over the tree space on the basis of some observed DNA sequence data. The challenge is to obtain samples from this target distribution without…

Statistics Theory · Mathematics 2007-06-13 Raazesh Sainudiin , Thomas York

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

Rejection sampling methods have recently been proposed to improve the performance of discriminator-based generative models. However, these methods are only optimal under an unlimited sampling budget, and are usually applied to a generator…

Machine Learning · Computer Science 2024-03-04 Alexandre Verine , Muni Sreenivas Pydi , Benjamin Negrevergne , Yann Chevaleyre

A problem of statistical estimation of a Hermitian nonnegatively definite matrix of unit trace (for instance, a density matrix in quantum state tomography) is studied. The approach is based on penalized least squares method with a…

Statistics Theory · Mathematics 2010-09-14 Vladimir Koltchinskii

Classification with rejection emerges as a learning paradigm which allows models to abstain from making predictions. The predominant approach is to alter the supervised learning pipeline by augmenting typical loss functions, letting model…

Machine Learning · Statistics 2025-05-09 Alexander Soen , Hisham Husain , Philip Schulz , Vu Nguyen

In the problem of online unweighted interval selection, the objective is to maximize the number of non-conflicting intervals accepted by the algorithm. In the conventional online model of irrevocable decisions, there is an Omega(n) lower…

Data Structures and Algorithms · Computer Science 2025-06-03 Allan Borodin , Christodoulos Karavasilis

We construct a randomized vector quantizer which has a smaller maximum error compared to all known lattice quantizers with the same entropy for dimensions 5, 6, ..., 48, and also has a smaller mean squared error compared to known lattice…

Information Theory · Computer Science 2025-10-29 Chih Wei Ling , Cheuk Ting Li

Thevon Neumann entropy, named after John von Neumann, is an extension of the classical concept of entropy to the field of quantum mechanics. From a numerical perspective, von Neumann entropy can be computed simply by computing all…

Information Theory · Computer Science 2020-02-04 Eugenia-Maria Kontopoulou , Gregory-Paul Dexter , Wojciech Szpankowski , Ananth Grama , Petros Drineas

We provide a complete theory of optimal universal rates for binary classification in the agnostic setting. This extends the realizable-case theory of Bousquet, Hanneke, Moran, van Handel, and Yehudayoff (2021) by removing the realizability…

Machine Learning · Computer Science 2026-01-30 Steve Hanneke , Shay Moran

We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…

Data Structures and Algorithms · Computer Science 2021-08-18 Juha Harviainen , Antti Röyskö , Mikko Koivisto

We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…

Optimization and Control · Mathematics 2014-03-20 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

We consider the task of generating exact samples from a target distribution, known up to normalization, over a finite alphabet. The classical algorithm for this task is rejection sampling, and although it has been used in practice for…

Machine Learning · Computer Science 2021-06-01 Sinho Chewi , Patrik Gerber , Chen Lu , Thibaut Le Gouic , Philippe Rigollet

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Statistics Theory · Mathematics 2025-02-06 Alexandre Lecestre

We present a rejection method based on recursive covering of the probability density function with equal tiles. The concept works for any probability density function that is pointwise computable or representable by tabular data. By the…

Mathematical Software · Computer Science 2009-02-19 Daniel Fulger , Guido Germano

A number of distributions that arise in statistical applications can be expressed in the form of a weighted density: the product of a base density and a nonnegative weight function. Generating variates from such a distribution may be…

Methodology · Statistics 2025-03-18 Andrew M. Raim , James A. Livsey , Kyle M. Irimata

Algorithms for generating random numbers that follow a gamma distribution with shape parameter less than unity are proposed. Acceptance-rejection algorithms are developed, based on the generalized exponential distribution. The squeeze…

Computation · Statistics 2024-11-18 Seiji Zenitani

The von Neumann algorithm is a simple coordinate-descent algorithm to determine whether the origin belongs to a polytope generated by a finite set of points. When the origin is in the of the polytope, the algorithm generates a sequence of…

Optimization and Control · Mathematics 2015-11-26 Javier Pena , Daniel Rodriguez , Negar Soheili