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The Central Limit Theorem provides a foundation for inferential statistics and hypothesis testing. It describes how standardized statistics behave under repeated sampling from large populations. However, if the size of the sample (n)…

Methodology · Statistics 2026-05-19 Mike Crowhurst

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Data Structures and Algorithms · Computer Science 2018-08-31 Ronald L. Rivest

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

In many areas of applied statistics and machine learning, generating an arbitrary number of independent and identically distributed (i.i.d.) samples from a given distribution is a key task. When the distribution is known only through…

Artificial Intelligence · Computer Science 2021-10-29 Ulysse Marteau-Ferey , Francis Bach , Alessandro Rudi

We study the problem of efficiently estimating counts for queries involving complex filters, such as user-defined functions, or predicates involving self-joins and correlated subqueries. For such queries, traditional sampling techniques may…

Databases · Computer Science 2020-01-01 Brett Walenz , Stavros Sintos , Sudeepa Roy , Jun Yang

In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…

Methodology · Statistics 2025-08-12 Abdoulaye Camara , Adja Mbarka Fall , Moumouni Diallo , Gane Samb Lo

Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…

Computational Physics · Physics 2019-11-06 Federico Giberti , Bingqing Cheng , Gareth Aneurin Tribello , Michele Ceriotti

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Methodology · Statistics 2020-04-10 Zhiyuan Lu , Moulinath Banerjee , George Michailidis

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

Almost every software system provides configuration options to tailor the system to the target platform and application scenario. Often, this configurability renders the analysis of every individual system configuration infeasible. To…

Software Engineering · Computer Science 2016-02-17 Flávio Medeiros , Christian Kästner , Márcio Ribeiro , Rohit Gheyi , Sven Apel

A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…

Statistics Theory · Mathematics 2016-02-03 Ritwik Chaudhuri , Vladas Pipiras

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

Statistics Theory · Mathematics 2008-12-18 Runze Li , Hua Liang

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski

We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…

Machine Learning · Computer Science 2019-06-28 Nguyen Q. Tran , Oleksii Abramenko , Alexander Jung

A new method called "variational sampling" is proposed to estimate integrals under probability distributions that can be evaluated up to a normalizing constant. The key idea is to fit the target distribution with an exponential family model…

Computation · Statistics 2013-10-15 Alexis Roche

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

Generative moment matching networks (GMMNs) are introduced for generating quasi-random samples from multivariate models with any underlying copula in order to compute estimates under variance reduction. So far, quasi-random sampling for…

Machine Learning · Statistics 2020-04-06 Marius Hofert , Avinash Prasad , Mu Zhu

The weak convergence of the quantile processes, which are constructed based on different estimators of the finite population quantiles, is shown under various well-known sampling designs based on a superpopulation model. The results related…

Statistics Theory · Mathematics 2024-12-02 Anurag Dey , Probal Chaudhuri

This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…

Probability · Mathematics 2012-02-29 H. Mete Soner , Nizar Touzi , Jianfeng Zhang

In this paper, a procedure is given for estimating the population mean in simple random sampling without replacement in the presence of auxiliary information. The mean squared error expressions of the proposed estimators have been derived…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Mukesh Kumar , Manoj K. Chaudhary