Related papers: Uniform Sampling through the Lov\'asz Local Lemma
Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…
Implicit particle filters for data assimilation generate high-probability samples by representing each particle location as a separate function of a common reference variable. This representation requires that a certain underdetermined…
This paper proposes an easy-to-use method for one-class classification: Repeated Element-wise Folding (REF). The algorithm consists of repeatedly standardizing and applying an element-wise folding operation on the one-class training data.…
This paper presents a novel ensemble learning approach called Residual Likelihood Forests (RLF). Our weak learners produce conditional likelihoods that are sequentially optimized using global loss in the context of previous learners within…
Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…
In this paper, we consider several efficient data structures for the problem of sampling from a dynamically changing discrete probability distribution, where some prior information is known on the distribution of the rates, in particular…
We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the…
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…
Efficient sampling from constraint manifolds, and thereby generating a diverse set of solutions for feasibility problems, is a fundamental challenge. We consider the case where a problem is factored, that is, the underlying nonlinear…
A natural approach to software quality assurance consists in writing unit tests securing programmer-declared code invariants. Throughout the literature a great body of work has been devoted to tools and techniques automating this…
This paper presents a sampling-based motion planning framework that leverages the geometry of obstacles in a workspace as well as prior experiences from motion planning problems. Previous studies have demonstrated the benefits of utilizing…
In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…
Heuristic negative sampling enhances recommendation performance by selecting negative samples of varying hardness levels from predefined candidate pools to guide the model toward learning more accurate decision boundaries. However, our…
This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…
In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…
Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and…
The uniform sampling of convex polytopes is an interesting computational problem with many applications in inference from linear constraints, but the performances of sampling algorithms can be affected by ill-conditioning. This is the case…
Recently non-reversible samplers based on simulating piecewise deterministic Markov processes (PDMPs) have shown potential for efficient sampling in Bayesian inference problems. However, there remains a lack of guidance on how to best…
In many applications, data come with a natural ordering. This ordering can often induce local dependence among nearby variables. However, in complex data, the width of this dependence may vary, making simple assumptions such as a constant…
We propose a novel sampling-based federated learning framework for statistical inference on M-estimators with non-smooth objective functions, which frequently arise in modern statistical applications such as quantile regression and AUC…