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In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Machine Learning · Statistics 2024-04-02 Agniva Chowdhury , Pradeep Ramuhalli

We introduce a new model for random simplicial complexes which with high probability generates a complex that has a simply-connected double cover. Hence we develop a model for random simplicial complexes with fundamental group…

Combinatorics · Mathematics 2022-10-21 Florian Frick , Andrew Newman

Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…

Machine Learning · Computer Science 2020-07-09 Auke Wiggers , Emiel Hoogeboom

This is the documentation for generating random samples from the quantum state space in accordance with a specified distribution, associated with this webpage: http://tinyurl.com/QSampling . Ready-made samples (each with at least a million…

Quantum walks have emerged as a transformative paradigm in quantum information processing and can be applied to various graph problems. This study explores discrete-time quantum walks on simplicial complexes, a higher-order generalization…

Quantum Physics · Physics 2024-05-24 Euijun Song

Sampling-based motion planning techniques have emerged as an efficient algorithmic paradigm for solving complex motion planning problems. These approaches use a set of probing samples to construct an implicit graph representation of the…

Robotics · Computer Science 2019-10-10 Brian Ichter , Edward Schmerling , Tsang-Wei Edward Lee , Aleksandra Faust

We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly varying increments; namely, 1) the large deviation…

Probability · Mathematics 2014-09-30 Karthyek R. A. Murthy , Sandeep Juneja , Jose Blanchet

Sequential sampling occurs when the entire population is not known in advance and data are obtained one at a time or in groups of units. This manuscript proposes a new algorithm to sequentially select a balanced sample. The algorithm…

Methodology · Statistics 2023-01-04 Raphaël Jauslin , Bardia Panahbehagh , Yves Tillé

Random shapes arise naturally in many contexts. The topological and geometric structure of such objects is interesting for its own sake, and also for applications. In physics, for example, such objects arise naturally in quantum gravity, in…

Combinatorics · Mathematics 2016-07-26 Matthew Kahle

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…

Machine Learning · Computer Science 2021-06-18 Dilip Arumugam , Benjamin Van Roy

We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.

Probability · Mathematics 2007-05-23 Gady Kozma , Ehud Schreiber

In this work, we present a novel sampling-based path planning method, called SPRINT. The method finds solutions for high dimensional path planning problems quickly and robustly. Its efficiency comes from minimizing the number of collision…

Robotics · Computer Science 2021-06-02 Daniel Rakita , Bilge Mutlu , Michael Gleicher

Graph sampling via crawling has become increasingly popular and important in the study of measuring various characteristics of large scale complex networks. While powerful, it is known to be challenging when the graph is loosely connected…

Social and Information Networks · Computer Science 2014-05-21 Junzhou Zhao , John C. S. Lui , Don Towsley , Pinghui Wang , Xiaohong Guan

We present the simplicial sampler, a class of parallel MCMC methods that generate and choose from multiple proposals at each iteration. The algorithm's multiproposal randomly rotates a simplex connected to the current Markov chain state in…

Computation · Statistics 2022-09-15 Andrew J. Holbrook

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn

We study the Ergodic Properties of Random Walks in stationary ergodic environments without uniform ellipticity under a minimal assumption. There are two main components in our work. The first step is to adopt the arguments of Lawler to…

Probability · Mathematics 2026-02-03 Ayan Ghosh

This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

Numerical Analysis · Mathematics 2012-11-09 A. -C. Egloffe , A. Gloria , J. -C. Mourrat , T. N. Nguyen

We propose algorithms for sampling from posterior path measures $P(C([0, T], \mathbb{R}^d))$ under a general prior process. This leverages ideas from (1) controlled equilibrium dynamics, which gradually transport between two path measures,…

Machine Learning · Statistics 2025-06-03 Qijia Jiang , Reuben Cohn-Gordon

The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate unbiasedly an unnormalized version of its density.…

Computation · Statistics 2019-12-04 Sebastian M. Schmon , George Deligiannidis , Arnaud Doucet , Michael K. Pitt