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Online reinforcement learning and other adaptive sampling algorithms are increasingly used in digital intervention experiments to optimize treatment delivery for users over time. In this work, we focus on longitudinal user data collected by…

Machine Learning · Computer Science 2023-04-20 Kelly W. Zhang , Lucas Janson , Susan A. Murphy

Random sampling is a technique for signal acquisition which is gaining popularity in practical signal processing systems. Nowadays, event-driven analog-to-digital converters make random sampling feasible in practical applications. A process…

Data Structures and Algorithms · Computer Science 2015-10-08 Jacek Pierzchlewski , Thomas Arildsen

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Machine Learning · Computer Science 2024-05-03 Rasool Fakoor , Jonas Mueller , Zachary C. Lipton , Pratik Chaudhari , Alexander J. Smola

In solving simulation-based stochastic root-finding or optimization problems that involve rare events, such as in extreme quantile estimation, running crude Monte Carlo can be prohibitively inefficient. To address this issue, importance…

Methodology · Statistics 2021-02-23 Shengyi He , Guangxin Jiang , Henry Lam , Michael C. Fu

Complex systems are fascinating because their rich macroscopic properties emerge from the interaction of many simple parts. Understanding the building principles of these emergent phenomena in nature requires assessing natural complex…

Neurons and Cognition · Quantitative Biology 2022-11-17 Anna Levina , Viola Priesemann , Johannes Zierenberg

Elliptical slice sampling is a widely used gradient-free Markov chain Monte Carlo algorithm that is tuning-free and capable of adapting to local characteristics of the target distribution. However, its primary limitation is that sampling…

Computation · Statistics 2026-05-22 Nicholas Marco , Surya T. Tokdar

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

Learning interpretable models has become a major focus of machine learning research, given the increasing prominence of machine learning in socially important decision-making. Among interpretable models, rule lists are among the best-known…

Machine Learning · Computer Science 2024-06-19 Leonardo Pellegrina , Fabio Vandin

We study the optimal sample complexity of variable selection in linear regression under general design covariance, and show that subset selection is optimal while under standard complexity assumptions, efficient algorithms for this problem…

Statistics Theory · Mathematics 2025-10-07 Ming Gao , Bryon Aragam

The committor function is a central object for quantifying the transitions between metastable states of dynamical systems. Recently, a number of computational methods based on deep neural networks have been developed for computing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Weiqing Ren

Assessing the capabilities and risks of frontier AI systems is a critical area of research, and recent work has shown that repeated sampling from models can dramatically increase both. For instance, repeated sampling has been shown to…

Artificial Intelligence · Computer Science 2025-10-08 Joshua Kazdan , Rylan Schaeffer , Youssef Allouah , Colin Sullivan , Kyssen Yu , Noam Levi , Sanmi Koyejo

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

The best algorithm for a computational problem generally depends on the "relevant inputs," a concept that depends on the application domain and often defies formal articulation. While there is a large literature on empirical approaches to…

Machine Learning · Computer Science 2016-09-06 Rishi Gupta , Tim Roughgarden

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…

Machine Learning · Computer Science 2024-06-05 Elise Han , Chengpiao Huang , Kaizheng Wang

Adaptive experimentation is increasingly used in educational platforms to personalize learning through dynamic content and feedback. However, standard adaptive strategies such as Thompson Sampling often underperform in real-world…

Subsequence-based time series classification algorithms provide accurate and interpretable models, but training these models is extremely computation intensive. The asymptotic time complexity of subsequence-based algorithms remains a…

Machine Learning · Computer Science 2021-02-18 Atif Raza , Stefan Kramer

In processing large quantities of data, a fundamental problem is to obtain a summary which supports approximate query answering. Random sampling yields flexible summaries which naturally support subset-sum queries with unbiased estimators…

Data Structures and Algorithms · Computer Science 2011-02-28 Edith Cohen , Graham Cormode , Nick Duffield

Learning visual similarity requires to learn relations, typically between triplets of images. Albeit triplet approaches being powerful, their computational complexity mostly limits training to only a subset of all possible training…

Computer Vision and Pattern Recognition · Computer Science 2020-03-31 Karsten Roth , Timo Milbich , Björn Ommer

Consistent distillation methods have evolved into effective techniques that significantly accelerate the sampling process of diffusion models. Although existing methods have achieved remarkable results, the selection of target timesteps…

Computer Vision and Pattern Recognition · Computer Science 2025-09-17 Qi Wang , Shuliang Zhu , Jinjia Zhou