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In this work, we propose an innovative iterative direct sampling method to solve nonlinear elliptic inverse problems from a limited number of pairs of Cauchy data. It extends the original direct sampling method (DSM) by incorporating an…

Numerical Analysis · Mathematics 2025-03-04 Kazufumi Ito , Bangti Jin , Fengru Wang , Jun Zou

In this article, we develop efficient sampling algorithms for random surjections from $[n]$ to $[k]$ for all $n \geq k$. We make no assumption about $n$ and $k$. In particular, we do not make the common assumption that the ratio…

Data Structures and Algorithms · Computer Science 2026-05-26 Arnaud Carayol , Pablo Rotondo

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation…

Machine Learning · Statistics 2015-03-20 Song Liu , Makoto Yamada , Nigel Collier , Masashi Sugiyama

An efficient semi-implicit second-order-accurate finite-difference method is described for studying incompressible Rayleigh-Benard convection in a box, with sidewalls that are periodic, thermally insulated, or thermally conducting.…

Pattern Formation and Solitons · Physics 2009-11-10 K. -H. Chiam , M. -C. Lai , H. S. Greenside

We examine the reversible adsorption of hard spheres on a random site surface in which the adsorption sites are uniformly and randomly distributed on a plane. Each site can be occupied by one solute provided that the nearest occupied site…

Statistical Mechanics · Physics 2015-06-25 C. Oleyar , J. Talbot

Particles traveling through inertial microfluidic devices migrate to focusing streamlines. We present a numerical method that calculates migration velocities of particles in inertial microfluidic channels of arbitrary cross section by…

Fluid Dynamics · Physics 2022-10-19 Samuel Christensen , Raymond Chu , Christopher R Anderson , Marcus Roper

Geodesic metric spaces support a variety of averaging constructions for given finite sets. Computing such averages has generated extensive interest in diverse disciplines. Here we consider the inverse problem of recognizing computationally…

Optimization and Control · Mathematics 2024-06-07 Ariel Goodwin , Adrian S. Lewis , Genaro Lopez-Acedo , Adriana Nicolae

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…

Optimization and Control · Mathematics 2023-07-26 Olga Yufereva , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kovalev

In this work we provide a new technique to design fast approximation algorithms for graph problems where the points of the graph lie in a metric space. Specifically, we present a sampling approach for such metric graphs that, using a…

Data Structures and Algorithms · Computer Science 2018-07-26 Hossein Esfandiari , Michael Mitzenmacher

In this work, we present the first efficient and practical algorithm for estimating the number of triangles in a graph stream using predictions. Our algorithm combines waiting room sampling and reservoir sampling with a predictor for the…

Data Structures and Algorithms · Computer Science 2024-09-24 Cristian Boldrin , Fabio Vandin

In many real applications, the distribution of measurement error could vary with each subject or even with each observation so the errors are heteroscedastic. In this paper, we propose a fast algorithm using a simulation-extrapolation…

Statistics Theory · Mathematics 2009-02-13 Xiao-Feng Wang , Jiayang Sun , Zhaozhi Fan

This paper presents an efficient reversible algorithm for linear regression, both with and without ridge regression. Our reversible algorithm matches the asymptotic time and space complexity of standard irreversible algorithms for this…

Data Structures and Algorithms · Computer Science 2021-12-01 Erik D. Demaine , Jayson Lynch , Jiaying Sun

Wasserstein barycenters provide a geometric notion of the weighted average of probability measures based on optimal transport. In this paper, we present a scalable algorithm to compute Wasserstein-2 barycenters given sample access to the…

Machine Learning · Computer Science 2022-01-02 Alexander Korotin , Lingxiao Li , Justin Solomon , Evgeny Burnaev

Nonparametric density estimation for compositional data supported on the simplex is examined under a missing at random mechanism. Rather than imputing missing values and estimating the density from a completed data set, we adopt a strategy…

Methodology · Statistics 2026-03-10 Hanen Daayeb , Wissem Jedidi , Salah Khardani , Guanjie Lyu , Frédéric Ouimet

Rejection sampling is a technique for sampling from difficult distributions. However, its use is limited due to a high rejection rate. Common adaptive rejection sampling methods either work only for very specific distributions or without…

Machine Learning · Statistics 2026-04-27 Akram Erraqabi , Michal Valko , Alexandra Carpentier , Odalric-Ambrym Maillard

We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian…

Machine Learning · Statistics 2018-03-22 Florian Wenzel , Theo Galy-Fajou , Matthaeus Deutsch , Marius Kloft

We study the problem of sampling weighted partial triangulations of a convex polygon. We consider the distribution where each partial triangulation $\sigma$ is chosen with probability proportional to $\lambda^{|\sigma|}$, where $\lambda>0$…

Discrete Mathematics · Computer Science 2026-05-22 Antonio Blanca , Alexandre Stauffer , Izabella Stuhl

We present a subset selection algorithm designed to work with arbitrary model families in a practical batch setting. In such a setting, an algorithm can sample examples one at a time but, in order to limit overhead costs, is only able to…

Machine Learning · Computer Science 2023-01-31 Gui Citovsky , Giulia DeSalvo , Sanjiv Kumar , Srikumar Ramalingam , Afshin Rostamizadeh , Yunjuan Wang

Using the concept of Geometric Weakly Admissible Meshes together with an algorithm based on the classical QR factorization of matrices, we compute efficient points for discrete multivariate least squares approximation and Lagrange…

Numerical Analysis · Mathematics 2009-02-03 Len Bos , Jean-Paul Calvi , Norm Levenberg , Alvise Sommariva , Marco Vianello