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Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

Image clustering is a very useful technique that is widely applied to various areas, including remote sensing. Recently, visual representations by self-supervised learning have greatly improved the performance of image clustering. To…

Computer Vision and Pattern Recognition · Computer Science 2022-09-27 Qinglin Li , Guoping Qiu

An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…

Computational Physics · Physics 2016-02-01 Charles F. F. Karney

The deep-learning-based least squares method has shown successful results in solving high-dimensional non-linear partial differential equations (PDEs). However, this method usually converges slowly. To speed up the convergence of this…

Numerical Analysis · Mathematics 2025-07-10 Wenhan Gao , Chunmei Wang

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

Driven by large data trained segmentation models, such as SAM , research in one-shot segmentation has experienced significant advancements. Recent contributions like PerSAM and MATCHER , presented at ICLR 2024, utilize a similar approach by…

Computer Vision and Pattern Recognition · Computer Science 2024-05-21 Zhiyu Xu , Qingliang Chen

Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…

Statistics Theory · Mathematics 2023-05-30 Hang Yu , Zhenxing Dou , Zhiwei Chen , Xiaomeng Yan

Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods…

Machine Learning · Computer Science 2020-09-30 Adrian Englhardt , Holger Trittenbach , Daniel Kottke , Bernhard Sick , Klemens Böhm

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

Numerical Analysis · Computer Science 2018-10-03 Shashanka Ubaru , Yousef Saad

A new unequal probability sampling method is proposed. This method is sequential. The decision to select or not each unit is made based on the order in which the units appear. A variant of this method allows selecting a sample from a…

Methodology · Statistics 2021-11-17 Bardia Panahbehagh , Raphaël Jauslin , Yves Tillé

In this work, we consider learning sparse models in large scale settings, where the number of samples and the feature dimension can grow as large as millions or billions. Two immediate issues occur under such challenging scenario: (i)…

Machine Learning · Statistics 2023-01-31 Atul Dhingra , Jie Shen , Nicholas Kleene

In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of $2$ sub-gaussian distributions. Our work is motivated by the application of clustering individuals according to their population…

Statistics Theory · Mathematics 2023-01-05 Shuheng Zhou

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

Soft random sampling (SRS) is a simple yet effective approach for efficient training of large-scale deep neural networks when dealing with massive data. SRS selects a subset uniformly at random with replacement from the full data set in…

Machine Learning · Computer Science 2023-11-27 Xiaodong Cui , Ashish Mittal , Songtao Lu , Wei Zhang , George Saon , Brian Kingsbury

In image segmentation, there is often more than one plausible solution for a given input. In medical imaging, for example, experts will often disagree about the exact location of object boundaries. Estimating this inherent uncertainty and…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Miguel Monteiro , Loïc Le Folgoc , Daniel Coelho de Castro , Nick Pawlowski , Bernardo Marques , Konstantinos Kamnitsas , Mark van der Wilk , Ben Glocker

Data subset selection aims to find a smaller yet informative subset of a large dataset that can approximate the full-dataset training, addressing challenges associated with training neural networks on large-scale datasets. However, existing…

Machine Learning · Computer Science 2024-06-06 Hoyong Choi , Nohyun Ki , Hye Won Chung

This paper revisits the well known single machine scheduling problem to minimize total weighted completion times. The twist is that job sizes are stochastic from unknown distributions, and the scheduler has access to only a single sample…

Data Structures and Algorithms · Computer Science 2023-08-23 Puck te Rietmole , Marc Uetz

We introduce a probability distribution, combined with an efficient sampling algorithm, for weights and biases of fully-connected neural networks. In a supervised learning context, no iterative optimization or gradient computations of…

Machine Learning · Computer Science 2023-11-14 Erik Lien Bolager , Iryna Burak , Chinmay Datar , Qing Sun , Felix Dietrich