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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…

Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities but they often fail in high dimension. In this paper, we…

Computation · Statistics 2021-08-24 Maxime El-Masri , Jérôme Morio , Florian Simatos

Missing value imputation is crucial for real-world data science workflows. Imputation is harder in the online setting, as it requires the imputation method itself to be able to evolve over time. For practical applications, imputation…

Machine Learning · Computer Science 2021-12-17 Yuxuan Zhao , Eric Landgrebe , Eliot Shekhtman , Madeleine Udell

Knowledge distillation is an effective technique that transfers knowledge from a large teacher model to a shallow student. However, just like massive classification, large scale knowledge distillation also imposes heavy computational costs…

Machine Learning · Computer Science 2018-12-04 Minghan Li , Tanli Zuo , Ruicheng Li , Martha White , Weishi Zheng

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…

Machine Learning · Computer Science 2023-10-24 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

Machine Learning · Statistics 2019-06-11 Yameng Liu , Aw Dieng , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…

Machine Learning · Computer Science 2025-11-11 Shivam Gupta , Ajil Jalal , Aditya Parulekar , Eric Price , Zhiyang Xun

We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…

Data Structures and Algorithms · Computer Science 2025-09-09 Clément L. Canonne , Kenny Chen , Julián Mestre

Knowledge Distillation has been established as a highly promising approach for training compact and faster models by transferring knowledge from heavyweight and powerful models. However, KD in its conventional version constitutes an…

Computer Vision and Pattern Recognition · Computer Science 2021-08-27 Maria Tzelepi , Anastasios Tefas

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

Numerical Analysis · Mathematics 2026-04-07 David Krieg , Mario Ullrich

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

Chance constrained program where one seeks to minimize an objective over decisions which satisfy randomly disturbed constraints with a given probability is computationally intractable. This paper proposes an approximate approach to address…

Computation · Statistics 2019-12-23 Xun Shen , Jiancang Zhuang , Xingguo Zhang

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…

Machine Learning · Statistics 2014-06-20 Brian McWilliams , Gabriel Krummenacher , Mario Lucic , Joachim M. Buhmann

Analyzing a distributed computation is a hard problem in general due to the combinatorial explosion in the size of the state-space with the number of processes in the system. By abstracting the computation, unnecessary explorations can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-05 Himanshu Chauhan , Vijay K. Garg , Aravind Natarajan , Neeraj Mittal

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Previous knowledge distillation (KD) methods mostly focus on compressing network architectures, which is not thorough enough in deployment as some costs like transmission bandwidth and imaging equipment are related to the image size.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-11 Guangyu Guo , Dingwen Zhang , Longfei Han , Nian Liu , Ming-Ming Cheng , Junwei Han

In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of…

Computation · Statistics 2013-11-04 John R. Birge , Changgee Chang , Nicholas G. Polson

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr