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In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

We study the problem of cooperative inference where a group of agents interact over a network and seek to estimate a joint parameter that best explains a set of observations. Agents do not know the network topology or the observations of…

Optimization and Control · Mathematics 2017-04-11 Angelia Nedić , Alex Olshevsky , César A. Uribe

Exploration is a fundamental problem in robotics. While sampling-based planners have shown high performance, they are oftentimes compute intensive and can exhibit high variance. To this end, we propose to directly learn the underlying…

Robotics · Computer Science 2022-07-15 Lukas Schmid , Chao Ni , Yuliang Zhong , Roland Siegwart , Olov Andersson

We study discrete probabilistic programs with potentially unbounded looping behaviors over an infinite state space. We present, to the best of our knowledge, the first decidability result for the problem of determining whether such a…

Logic in Computer Science · Computer Science 2022-06-22 Mingshuai Chen , Joost-Pieter Katoen , Lutz Klinkenberg , Tobias Winkler

A two--step Christoffel function based solution is proposed to distribution regression problem. On the first step, to model distribution of observations inside a bag, build Christoffel function for each bag of observations. Then, on the…

Machine Learning · Computer Science 2015-11-24 Vladislav Gennadievich Malyshkin

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…

Methodology · Statistics 2024-07-08 Henrik Imberg , Xiaomi Yang , Carol Flannagan , Jonas Bärgman

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a $0-1$…

Machine Learning · Statistics 2018-04-06 Eduardo Pavez , Antonio Ortega

Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…

Artificial Intelligence · Computer Science 2025-01-22 Cheuk Hang Leung , Yiyan Huang , Yijun Li , Qi Wu

We study active structure learning of Bayesian networks in an observational setting, in which there are external limitations on the number of variable values that can be observed from the same sample. Random samples are drawn from the joint…

Machine Learning · Computer Science 2022-08-23 Noa Ben-David , Sivan Sabato

We study the problem of posterior sampling in discrete-state spaces using discrete diffusion models. While posterior sampling methods for continuous diffusion models have achieved remarkable progress, analogous methods for discrete…

Machine Learning · Computer Science 2025-11-04 Wenda Chu , Zihui Wu , Yifan Chen , Yang Song , Yisong Yue

In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method of multipliers optimises a deep learning objective. We allow…

Machine Learning · Statistics 2015-09-22 Nicholas G. Polson , Brandon T. Willard , Massoud Heidari

We give an algorithm for learning a mixture of {\em unstructured} distributions. This problem arises in various unsupervised learning scenarios, for example in learning {\em topic models} from a corpus of documents spanning several topics.…

Machine Learning · Computer Science 2013-09-19 Yuval Rabani , Leonard Schulman , Chaitanya Swamy

We consider the problem of learning a directed graph $G^\star$ from observational data. We assume that the distribution which gives rise to the samples is Markov and faithful to the graph $G^\star$ and that there are no unobserved…

Statistics Theory · Mathematics 2025-02-25 Pardis Semnani , Elina Robeva

Accurate estimation of the states of a nonlinear dynamical system is crucial for their design, synthesis, and analysis. Particle filters are estimators constructed by simulating trajectories from a sampling distribution and averaging them…

Signal Processing · Electrical Eng. & Systems 2023-02-03 Fernando Gama , Nicolas Zilberstein , Martin Sevilla , Richard Baraniuk , Santiago Segarra

In this paper we combine the Alias method with the concept of systematic sampling, a method commonly used in particle filters for efficient low-variance resampling. The proposed method allows very fast sampling from a discrete distribution:…

Data Structures and Algorithms · Computer Science 2025-09-30 Ilari Vallivaara , Katja Poikselkä , Pauli Rikula , Juha Röning

The problem of computing functions of values at the nodes in a network in a totally distributed manner, where nodes do not have unique identities and make decisions based only on local information, has applications in sensor, peer-to-peer,…

Networking and Internet Architecture · Computer Science 2007-05-23 Damon Mosk-Aoyama , Devavrat Shah

Dependency functions of dependent variables are relevant for i) performing uncertainty quantification and sensitivity analysis in presence of dependent variables and/or correlated variables, and ii) simulating random dependent variables. In…

Methodology · Statistics 2022-03-22 Matieyendou Lamboni