Related papers: Stochastic Enumeration with Importance Sampling
This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…
In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…
Bayesian optimization is a powerful tool for expensive stochastic black-box optimization problems such as simulation-based optimization or machine learning hyperparameter tuning. Many stochastic objective functions implicitly require a…
We give an algorithm to enumerate the results on trees of monadic second-order (MSO) queries represented by nondeterministic tree automata. After linear time preprocessing (in the input tree), we can enumerate answers with linear delay (in…
Partitioning a sequence of length $n$ into $k$ coherent segments (Seg) is one of the classic optimization problems. As long as the optimization criterion is additive, Seg can be solved exactly in $O(n^2k)$ time using a classic dynamic…
Spanning Centrality is a measure used in network analysis to determine the importance of an edge in a graph based on its contribution to the connectivity of the entire network. Specifically, it quantifies how critical an edge is in terms of…
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…
Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…
In recent years, sequential importance sampling (SIS) has been well developed for sampling contingency tables with linear constraints. In this paper, we apply SIS procedure to 2-dimensional Ising models, which give observations of 0-1…
Decision trees are popular machine learning models that are simple to build and easy to interpret. Even though algorithms to learn decision trees date back to almost 50 years, key properties affecting their generalization error are still…
Despite being a key bottleneck in many machine learning tasks, the cost of solving large linear systems has proven challenging to quantify due to problem-dependent quantities such as condition numbers. To tackle this, we consider a…
This paper studies the \emph{subset sampling} problem. The input is a set $\mathcal{S}$ of $n$ records together with a function $\textbf{p}$ that assigns each record $v\in\mathcal{S}$ a probability $\textbf{p}(v)$. A query returns a random…
Stochastic programming models can lead to very large-scale optimization problems for which it may be impossible to enumerate all possible scenarios. In such cases, one adopts a sampling-based solution methodology in which case the…
Algorithm selection is crucial in the field of optimization, as no single algorithm performs perfectly across all types of optimization problems. Finding the best algorithm among a given set of algorithms for a given problem requires a…
We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…
Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…
This paper extends the link between stochastic approximation (SA) theory and randomized urn models developed in Laruelle, Pag{\`e}s (2013), and their applications to clinical trials introduced in Bai, HU (1999,2005) and Bai, Hu, Shen…
In the power system, state estimation (SE) is important monitoring task for the reliable operation of the system. The optimal estimate from the SE is delivered to all EMS application such as fault analysis, automatic generation control.…
This paper addresses the limitations of conventional vector quantization algorithms, particularly K-Means and its variant K-Means++, and investigates the Stochastic Quantization (SQ) algorithm as a scalable alternative for high-dimensional…
This paper tackles the challenge of parameter calibration in stochastic models, particularly in scenarios where the likelihood function is unavailable in an analytical form. We introduce a gradient-based simulated parameter estimation…