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We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the…

Data Structures and Algorithms · Computer Science 2023-05-01 Nima Anari , Callum Burgess , Kevin Tian , Thuy-Duong Vuong

We propose a new class of determinantal point processes (DPPs) which can be manipulated for inference and parameter learning in potentially sublinear time in the number of items. This class, based on a specific low-rank factorization of the…

Machine Learning · Statistics 2016-10-20 Christophe Dupuy , Francis Bach

We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from…

Machine Learning · Statistics 2019-03-22 Arash A. Amini , Marina Paez , Lizhen Lin , Zahra S. Razaee

In distribution compression, one aims to accurately summarize a probability distribution $\mathbb{P}$ using a small number of representative points. Near-optimal thinning procedures achieve this goal by sampling $n$ points from a Markov…

Machine Learning · Statistics 2022-10-19 Abhishek Shetty , Raaz Dwivedi , Lester Mackey

Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…

Statistics Theory · Mathematics 2017-03-03 John Urschel , Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet

Subset selection is central to many wireless communication problems, including link scheduling, power allocation, and spectrum management. However, these problems are often NP-complete, because of which heuristic algorithms applied to solve…

Signal Processing · Electrical Eng. & Systems 2025-03-06 Xiangliu Tu , Chiranjib Saha , Harpreet S. Dhillon

Fermion sampling is to generate probability distribution of a many-body Slater-determinant wavefunction, which is termed "determinantal point process" in statistical analysis. For its inherently-embedded Pauli exclusion principle, its…

Quantum Physics · Physics 2023-01-31 Haoran Sun , Jie Zou , Xiaopeng Li

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

Determinantal points processes are a promising but relatively under-developed tool in machine learning and statistical modelling, being the canonical statistical example of distributions with repulsion. While their mathematical formulation…

Machine Learning · Computer Science 2022-03-31 Nicholas P Baskerville

We study the fundamental problem of sampling independent events, called subset sampling. Specifically, consider a set of $n$ events $S=\{x_1, \ldots, x_n\}$, where each event $x_i$ has an associated probability $p(x_i)$. The subset sampling…

Data Structures and Algorithms · Computer Science 2023-09-22 Lu Yi , Hanzhi Wang , Zhewei Wei

Bayesian inference with Markov Chain Monte Carlo (MCMC) is challenging when the likelihood function is irregular and expensive to compute. We explore several sampling algorithms that make use of subset evaluations to reduce computational…

Machine Learning · Statistics 2025-05-16 Conor Rosato , Harvinder Lehal , Simon Maskell , Lee Devlin , Malcolm Strens

Estimating the density of a distribution from its samples is a fundamental problem in statistics. Hypothesis selection addresses the setting where, in addition to a sample set, we are given $n$ candidate distributions -- referred to as…

Data Structures and Algorithms · Computer Science 2025-10-23 Maryam Aliakbarpour , Zhan Shi , Ria Stevens , Vincent X. Wang

There has been considerable recent interest in distribution-tests whose run-time and sample requirements are sublinear in the domain-size $k$. We study two of the most important tests under the conditional-sampling model where each query…

Data Structures and Algorithms · Computer Science 2015-04-17 Moein Falahatgar , Ashkan Jafarpour , Alon Orlitsky , Venkatadheeraj Pichapathi , Ananda Theertha Suresh

Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…

Machine Learning · Computer Science 2024-10-10 Jiawei Yao , Chuming Li , Canran Xiao

We consider the problem of subset selection for $\ell_{p}$ subspace approximation, i.e., given $n$ points in $d$ dimensions, we need to pick a small, representative subset of the given points such that its span gives $(1+\epsilon)$…

Computational Geometry · Computer Science 2021-03-23 Amit Deshpande , Rameshwar Pratap

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

Determinantal point processes (DPPs) are distributions over sets of items that model diversity using kernels. Their applications in machine learning include summary extraction and recommendation systems. Yet, the cost of sampling from a DPP…

Machine Learning · Statistics 2022-03-22 Guillaume Gautier , Rémi Bardenet , Michal Valko

Algorithms involving Gaussian processes or determinantal point processes typically require computing the determinant of a kernel matrix. Frequently, the latter is computed from the Cholesky decomposition, an algorithm of cubic complexity in…

Computation · Statistics 2021-07-23 Simon Bartels , Wouter Boomsma , Jes Frellsen , Damien Garreau

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais