Related papers: Optimal Approximate Sampling from Discrete Probabi…
For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…
Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…
Sampling from circular distributions is a fundamental task in directional statistics. A key challenge in acceptance-rejection methods lies in selecting an efficient envelope density, as poor choices can lead to low acceptance rates and…
We consider a discounted infinite horizon optimal stopping problem. If the underlying distribution is known a priori, the solution of this problem is obtained via dynamic programming (DP) and is given by a well known threshold rule. When…
Given a finite set of unknown distributions or arms that can be sampled, we consider the problem of identifying the one with the maximum mean using a $\delta$-correct algorithm (an adaptive, sequential algorithm that restricts the…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
In recent years, an increasing amount of data is collected in different and often, not cooperative, databases. The problem of privacy-preserving, distributed calculations over separated databases and, a relative to it, issue of private data…
We study the problem of extracting random bits from weak sources that are sampled by algorithms with limited memory. This model of small-space sources was introduced by Kamp, Rao, Vadhan and Zuckerman (STOC'06), and falls into a line of…
For each $p \in (0,2]$, we present a randomized algorithm that returns an $\epsilon$-approximation of the $p$th frequency moment of a data stream $F_p = \sum_{i = 1}^n \abs{f_i}^p$. The algorithm requires space $O(\epsilon^{-2} \log…
A $k$-modal probability distribution over the discrete domain $\{1,...,n\}$ is one whose histogram has at most $k$ "peaks" and "valleys." Such distributions are natural generalizations of monotone ($k=0$) and unimodal ($k=1$) probability…
Generating random bits from a source of biased coins (the biased is unknown) is a classical question that was originally studied by von Neumann. There are a number of known algorithms that have asymptotically optimal information efficiency,…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased"…
Recent success in Deep Reinforcement Learning (DRL) methods has shown that policy optimization with respect to an off-policy distribution via importance sampling is effective for sample reuse. In this paper, we show that the use of…
We study the fundamental problem of estimating an unknown discrete distribution $p$ over $d$ symbols, given $n$ i.i.d. samples from the distribution. We are interested in minimizing the KL divergence between the true distribution and the…
The problem of sampling a discrete-time sequence of spatially bandlimited fields with a bounded dynamic range, in a distributed, communication-constrained, processing environment is addressed. A central unit, having access to the data…
We study $\ell_p$ sampling and frequency moment estimation in a single-pass insertion-only data stream. For $p \in (0,2)$, we present a nearly space-optimal approximate $\ell_p$ sampler that uses $\widetilde{O}(\log n \log(1/\delta))$ bits…
Given a set of discrete probability distributions, the minimum entropy coupling is the minimum entropy joint distribution that has the input distributions as its marginals. This has immediate relevance to tasks such as entropic causal…
Given a default distribution $P$ and a set of test data $x^M=\{x_1,x_2,\ldots,x_M\}$ this paper seeks to answer the question if it was likely that $x^M$ was generated by $P$. For discrete distributions, the definitive answer is in principle…
Sampling-based motion planning algorithms are widely used in robotics because they are very effective in high-dimensional spaces. However, the success rate and quality of the solutions are determined by an adequate selection of their…
Suppose we have a memory storing $0$s and $1$s and we want to estimate the frequency of $1$s by sampling. We want to do this I/O-efficiently, exploiting that each read gives a block of $B$ bits at unit cost; not just one bit. If the input…