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This article introduces an algorithm to draw random discrete uniform variables within a given range of size n from a source of random bits. The algorithm aims to be simple to implement and optimal both with regards to the amount of random…

Data Structures and Algorithms · Computer Science 2013-04-09 Jérémie Lumbroso

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

An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…

Computational Physics · Physics 2016-02-01 Charles F. F. Karney

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Data Structures and Algorithms · Computer Science 2015-06-03 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

This article presents an efficient algorithm to generate a discrete uniform distribution on a set of $p$ elements using a biased random source for $p$ prime. The algorithm generalizes Von Neumann's method and improves computational…

Probability · Mathematics 2023-01-18 Xiaoyu Lei

Denoising diffusion probabilistic models (DDPMs) are a class of powerful generative models. The past few years have witnessed the great success of DDPMs in generating high-fidelity samples. A significant limitation of the DDPMs is the slow…

Computer Vision and Pattern Recognition · Computer Science 2023-04-25 Yansong Gao , Zhihong Pan , Xin Zhou , Le Kang , Pratik Chaudhari

We study the problem of generating a random variate $X$ from a finite discrete probability distribution $P$ using an entropy source of independent fair coin flips. A classic result from Knuth and Yao shows that the optimal expected number…

Data Structures and Algorithms · Computer Science 2026-04-28 Thomas L. Draper , Feras A. Saad

Sampling from unnormalized target distributions is a fundamental yet challenging task in machine learning and statistics. Existing sampling algorithms typically require many iterative steps to produce high-quality samples, leading to high…

Machine Learning · Computer Science 2025-02-17 Pascal Jutras-Dubé , Patrick Pynadath , Ruqi Zhang

Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In…

Machine Learning · Computer Science 2024-12-09 Zixiang Chen , Huizhuo Yuan , Yongqian Li , Yiwen Kou , Junkai Zhang , Quanquan Gu

In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…

Computation · Statistics 2020-10-19 Yanxin Li , Stephen G. Walker

We study the {\em robust proper learning} of univariate log-concave distributions (over continuous and discrete domains). Given a set of samples drawn from an unknown target distribution, we want to compute a log-concave hypothesis…

Data Structures and Algorithms · Computer Science 2016-06-10 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Linear regression is a fundamental and primitive problem in supervised machine learning, with applications ranging from epidemiology to finance. In this work, we propose methods for speeding up distributed linear regression. We do so by…

Information Theory · Computer Science 2024-04-02 Neophytos Charalambides , Hessam Mahdavifar , Mert Pilanci , Alfred O. Hero

Though denoising diffusion probabilistic models (DDPMs) have achieved remarkable generation results, the low sampling efficiency of DDPMs still limits further applications. Since DDPMs can be formulated as diffusion ordinary differential…

Machine Learning · Computer Science 2025-11-04 Shengming Li , Luping Liu , Runnan Li , Xu Tan

This article studies the fundamental problem of using i.i.d. coin tosses from an entropy source to efficiently generate random variables $X_i \sim P_i$ $(i \ge 1)$, where $(P_1, P_2, \dots)$ is a random sequence of rational discrete…

Data Structures and Algorithms · Computer Science 2026-05-08 Thomas L. Draper , Feras A. Saad

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…

Machine Learning · Computer Science 2020-04-14 Biswajit Paria , Chih-Kuan Yeh , Ian E. H. Yen , Ning Xu , Pradeep Ravikumar , Barnabás Póczos

Higher-order ODE solvers have become a standard tool for accelerating diffusion probabilistic model (DPM) sampling, motivating the widespread view that first-order methods are inherently slower and that increasing discretization order is…

Machine Learning · Statistics 2026-01-01 Yuchen Jiao , Na Li , Changxiao Cai , Gen Li

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

Machine Learning · Computer Science 2024-03-07 Gen Li , Yu Huang , Timofey Efimov , Yuting Wei , Yuejie Chi , Yuxin Chen

In this paper, we explore provable acceleration of diffusion models without any additional retraining. Focusing on the task of approximating a target data distribution in $\mathbb{R}^d$ to within $\varepsilon$ total-variation distance, we…

Machine Learning · Computer Science 2025-08-14 Gen Li , Yuchen Zhou , Yuting Wei , Yuxin Chen

We show how to generate random derangements efficiently by two different techniques: random restricted transpositions and sequential importance sampling. The algorithm employing restricted transpositions can also be used to generate random…

Computation · Statistics 2020-08-17 J. R. G. Mendonça

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…

Machine Learning · Computer Science 2022-06-22 Ruqi Zhang , Xingchao Liu , Qiang Liu
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