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Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical…

Machine Learning · Statistics 2022-06-08 Yi-An Ma , Yuansi Chen , Chi Jin , Nicolas Flammarion , Michael I. Jordan

This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…

Optimization and Control · Mathematics 2025-09-29 Xuebin Li , Xuefei Yang , Emilia Fridman , Mamadou Diagne , Jiebao Sun

Algorithms with (machine-learned) predictions is a powerful framework for combining traditional worst-case algorithms with modern machine learning. However, the vast majority of work in this space assumes that the prediction itself is…

Machine Learning · Computer Science 2024-11-26 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Aidin Niaparast , Sergei Vassilvitskii

We study goodness-of-fit of discrete distributions in the distributed setting, where samples are divided between multiple users who can only release a limited amount of information about their samples due to various information constraints.…

Data Structures and Algorithms · Computer Science 2019-07-23 Jayadev Acharya , Clément L. Canonne , Yanjun Han , Ziteng Sun , Himanshu Tyagi

Social and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative learning, group distributionally robust…

Machine Learning · Computer Science 2024-04-04 Nika Haghtalab , Michael I. Jordan , Eric Zhao

The optimum sample allocation in stratified sampling is one of the basic issues of survey methodology. It is a procedure of dividing the overall sample size into strata sample sizes in such a way that for given sampling designs in strata…

Methodology · Statistics 2024-03-27 Jacek Wesołowski , Robert Wieczorkowski , Wojciech Wójciak

We give an improved algorithm for drawing a random sample from a large data stream when the input elements are distributed across multiple sites which communicate via a central coordinator. At any point in time the set of elements held by…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-29 Srikanta Tirthapura , David P. Woodruff

Evolutionary processes proved very useful for solving optimization problems. In this work, we build a formalization of the notion of cooperation and competition of multiple systems working toward a common optimization goal of the population…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Mark Burgin , Eugene Eberbach

Population-based evolutionary algorithms (EAs) have been widely applied to solve various optimization problems. The question of how the performance of a population-based EA depends on the population size arises naturally. The performance of…

Neural and Evolutionary Computing · Computer Science 2013-05-13 Jun He , Tianshi Chen , Boris Mitavskiy

Sampling-based motion planners have experienced much success due to their ability to efficiently and evenly explore the state space. However, for many tasks, it may be more efficient to not uniformly explore the state space, especially when…

Robotics · Computer Science 2018-06-07 Clark Zhang , Jinwook Huh , Daniel D. Lee

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

Performance · Computer Science 2012-01-26 Cyrille Jégourel , Axel Legay , Sean Sedwards

In this paper, a first sample-based formulation of the recently considered population observers, or ensemble observers, which estimate the state distribution of dynamic populations from measurements of the output distribution is…

Optimization and Control · Mathematics 2017-12-01 Shen Zeng

Motivated by A/B/n testing applications, we consider a finite set of distributions (called \emph{arms}), one of which is treated as a \emph{control}. We assume that the population is stratified into homogeneous subpopulations. At every time…

Machine Learning · Statistics 2021-11-01 Yoan Russac , Christina Katsimerou , Dennis Bohle , Olivier Cappé , Aurélien Garivier , Wouter Koolen

We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of…

Probability · Mathematics 2017-08-10 William H. Sandholm , Mathias Staudigl

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

A conditional sampling oracle for a probability distribution D returns samples from the conditional distribution of D restricted to a specified subset of the domain. A recent line of work (Chakraborty et al. 2013 and Cannone et al. 2014)…

Data Structures and Algorithms · Computer Science 2016-08-18 Themistoklis Gouleakis , Christos Tzamos , Manolis Zampetakis

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…

Statistics Theory · Mathematics 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

In many areas of systems biology, including virology, pharmacokinetics, and population biology, dynamical systems are commonly used to describe biological processes. These systems can be characterized by estimating their parameters from…

Machine Learning · Statistics 2025-11-11 Tuan Minh Ha , Binh Thanh Nguyen , Lam Si Tung Ho

We consider a minimal model of persistent random searcher with short range memory. We calculate exactly for such searcher the mean first-passage time to a target in a bounded domain and find that it admits a non trivial minimum as function…

Statistical Mechanics · Physics 2012-02-28 V. Tejedor , R. Voituriez , O. Bénichou