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We study a unified approach and algorithm for constructive discrepancy minimization based on a stochastic process. By varying the parameters of the process, one can recover various state-of-the-art results. We demonstrate the flexibility of…

Data Structures and Algorithms · Computer Science 2022-05-03 Nikhil Bansal , Aditi Laddha , Santosh S. Vempala

Many problems in computer science and applied mathematics require rounding a vector $\mathbf{w}$ of fractional values lying in the interval $[0,1]$ to a binary vector $\mathbf{x}$ so that, for a given matrix $\mathbf{A}$,…

Data Structures and Algorithms · Computer Science 2020-08-04 Lily Li , Aleksandar Nikolov

It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between…

Methodology · Statistics 2013-07-17 Thordis L. Thorarinsdottir , Tilmann Gneiting , Nadine Gissibl

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…

Statistics Theory · Mathematics 2013-02-11 Jerrad Hampton , Manuel E. Lladser

In 2016, Karney proposed an exact sampling algorithm for the standard normal distribution. In this paper, we study the computational complexity of this algorithm under the random deviate model. Specifically, Karney's algorithm requires the…

Data Structures and Algorithms · Computer Science 2020-08-11 Yusong Du , Baoying Fan , Baodian Wei

Conformal prediction provides a pivotal and flexible technique for uncertainty quantification by constructing prediction sets with a predefined coverage rate. Many online conformal prediction methods have been developed to address data…

Machine Learning · Statistics 2026-02-25 Dongjian Hu , Junxi Wu , Shu-Tao Xia , Changliang Zou

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

Statistics Theory · Mathematics 2021-05-28 Stanislav Nagy , Rainer Dyckerhoff , Pavlo Mozharovskyi

When split conformal prediction operates in batch mode with exchangeable data, we determine the exact distribution of the empirical coverage of prediction sets produced for a finite batch of future observables, as well as the exact…

Statistics Theory · Mathematics 2025-01-23 Paulo C. Marques F

Let P be a set of points in R^d, and let M be a function that maps any subset of P to a positive real number. We examine the problem of computing the exact mean and variance of M when a subset of points in P is selected according to a…

Data Structures and Algorithms · Computer Science 2016-10-13 Frank Staals , Constantinos Tsirogiannis

Measures of discrepancy between probability distributions (statistical distance) are widely used in the fields of artificial intelligence and machine learning. We describe how certain measures of statistical distance can be implemented as…

Accelerator Physics · Physics 2022-12-21 Chad E. Mitchell , Robert D. Ryne , Kilean Hwang

In this paper we show that the spherical cap discrepancy of the point set given by centers of pixels in the HEALPix tessellation (short for Hierarchical, Equal Area and iso-Latitude Pixelation) of unit $2$-sphere is lower and upper bounded…

Numerical Analysis · Mathematics 2022-03-16 Damir Ferizović , Julian Hofstadler , Michelle Mastrianni

A simple proof of the convergence of the variational regularization, with the regularization parameter, chosen by the discrepancy principle, is given for linear operators under suitable assumptions. It is shown that the discrepancy…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

Direction relations between extended spatial objects are important commonsense knowledge. Recently, Goyal and Egenhofer proposed a formal model, known as Cardinal Direction Calculus (CDC), for representing direction relations between…

Artificial Intelligence · Computer Science 2010-07-01 Xiaotong Zhang , Weiming Liu , Sanjiang Li , Mingsheng Ying

Discrepancy is a well-known measure for the irregularity of the distribution of a point set. Point sets with small discrepancy are called low-discrepancy and are known to efficiently fill the space in a uniform manner. Low-discrepancy…

Machine Learning · Computer Science 2024-09-27 T. Konstantin Rusch , Nathan Kirk , Michael M. Bronstein , Christiane Lemieux , Daniela Rus

The correct computation of orbits of discrete dynamical systems on the interval is considered. Therefore, an arbitrary-precision floating-point approach based on automatic error analysis is chosen and a general algorithm is presented. The…

Numerical Analysis · Computer Science 2015-03-13 Christoph Spandl

We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…

Machine Learning · Computer Science 2012-10-16 Maayan Harel , Shie Mannor

Estimating the generalization performance is practically challenging on out-of-distribution (OOD) data without ground-truth labels. While previous methods emphasize the connection between distribution difference and OOD accuracy, we show…

Machine Learning · Computer Science 2023-10-24 Renchunzi Xie , Hongxin Wei , Lei Feng , Yuzhou Cao , Bo An