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We present a sequential sampling methodology for weakly structural Markov laws, arising naturally in a Bayesian structure learning context for decomposable graphical models. As a key component of our suggested approach, we show that the…

Statistics Theory · Mathematics 2019-09-04 Jimmy Olsson , Tetyana Pavlenko , Felix L. Rios

The immense amount of daily generated and communicated data presents unique challenges in their processing. Clustering, the grouping of data without the presence of ground-truth labels, is an important tool for drawing inferences from data.…

Machine Learning · Statistics 2018-02-08 Panagiotis A. Traganitis , Georgios B. Giannakis

We investigate the class of $\sigma$-stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular…

Computation · Statistics 2018-02-22 María Lomelí , Stefano Favaro , Yee Whye Teh

In statistical learning for real-world large-scale data problems, one must often resort to "streaming" algorithms which operate sequentially on small batches of data. In this work, we present an analysis of the information-theoretic limits…

Machine Learning · Statistics 2018-01-22 Andre Manoel , Florent Krzakala , Eric W. Tramel , Lenka Zdeborová

Compressed Counting (CC) [22] was recently proposed for estimating the ath frequency moments of data streams, where 0 < a <= 2. CC can be used for estimating Shannon entropy, which can be approximated by certain functions of the ath…

Data Structures and Algorithms · Computer Science 2012-05-14 Ping Li

Compressed sensing (sparse signal recovery) has been a popular and important research topic in recent years. By observing that natural signals are often nonnegative, we propose a new framework for nonnegative signal recovery using…

Methodology · Statistics 2013-10-04 Ping Li , Cun-Hui Zhang , Tong Zhang

Unsourced random access is a novel communication paradigm designed for handling a large number of uncoordinated users that sporadically transmit very short messages. Under this model, coded compressed sensing (CCS) has emerged as a…

Information Theory · Computer Science 2021-07-22 Jamison R. Ebert , Vamsi K. Amalladinne , Stefano Rini , Jean-Francois Chamberland , Krishna R. Narayanan

Estimating frequencies of elements appearing in a data stream is a key task in large-scale data analysis. Popular sketching approaches to this problem (e.g., CountMin and CountSketch) come with worst-case guarantees that probabilistically…

Data Structures and Algorithms · Computer Science 2023-12-13 Anders Aamand , Justin Y. Chen , Huy Lê Nguyen , Sandeep Silwal , Ali Vakilian

A flexible conformal inference method is developed to construct confidence intervals for the frequencies of queried objects in very large data sets, based on a much smaller sketch of those data. The approach is data-adaptive and requires no…

Methodology · Statistics 2022-11-10 Matteo Sesia , Stefano Favaro

Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning…

Machine Learning · Statistics 2017-07-27 Trevor Campbell , Brian Kulis , Jonathan How

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…

Machine Learning · Statistics 2019-01-25 Luigi Carratino , Alessandro Rudi , Lorenzo Rosasco

The compressive learning framework reduces the computational cost of training on large-scale datasets. In a sketching phase, the data is first compressed to a lightweight sketch vector, obtained by mapping the data samples through a…

Machine Learning · Statistics 2022-04-20 Vincent Schellekens , Laurent Jacques

Sampling random graphs with given properties is a key step in the analysis of networks, as random ensembles represent basic null models required to identify patterns such as communities and motifs. An important requirement is that the…

Methodology · Statistics 2015-02-23 Tiziano Squartini , Rossana Mastrandrea , Diego Garlaschelli

Sketching is a randomized dimensionality-reduction method that aims to preserve relevant information in large-scale datasets. Count sketch is a simple popular sketch which uses a randomized hash function to achieve compression. In this…

Machine Learning · Statistics 2019-11-05 Yang Shi , Animashree Anandkumar

Estimating the frequency of items on the high-volume, fast data stream has been extensively studied in many areas, such as database and network measurement. Traditional sketches provide only coarse estimates under strict memory constraints.…

Machine Learning · Computer Science 2026-03-26 Xinyu Yuan , Yan Qiao , Meng Li , Zhenchun Wei , Cuiying Feng , Zonghui Wang , Wenzhi Chen

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

Methodology · Statistics 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier