Related papers: A cautionary note on the Hanurav-Vijayan sampling …

Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

Automated reasoners, such as SAT/SMT solvers and first-order provers, are becoming the backbones of rigorous systems engineering, being used for example in applications of system verification, program synthesis, and cybersecurity.…

Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…

In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…

We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…

In this paper we first study a smooth optimization approach for solving a class of nonsmooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply…

Subsumption resolution is an expensive but highly effective simplifying inference for first-order saturation theorem provers. We present a new SAT-based reasoning technique for subsumption resolution, without requiring radical changes to…

In this article, we propose a simple method to perform variable selection as a post model-fitting exercise using continuous shrinkage priors such as the popular horseshoe prior. The proposed Signal Adaptive Variable Selector (SAVS) approach…

Boson-Sampling is a classically computationally hard problem that can - in principle - be efficiently solved with quantum linear optical networks. Very recently, a rush of experimental activity has ignited with the aim of developing such…

Integrating non-probability samples into finite-population inference typically requires modeling unknown selection probabilities under a missing-at-random (MAR) assumption that is difficult to verify. We propose a design-based alternative…

This paper studies a structured compound stochastic program (SP) involving multiple expectations coupled by nonconvex and nonsmooth functions. We present a successive convex-programming based sampling algorithm and establish its…

Fundamentally, every static program analyser searches for a proof through a combination of heuristics providing candidate solutions and a candidate validation technique. Essentially, the heuristic reduces a second-order problem to a…

We consider applying stochastic approximation (SA) methods to solve nonsmooth variational inclusion problems. Existing studies have shown that the averaged iterates of SA methods exhibit asymptotic normality, with an optimal limiting…

Survey sampling theory and methods are introduced. Sampling designs and estimation methods are carefully discussed as a textbook for survey sampling. Topics includes Horvitz-Thompson estimation, simple random sampling, stratified sampling,…

Stochastic methods offer an effective way to suppress coherent errors in quantum simulation. In particular, the randomized compilation protocol may reduce circuit depth by randomly sampling Hamiltonian terms rather than following the…

Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from…

We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…