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We present the first feasible method for sampling a dynamic data stream with deletions, where the sample consists of pairs $(k,C_k)$ of a value $k$ and its exact total count $C_k$. Our algorithms are for both Strict Turnstile data streams…

Data Structures and Algorithms · Computer Science 2012-09-26 Neta Barkay , Ely Porat , Bar Shalem

This paper examines the joint problem of detection and identification of a sudden and unobservable change in the probability distribution function (pdf) of a sequence of independent and identically distributed (i.i.d.) random variables to…

Information Theory · Computer Science 2009-04-16 Savas Dayanik , Christian Goulding , H. Vincent Poor

We present algorithms for nonparametric regression in settings where the data are obtained sequentially. While traditional estimators select bandwidths that depend upon the sample size, for sequential data the effective sample size is…

Methodology · Statistics 2012-07-03 Haijie Gu , John Lafferty

The random order graph streaming model has received significant attention recently, with problems such as matching size estimation, component counting, and the evaluation of bounded degree constant query testable properties shown to admit…

Data Structures and Algorithms · Computer Science 2021-12-15 John Kallaugher , Michael Kapralov , Eric Price

This paper considers the challenge of designing football group draw mechanisms which have the uniform distribution over all valid draw assignments, but are also entertaining, practical, and transparent. We explain how to simulate the FIFA…

Applications · Statistics 2023-01-26 Gareth O. Roberts , Jeffrey S. Rosenthal

Probabilistic artificial neural networks offer intriguing prospects for enabling the uncertainty of artificial intelligence methods to be described explicitly in their function; however, the development of techniques that quantify…

Artificial Intelligence · Computer Science 2023-11-23 James B. Aimone , William Severa , J. Darby Smith

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to…

Computation · Statistics 2019-03-20 Ömer Deniz Akyıldız , Joaquín Míguez

We consider the \textsf{Unit Interval Selection} problem in the one-pass random order streaming model. Here, an algorithm is presented a sequence of $n$ unit-length intervals on the line that arrive in uniform random order, and the…

Data Structures and Algorithms · Computer Science 2026-03-11 Cezar-Mihail Alexandru , Adithya Diddapur , Magnús M. Halldórsson , Christian Konrad , Kheeran K. Naidu

Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating…

Machine Learning · Computer Science 2026-02-27 Domonkos Csuzdi , Olivér Törő , Tamás Bécsi

In this paper we develop a unified approach for solving a wide class of sequential selection problems. This class includes, but is not limited to, selection problems with no-information, rank-dependent rewards, and considers both fixed as…

Probability · Mathematics 2020-01-27 Alexander Goldenshluger , Yaakov Malinovsky , Assaf Zeevi

It is proposed to use stochastic differential equations with state-dependent switching rates (SDEwS) for sampling from finite mixture distributions. An Euler scheme with constant time step for SDEwS is considered. It is shown that the…

Numerical Analysis · Mathematics 2025-05-08 M. V. Tretyakov

Data stream mining problem has caused widely concerns in the area of machine learning and data mining. In some recent studies, ensemble classification has been widely used in concept drift detection, however, most of them regard…

Data Structures and Algorithms · Computer Science 2017-08-14 Junhong Wang , Shuliang Xu , Bingqian Duan , Caifeng Liu , Jiye Liang

We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…

Machine Learning · Statistics 2018-06-13 Takafumi Kajihara , Motonobu Kanagawa , Keisuke Yamazaki , Kenji Fukumizu

It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…

Methodology · Statistics 2015-05-08 Gordon J Ross

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…

Machine Learning · Statistics 2020-07-03 Stijn de Waele

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a…

Machine Learning · Statistics 2019-12-04 Othmane Mazhar , Cristian R. Rojas , Carlo Fischione , Mohammad R. Hesamzadeh

The human ability to detect and segment moving objects works in the presence of multiple objects, complex background geometry, motion of the observer, and even camouflage. In addition to all of this, the ability to detect motion is nearly…

Computer Vision and Pattern Recognition · Computer Science 2016-04-04 Pia Bideau , Erik Learned-Miller

Streaming process mining deals with the real-time analysis of event streams. A common approach for it is to adopt windowing mechanisms that select event data from a stream for subsequent analysis. However, the size of these windows denotes…

This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…

Methodology · Statistics 2021-01-12 Jon Cockayne , Ilse C. F. Ipsen , Chris J. Oates , Tim W. Reid