Related papers: Sampling with replacement vs Poisson sampling: a c…
Labelling data is a major practical bottleneck in training and testing classifiers. Given a collection of unlabelled data points, we address how to select which subset to label to best estimate test metrics such as accuracy, $F_1$ score or…
Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…
We prove that any implementation of pivotal sampling is more efficient than multinomial sampling. This property entails the weak consistency of the Horvitz-Thompson estimator and the existence of a conservative variance estimator. A small…
Subsampling is an effective approach to alleviate the computational burden associated with large-scale datasets. Nevertheless, existing subsampling estimators incur a substantial loss in estimation efficiency compared to estimators based on…
Compressive sampling has become a widely used approach to construct polynomial chaos surrogates when the number of available simulation samples is limited. Originally, these expensive simulation samples would be obtained at random locations…
Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…
Sampling is a fundamental technique, and sampling without replacement is often desirable when duplicate samples are not beneficial. Within machine learning, sampling is useful for generating diverse outputs from a trained model. We present…
Subsampling is a popular approach to alleviating the computational burden for analyzing massive datasets. Recent efforts have been devoted to various statistical models without explicit regularization. In this paper, we develop an efficient…
The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…
To fast approximate maximum likelihood estimators with massive data, this paper studies the Optimal Subsampling Method under the A-optimality Criterion (OSMAC) for generalized linear models. The consistency and asymptotic normality of the…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…
In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…
Local search is a fundamental method in operations research and combinatorial optimisation. It has been widely applied to a variety of challenging problems, including multi-objective optimisation where multiple, often conflicting,…
Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…
Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…
Supervised learning under measurement constraints is a common challenge in statistical and machine learning. In many applications, despite extensive design points, acquiring responses for all points is often impractical due to resource…
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…
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…
Subsampling techniques can reduce the computational costs of processing big data. Practical subsampling plans typically involve initial uniform sampling and refined sampling. With a subsample, big data inferences are generally built on the…