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An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

Optimization and Control · Mathematics 2013-01-08 Enlu Zhou , Jiaqiao Hu

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Computer Vision and Pattern Recognition · Computer Science 2015-04-22 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…

Machine Learning · Computer Science 2020-07-08 Hui Yuan , Yingyu Liang

We study set selection problems where the weights are uncertain. Instead of its exact weight, only an uncertainty interval containing its true weight is available for each element. In some cases, some solutions are universally optimal;…

Data Structures and Algorithms · Computer Science 2024-04-29 Christoph Dürr , Arturo Merino , José A. Soto , José Verschae

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

We study the sample complexity of learning a uniform approximation of an $n$-dimensional cumulative distribution function (CDF) within an error $\epsilon > 0$, when observations are restricted to a minimal one-bit feedback. This serves as a…

Machine Learning · Computer Science 2026-05-12 Matteo Castiglioni , Anna Lunghi , Alberto Marchesi

The development of external evaluation criteria for soft clustering (SC) has received limited attention: existing methods do not provide a general approach to extend comparison measures to SC, and are unable to account for the uncertainty…

Machine Learning · Computer Science 2022-06-22 Andrea Campagner , Davide Ciucci , Thierry Denœux

We investigate the feasibility of early fault-tolerant quantum algorithms focusing on ground-state energy estimation problems. In particular, we examine the computation of the cumulative distribution function (CDF) of the spectral measure…

What advantage do \emph{sequential} procedures provide over batch algorithms for testing properties of unknown distributions? Focusing on the problem of testing whether two distributions $\mathcal{D}_1$ and $\mathcal{D}_2$ on $\{1,\dots,…

Data Structures and Algorithms · Computer Science 2022-05-13 Omar Fawzi , Nicolas Flammarion , Aurélien Garivier , Aadil Oufkir

Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard…

Methodology · Statistics 2024-10-30 Conor Murphy , Jonathan A. Tawn , Zak Varty

Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these…

Machine Learning · Computer Science 2017-06-19 Vitaly Feldman , Thomas Steinke

We study nonparametric estimation of the distribution function (DF) of a continuous random variable based on a ranked set sampling design using the exponentially tilted (ET) empirical likelihood method. We propose ET estimators of the DF…

Computation · Statistics 2015-06-23 Saeid Amiri , Mohammad Jafari Jozani , Reza Modarres

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

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

We study nonparametric estimation of univariate cumulative distribution functions (CDFs) pertaining to data missing at random. The proposed estimators smooth the inverse probability weighted (IPW) empirical CDF with the Bernstein operator,…

Statistics Theory · Mathematics 2026-03-30 Rihab Gharbi , Wissem Jedidi , Salah Khardani , Frédéric Ouimet

We investigate distribution testing with access to non-adaptive conditional samples. In the conditional sampling model, the algorithm is given the following access to a distribution: it submits a query set $S$ to an oracle, which returns a…

Data Structures and Algorithms · Computer Science 2018-11-06 Gautam Kamath , Christos Tzamos

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…

Data Structures and Algorithms · Computer Science 2021-09-27 Steven Chaplick , Magnús M. Halldórsson , Murilo S. de Lima , Tigran Tonoyan

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop