Related papers: Fast Gumbel-Max Sketch and its Applications
Sampling from Gibbs distribution is a central problem in computer science as well as in statistical physics. In this work we focus on the k-colouring model} and the hard-core model with fugacity \lambda when the underlying graph is an…
The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…
We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…
Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…
Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…
A fast non-convex low-rank matrix decomposition method for potential field data separation is proposed. The singular value decomposition of the large size trajectory matrix, which is also a block Hankel matrix, is obtained using a fast…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…
Energy-Based Models (EBMs) offer a versatile framework for modeling complex data distributions. However, training and sampling from EBMs continue to pose significant challenges. The widely-used Denoising Score Matching (DSM) method for…
Importance sampling is a Monte Carlo technique for efficiently estimating the likelihood of rare events by biasing the sampling distribution towards the rare event of interest. By drawing weighted samples from a learned proposal…
Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a…
We develop some theoretical results for a robust similarity measure named "generalized min-max" (GMM). This similarity has direct applications in machine learning as a positive definite kernel and can be efficiently computed via…
Kernel matrix-vector multiplication (KMVM) is a foundational operation in machine learning and scientific computing. However, as KMVM tends to scale quadratically in both memory and time, applications are often limited by these…
In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…
We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our…
The Hidden Markov Model (HMM) is a widely-used statistical model for handling sequential data. However, the presence of missing observations in real-world datasets often complicates the application of the model. The EM algorithm and Gibbs…
Two widely-used computational paradigms for sublinear algorithms are using linear measurements to perform computations on a high dimensional input and using structured queries to access a massive input. Typically, algorithms in the former…
A central problem in computational statistics is to convert a procedure for sampling combinatorial from an objects into a procedure for counting those objects, and vice versa. Weconsider sampling problems coming from *Gibbs distributions*,…
G-Enum histograms are a new fast and fully automated method for irregular histogram construction. By framing histogram construction as a density estimation problem and its automation as a model selection task, these histograms leverage the…
One of the biggest problems in itemset mining is the requirement of developing a data structure or algorithm, every time a user wants to extract a different type of itemsets. To overcome this, we propose a method, called Generic Itemset…