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This paper introduces a new algorithm for the fundamental problem of generating a random integer from a discrete probability distribution using a source of independent and unbiased random coin flips. We prove that this algorithm, which we…

Computation · Statistics 2020-07-03 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to…

Machine Learning · Statistics 2026-01-19 Hong Ye Tan , Stanley Osher , Wuchen Li

Age of Information (AoI) is a crucial metric for quantifying information freshness in real-time systems where the sampling rate of data packets is time-varying. Evaluating AoI under such conditions is challenging, as system states become…

Information Theory · Computer Science 2025-07-08 Jin Xu , Weiqi Wang , Natarajan Gautam

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…

Optimization and Control · Mathematics 2021-09-21 Joshua Comden , Ahmed S. Zamzam , Andrey Bernstein

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

While deep learning (DL)-based methods have achieved remarkable success in continuous wireless resource allocation, efficient solutions for problems involving discrete variables remain challenging. This is primarily due to the zero-gradient…

Machine Learning · Computer Science 2026-03-23 Yikun Wang , Yang Li , Yik-Chung Wu , Rui Zhang

We study robust and efficient distributed algorithms for searching, storing, and maintaining data in dynamic Peer-to-Peer (P2P) networks. P2P networks are highly dynamic networks that experience heavy node churn (i.e., nodes join and leave…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-05-07 John Augustine , Anisur Rahaman Molla , Ehab Morsy , Gopal Pandurangan , Peter Robinson , Eli Upfal

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…

Methodology · Statistics 2010-11-23 Matthew A. Taddy , Robert B. Gramacy , Nicholas G. Polson

The election is a classical problem in distributed algorithmic. It aims to design and to analyze a distributed algorithm choosing a node in a graph, here, in a tree. In this paper, a class of randomized algorithms for the election is…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-20 Jean-François Marckert , Nasser Saheb-Djahromi , Akka Zemmari

In this paper, we study the Dynamic Parameterized Subset Sampling (DPSS) problem in the Word RAM model. In DPSS, the input is a set,~$S$, of~$n$ items, where each item,~$x$, has a non-negative integer weight,~$w(x)$. Given a pair of query…

Data Structures and Algorithms · Computer Science 2024-09-27 Junhao Gan , Seeun William Umboh , Hanzhi Wang , Anthony Wirth , Zhuo Zhang

The problem of drawing samples from a discrete distribution can be converted into a discrete optimization problem. In this work, we show how sampling from a continuous distribution can be converted into an optimization problem over…

Computation · Statistics 2015-01-27 Chris J. Maddison , Daniel Tarlow , Tom Minka

We present a self-consistent framework to perform the wavelet analysis of two-dimensional statistical distributions. The analysis targets the 2D probability density function (p.d.f.) of an input sample, in which each object is characterized…

Instrumentation and Methods for Astrophysics · Physics 2019-03-26 R. V. Baluev , E. I. Rodionov , V. Sh. Shaidulin

We show that, under a standard hardness assumption, there is no computationally efficient algorithm that given $n$ samples from an unknown distribution can give valid answers to $n^{3+o(1)}$ adaptively chosen statistical queries. A…

Machine Learning · Computer Science 2014-08-08 Moritz Hardt , Jonathan Ullman

We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a…

Machine Learning · Computer Science 2021-06-08 Will Grathwohl , Kevin Swersky , Milad Hashemi , David Duvenaud , Chris J. Maddison

We compare different methods for sampling from discrete probability distributions and introduce a new algorithm which is especially efficient on massively parallel processors, such as GPUs. The scheme preserves the distribution properties…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-02 Nikolaus Binder , Alexander Keller

Computing the permanent of a non-negative matrix is a core problem with practical applications ranging from target tracking to statistical thermodynamics. However, this problem is also #P-complete, which leaves little hope for finding an…

Machine Learning · Computer Science 2019-11-28 Jonathan Kuck , Tri Dao , Hamid Rezatofighi , Ashish Sabharwal , Stefano Ermon

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

Data Structures and Algorithms · Computer Science 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each…

Machine Learning · Statistics 2017-06-14 Matej Balog , Nilesh Tripuraneni , Zoubin Ghahramani , Adrian Weller

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are…

Machine Learning · Statistics 2023-03-29 Minwoo Chae , Dongha Kim , Yongdai Kim , Lizhen Lin