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We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

Quantization for a probability distribution refers to the idea of estimating a given probability by a discrete probability supported by a finite number of points. In this paper, firstly a general approach to this process is outlined using…

Probability · Mathematics 2022-01-26 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

In this work we present strategies for (optimal) measurement selection in model-based sequential diagnosis. In particular, assuming a set of leading diagnoses being given, we show how queries (sets of measurements) can be computed and…

Artificial Intelligence · Computer Science 2017-05-30 Patrick Rodler , Wolfgang Schmid , Konstantin Schekotihin

We propose a novel approach to allocating resources for expensive simulations of high fidelity models when used in a multifidelity framework. Allocation decisions that distribute computational resources across several simulation models…

Numerical Analysis · Mathematics 2019-01-01 Daniel J. Perry , Robert M. Kirby , Akil Narayan , Ross T. Whitaker

Randomization tests are a popular method for testing causal effects in clinical trials with finite-sample validity. In the presence of heterogeneous treatment effects, it is often of interest to select a subgroup that benefits from the…

Methodology · Statistics 2025-04-29 Zijun Gao

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

Data Structures and Algorithms · Computer Science 2021-09-13 Kaan Gokcesu , Hakan Gokcesu

Motivated by recent work in computational social choice, we extend the metric distortion framework to clustering problems. Given a set of $n$ agents located in an underlying metric space, our goal is to partition them into $k$ clusters,…

Computer Science and Game Theory · Computer Science 2024-02-07 Jakob Burkhardt , Ioannis Caragiannis , Karl Fehrs , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

Optimal allocation of resources across sub-units in the context of centralized decision-making systems such as bank branches or supermarket chains is a classical application of operations research and management science. In this paper, we…

Methodology · Statistics 2023-11-14 Sheng Dai , Natalia Kuosmanen , Timo Kuosmanen , Juuso Liesiö

I introduce a generic method for inference on entire quantile and regression quantile processes in the presence of a finite number of large and arbitrarily heterogeneous clusters. The method asymptotically controls size by generating…

Econometrics · Economics 2023-06-16 Andreas Hagemann

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu

Distributionally balanced sampling designs are low-discrepancy probability designs obtained by minimizing the expected discrepancy between the auxiliary-variable distribution of a random sample and the target population distribution.…

Methodology · Statistics 2026-03-26 Anton Grafström , Wilmer Prentius

We consider the procedure proposed by Bhandari et al. (2009) in the context of two-treatment clinical trials, with the objective of minimizing the applications of the less effective drug to the least number of patients. Our focus is on an…

Statistics Theory · Mathematics 2025-06-30 Sampurna Kundu , Jayant Jha , Subir Kumar Bhandari

Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…

Methodology · Statistics 2025-02-25 Wenxuan Guo , Tengyuan Liang , Panos Toulis

Choosing an optimal strategy for hierarchical group testing is an important problem for practitioners who are interested in disease screening with limited resources. For example, when screening for infectious diseases in large populations,…

Methodology · Statistics 2020-02-27 Yaakov Malinovsky , Gregory Haber , Paul S. Albert

We consider the design and analysis of multi-factor experiments using fractional factorial and incomplete designs within the potential outcome framework. These designs are particularly useful when limited resources make running a full…

Methodology · Statistics 2022-01-31 Nicole E. Pashley , Marie-Abele C. Bind

In this paper, we consider the problem of partitioning a small data sample drawn from a mixture of $k$ product distributions. We are interested in the case that individual features are of low average quality $\gamma$, and we want to use as…

Machine Learning · Statistics 2017-11-17 Avrim Blum , Amin Coja-Oghlan , Alan Frieze , Shuheng Zhou

A main task in data analysis is to organize data points into coherent groups or clusters. The stochastic block model is a probabilistic model for the cluster structure. This model prescribes different probabilities for the presence of edges…

Machine Learning · Computer Science 2020-09-24 Alexander Jung

Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…

Machine Learning · Computer Science 2021-04-07 Chenjun Xiao , Yifan Wu , Tor Lattimore , Bo Dai , Jincheng Mei , Lihong Li , Csaba Szepesvari , Dale Schuurmans
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