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Subsampling from a large data set is useful in many supervised learning contexts to provide a global view of the data based on only a fraction of the observations. Diverse (or space-filling) subsampling is an appealing subsampling approach…

Methodology · Statistics 2023-11-27 Boyang Shang , Daniel W. Apley , Sanjay Mehrotra

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Thomas Lew , Lucas Janson , Riccardo Bonalli , Marco Pavone

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…

Methodology · Statistics 2021-07-06 Jun Yu , HaiYing Wang , Mingyao Ai , Huiming Zhang

In many areas of applied statistics and machine learning, generating an arbitrary number of independent and identically distributed (i.i.d.) samples from a given distribution is a key task. When the distribution is known only through…

Artificial Intelligence · Computer Science 2021-10-29 Ulysse Marteau-Ferey , Francis Bach , Alessandro Rudi

Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform…

Machine Learning · Statistics 2015-01-05 Peilin Zhao , Tong Zhang

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

Subsampling or subdata selection is a useful approach in large-scale statistical learning. Most existing studies focus on model-based subsampling methods which significantly depend on the model assumption. In this paper, we consider the…

Methodology · Statistics 2022-09-09 Mei Zhang , Yongdao Zhou , Zheng Zhou , Aijun Zhang

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…

Methodology · Statistics 2025-10-08 Amalan Mahendran , Helen Thompson , James M. McGree

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

Few shot learning is an important problem in machine learning as large labelled datasets take considerable time and effort to assemble. Most few-shot learning algorithms suffer from one of two limitations- they either require the design of…

Machine Learning · Computer Science 2022-04-12 Shakti Kumar , Hussain Zaidi

The size of large, geo-located datasets has reached scales where visualization of all data points is inefficient. Random sampling is a method to reduce the size of a dataset, yet it can introduce unwanted errors. We describe a method for…

Human-Computer Interaction · Computer Science 2017-09-14 Yan Zheng , Yi Ou , Alexander Lex , Jeff M. Phillips

We introduce Density sketches (DS): a succinct online summary of the data distribution. DS can accurately estimate point wise probability density. Interestingly, DS also provides a capability to sample unseen novel data from the underlying…

Data Structures and Algorithms · Computer Science 2021-02-25 Aditya Desai , Benjamin Coleman , Anshumali Shrivastava

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is…

Machine Learning · Computer Science 2013-05-15 Siu-On Chan , Ilias Diakonikolas , Rocco A. Servedio , Xiaorui Sun

Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…

Methodology · Statistics 2024-07-10 Haolin Chen , Holger Dette , Jun Yu

Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…

Methodology · Statistics 2025-12-11 Naruki Sonobe , Tomotaka Momozaki , Tomoyuki Nakagawa

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the…

Computation · Statistics 2015-03-19 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott
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