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This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

Methodology · Statistics 2018-06-01 Florian Maire , Nial Friel , Pierre Alquier

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…

Machine Learning · Statistics 2017-09-07 Daniel Ting , Eric Brochu

The emergence of massive data in recent years brings challenges to automatic statistical inference. This is particularly true if the data are too numerous to be read into memory as a whole. Accordingly, new sampling techniques are needed to…

Methodology · Statistics 2021-10-05 Rui Pan , Yingqiu Zhu , Baishan Guo , Xuening Zhu , Hansheng Wang

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

Massive data bring the big challenges of memory and computation for analysis. These challenges can be tackled by taking subsamples from the full data as a surrogate. For functional data, it is common to collect multiple measurements over…

Methodology · Statistics 2021-07-07 Hua Liu , Jinhong You , Jiguo Cao

In order to learn the complex features of large spatio-temporal data, models with large parameter sets are often required. However, estimating a large number of parameters is often infeasible due to the computational and memory costs of…

Computation · Statistics 2018-07-02 Matthew Edwards , Stefano Castruccio , Dorit Hammerling

Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…

Methodology · Statistics 2024-07-08 Henrik Imberg , Xiaomi Yang , Carol Flannagan , Jonas Bärgman

The two-sample test is a fundamental problem in statistics with a wide range of applications. In the realm of high-dimensional data, nonparametric methods have gained prominence due to their flexibility and minimal distributional…

Methodology · Statistics 2024-12-24 Zexi Cai , Wenbo Fei , Doudou Zhou

We present an alternating least squares type numerical optimization scheme to estimate conditionally-independent mixture models in $\mathbb{R}^n$, without parameterizing the distributions. Following the method of moments, we tackle an…

Numerical Analysis · Mathematics 2023-08-09 Yifan Zhang , Joe Kileel

Statistical inference of multiple parameters often involves a preliminary parameter selection stage. The selection stage has an impact on subsequent estimation, for example by introducing a selection bias. The post-selection maximum…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Nadav Harel , Tirza Routtenberg

Undersampling is a common method in Magnetic Resonance Imaging (MRI) to subsample the number of data points in k-space, reducing acquisition times at the cost of decreased image quality. A popular approach is to employ undersampling…

Image and Video Processing · Electrical Eng. & Systems 2023-08-23 Tobias Weber , Michael Ingrisch , Bernd Bischl , David Rügamer

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

Methodology · Statistics 2021-06-24 HaiYing Wang

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Methodology · Statistics 2024-10-10 Anjana Wijayawardhana , Thomas Suesse , David Gunawan

A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…

Computation · Statistics 2018-09-14 Lei Han , Kean Ming Tan , Ting Yang , Tong Zhang

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…

Methodology · Statistics 2024-11-12 Vasilis Chasiotis , Lin Wang , Dimitris Karlis

This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…

Statistics Theory · Mathematics 2025-09-08 Tetsuya Takabatake , Jun Yu , Chen Zhang

Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

Machine Learning · Statistics 2024-12-20 Alex Mak , Shubham Sahoo , Shivani Pandey , Yidan Yue , Linglong Kong