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The common way to optimize auction and pricing systems is to set aside a small fraction of the traffic to run experiments. This leads to the question: how can we learn the most with the smallest amount of data? For truthful auctions, this…

Computer Science and Game Theory · Computer Science 2021-11-09 Renato Paes Leme , Balasubramanian Sivan , Yifeng Teng , Pratik Worah

For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…

Computation · Statistics 2023-01-09 Xiaohui Yuan , Shiting Zhou , Yue Wang

The randomized query complexity $R(f)$ of a boolean function $f\colon\{0,1\}^n\to\{0,1\}$ is famously characterized (via Yao's minimax) by the least number of queries needed to distinguish a distribution $D_0$ over $0$-inputs from a…

Computational Complexity · Computer Science 2020-02-26 Andrew Bassilakis , Andrew Drucker , Mika Göös , Lunjia Hu , Weiyun Ma , Li-Yang Tan

Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…

Machine Learning · Computer Science 2025-08-12 Zihan Zhang , Wenhao Zhan , Yuxin Chen , Simon S. Du , Jason D. Lee

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

Design of experiments, random search, initialization of population-based methods, or sampling inside an epoch of an evolutionary algorithm use a sample drawn according to some probability distribution for approximating the location of an…

Neural and Evolutionary Computing · Computer Science 2020-04-27 Laurent Meunier , Carola Doerr , Jeremy Rapin , Olivier Teytaud

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

We consider a design problem where experimental conditions (design points $X_i$) are presented in the form of a sequence of i.i.d.\ random variables, generated with an unknown probability measure $\mu$, and only a given proportion…

Methodology · Statistics 2020-08-05 Luc Pronzato , HaiYing Wang

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

We consider a novel challenge: approximating a distribution without the ability to randomly sample from that distribution. We study how such an approximation can be obtained using *weight queries*. Given some data set of examples, a weight…

Machine Learning · Computer Science 2021-07-15 Nadav Barak , Sivan Sabato

We study the problem of estimating the value of sums of the form $S_p \triangleq \sum \binom{x_i}{p}$ when one has the ability to sample $x_i \geq 0$ with probability proportional to its magnitude. When $p=2$, this problem is equivalent to…

Data Structures and Algorithms · Computer Science 2016-01-19 Maryam Aliakbarpour , Amartya Shankha Biswas , Themistoklis Gouleakis , John Peebles , Ronitt Rubinfeld , Anak Yodpinyanee

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

Applications · Statistics 2023-11-09 Cory McCartan , Kosuke Imai

Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…

Data Structures and Algorithms · Computer Science 2015-03-20 Edith Cohen

We present a framework for creating small, informative sub-tables of large data tables to facilitate the first step of data science: data exploration. Given a large data table table T, the goal is to create a sub-table of small, fixed…

Databases · Computer Science 2022-03-08 Kathy Razmadze , Yael Amsterdamer , Amit Somech , Susan B. Davidson , Tova Milo

We consider distributed statistical optimization in one-shot setting, where there are $m$ machines each observing $n$ i.i.d. samples. Based on its observed samples, each machine then sends an $O(\log(mn))$-length message to a server, at…

Machine Learning · Computer Science 2019-11-12 Arsalan Sharifnassab , Saber Salehkaleybar , S. Jamaloddin Golestani

Discrete data are abundant and often arise as counts or rounded data. These data commonly exhibit complex distributional features such as zero-inflation, over-/under-dispersion, boundedness, and heaping, which render many parametric models…

Methodology · Statistics 2023-02-27 Daniel R. Kowal , Bohan Wu

The distributed optimization problem has become increasingly relevant recently. It has a lot of advantages such as processing a large amount of data in less time compared to non-distributed methods. However, most distributed approaches…

Optimization and Control · Mathematics 2024-03-27 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov , Alexander Gasnikov

In the "correlated sampling" problem, two players are given probability distributions $P$ and $Q$, respectively, over the same finite set, with access to shared randomness. Without any communication, the two players are each required to…

Computational Complexity · Computer Science 2020-11-24 Mohammad Bavarian , Badih Ghazi , Elad Haramaty , Pritish Kamath , Ronald L. Rivest , Madhu Sudan

Conformal prediction is a generic methodology for finite-sample valid distribution-free prediction. This technique has garnered a lot of attention in the literature partly because it can be applied with any machine learning algorithm that…

Methodology · Statistics 2024-04-12 Yachong Yang , Arun Kumar Kuchibhotla

Many algorithms have been developed to estimate probability distributions subject to differential privacy (DP): such an algorithm takes as input independent samples from a distribution and estimates the density function in a way that is…

Cryptography and Security · Computer Science 2024-12-17 Albert Cheu , Debanuj Nayak