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We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Yiqi Zhao , Xinyi Yu , Matteo Sesia , Jyotirmoy V. Deshmukh , Lars Lindemann

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Computation · Statistics 2018-06-14 Simon Wessing

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

Probability · Mathematics 2026-03-03 Hugo Jaquard , Nicolas Keriven

We address the question of efficient implementation of quantum protocols, with small communication and entanglement, and short depth circuit for encoding or decoding. We introduce two new methods to achieve this, the first method involving…

Quantum Physics · Physics 2022-08-23 Anurag Anshu , Rahul Jain

The convergence speed of stochastic gradient descent (SGD) can be improved by actively selecting mini-batches. We explore sampling schemes where similar data points are less likely to be selected in the same mini-batch. In particular, we…

Machine Learning · Statistics 2018-06-21 Cheng Zhang , Cengiz Öztireli , Stephan Mandt , Giampiero Salvi

Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial…

Statistics Theory · Mathematics 2015-11-02 Guillaume Chauvet

We study determinantal point processes (DPP) through the lens of algebraic statistics. We count the critical points of the log-likelihood function, and we compute them for small models, thereby disproving a conjecture of Brunel, Moitra,…

Statistics Theory · Mathematics 2024-01-17 Hannah Friedman , Bernd Sturmfels , Maksym Zubkov

Consider two $D$-dimensional data vectors (e.g., embeddings): $u, v$. In many embedding-based retrieval (EBR) applications where the vectors are generated from trained models, $D=256\sim 1024$ are common. In this paper, OPORP (one…

Machine Learning · Statistics 2023-05-24 Ping Li , Xiaoyun Li

Data collection and labeling is one of the main challenges in employing machine learning algorithms in a variety of real-world applications with limited data. While active learning methods attempt to tackle this issue by labeling only the…

Machine Learning · Computer Science 2019-06-20 Erdem Bıyık , Kenneth Wang , Nima Anari , Dorsa Sadigh

Subset selection problems ask for a small, diverse yet representative subset of the given data. When pairwise similarities are captured by a kernel, the determinants of submatrices provide a measure of diversity or independence of items…

Data Structures and Algorithms · Computer Science 2016-07-07 Tarun Kathuria , Amit Deshpande

Speculative sampling reduces the latency of autoregressive decoding for target model LLMs without sacrificing inference quality, by using a cheap draft model to suggest a candidate token and a verification criterion to accept or resample…

Machine Learning · Computer Science 2025-11-21 Rahul Krishna Thomas , Arka Pal

This paper concerns the use of a particular class of determinantal point processes (DPP), a class of repulsive spatial point processes, for Monte Carlo integration. Let $d\ge 1$, $I\subseteq \overline d=\{1,\dots,d\}$ with $\iota=|I|$.…

Computation · Statistics 2021-10-19 Jean-François Coeurjolly , Adrien Mazoyer , Pierre-Olivier Amblard

Improving on the Voronoi cell based techniques of Micciancio and Voulgaris (SIAM J. Comp. 13), and Sommer, Feder and Shalvi (SIAM J. Disc. Math. 09), we give a Las Vegas $\tilde{O}(2^n)$ expected time and space algorithm for CVPP (the…

Data Structures and Algorithms · Computer Science 2014-12-22 Nicolas Bonifas , Daniel Dadush

The task of finding an entry in an unsorted list of $N$ elements famously takes $O(N)$ queries to an oracle for a classical computer and $O(\sqrt{N})$ queries for a quantum computer using Grover's algorithm. Reformulated as a spatial search…

Quantum Physics · Physics 2022-01-04 Thomas G. Wong

Determinantal Point Process (DPPs) are statistical models for repulsive point patterns. Both sampling and inference are tractable for DPPs, a rare feature among models with negative dependence that explains their popularity in machine…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Rémi Bardenet

Discrete Gaussian Sampling on lattices is a fundamental problem in lattice-based cryptography. It appears both in basic cryptographic primitives such as digital signatures and as an important cryptanalysis building block for solving hard…

Quantum Physics · Physics 2026-05-20 Clémence Chevignard , Yixin Shen , André Schrottenloher

Derandomization is the process of taking a randomized algorithm and turning it into a deterministic algorithm, which has attracted great attention in classical computing. In quantum computing, it is challenging and intriguing to derandomize…

Quantum Physics · Physics 2025-03-27 Guanzhong Li , Lvzhou Li

Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix.…

Machine Learning · Statistics 2019-05-30 Mike Gartrell , Elvis Dohmatob , Jon Alberdi

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

Numerical Analysis · Mathematics 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava