Related papers: Tight simulation of a distribution using condition…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…
The class of $\alpha$-stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the $\alpha$-stable distributions have been used in practice for many years, new methods for…
Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…
Arnold and Arvanitis (2020) introduced a novel bivariate conditionally specified distribution, a distribution in which dependence between two random variables is established by defining the distribution of one variable conditional on the…
We study the following distribution clustering problem: Given a hidden partition of $k$ distributions into two groups, such that the distributions within each group are the same, and the two distributions associated with the two clusters…
We study the problem of efficiently estimating the effect of an intervention on a single variable (atomic interventions) using observational samples in a causal Bayesian network. Our goal is to give algorithms that are efficient in both…
Multiple algorithms are known for efficiently calculating the prefix probability of a string under a probabilistic context-free grammar (PCFG). Good algorithms for the problem have a runtime cubic in the length of the input string. However,…
In this paper, we consider an importance sampling problem for a certain rare-event simulations involving the behavior of a diffusion process pertaining to a chain of distributed systems with random perturbations. We also assume that the…
We consider the classic Set Cover problem in the data stream model. For $n$ elements and $m$ sets ($m\geq n$) we give a $O(1/\delta)$-pass algorithm with a strongly sub-linear $\tilde{O}(mn^{\delta})$ space and logarithmic approximation…
In the context of stationary $\mathbb{Z}^d$ nearest-neighbour Gibbs measures $\mu$ satisfying strong spatial mixing, we present a new combinatorial condition (the topological strong spatial mixing property (TSSM)) on the support of $\mu$…
We investigate the problem of testing whether a discrete probability distribution over an ordered domain is a histogram on a specified number of bins. One of the most common tools for the succinct approximation of data, $k$-histograms over…
We study the problem of testing discrete distributions with a focus on the high probability regime. Specifically, given samples from one or more discrete distributions, a property $\mathcal{P}$, and parameters $0< \epsilon, \delta <1$, we…
We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…
We present the first sample compression algorithm for nearest neighbors with non-trivial performance guarantees. We complement these guarantees by demonstrating almost matching hardness lower bounds, which show that our bound is nearly…
We raise the question of approximating the compressibility of a string with respect to a fixed compression scheme, in sublinear time. We study this question in detail for two popular lossless compression schemes: run-length encoding (RLE)…
In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…
Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…