English
Related papers

Related papers: Thinning to improve two-sample discrepancy

200 papers

Consider an infinite sequence of independent, uniformly chosen points from $[0,1]^d$. After looking at each point in the sequence, an overseer is allowed to either keep it or reject it, and this choice may depend on the locations of all…

Probability · Mathematics 2017-09-05 Raaz Dwivedi , Ohad N. Feldheim , Ori Gurel-Gurevich , Aaditya Ramdas

We study the online discrepancy minimization problem for vectors in $\mathbb{R}^d$ in the oblivious setting where an adversary is allowed fix the vectors $x_1, x_2, \ldots, x_n$ in arbitrary order ahead of time. We give an algorithm that…

Data Structures and Algorithms · Computer Science 2021-02-09 David Arbour , Drew Dimmery , Tung Mai , Anup Rao

We show how to improve the discrepancy of an iid sample by moving only a few points. Specifically, modifying \( O(m) \) sample points on average reduces the Kolmogorov-Smirnov distance to the population distribution to \(1/m\).

Statistics Theory · Mathematics 2025-09-15 Gleb Smirnov , Roman Vershynin

It is well understood that if one is given a set $X \subset [0,1]$ of $n$ independent uniformly distributed random variables, then $$ \sup_{0 \leq x \leq 1} \left| \frac{\# X \cap [0,x]}{\# X} - x \right| \lesssim \frac{\sqrt{\log{n}}}{…

Probability · Mathematics 2025-01-24 Dmitriy Bilyk , Stefan Steinerberger

We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…

Machine Learning · Statistics 2024-05-14 Raaz Dwivedi , Lester Mackey

Sampling algorithms play an important role in controlling the quality and runtime of diffusion model inference. In recent years, a number of works~\cite{chen2023sampling,chen2023ode,benton2023error,lee2022convergence} have proposed schemes…

Machine Learning · Computer Science 2024-10-18 Shivam Gupta , Linda Cai , Sitan Chen

We study one of the key tools in data approximation and optimization: low-discrepancy colorings. Formally, given a finite set system $(X,\mathcal S)$, the \emph{discrepancy} of a two-coloring $\chi:X\to\{-1,1\}$ is defined as $\max_{S \in…

Data Structures and Algorithms · Computer Science 2022-09-05 Mónika Csikós , Nabil H. Mustafa

We consider the problem of distinguishing between two arbitrary black-box distributions defined over the domain [n], given access to $s$ samples from both. It is known that in the worst case O(n^{2/3}) samples is both necessary and…

Data Structures and Algorithms · Computer Science 2011-10-17 Eyal Even Dar , Mark Sandler

Given samples from two distributions over an $n$-element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in $n$, specifically, $O(n^{2/3}\epsilon^{-8/3}\log n)$,…

Data Structures and Algorithms · Computer Science 2010-11-05 Tugkan Batu , Lance Fortnow , Ronitt Rubinfeld , Warren D. Smith , Patrick White

We consider the problem of matching a metric space $(X,d_X)$ of size $k$ with a subspace of a metric space $(Y,d_Y)$ of size $n \geq k$, assuming that these two spaces have constant doubling dimension $\delta$. More precisely, given an…

Data Structures and Algorithms · Computer Science 2020-12-22 Corentin Allair , Antoine Vigneron

In distribution compression, one aims to accurately summarize a probability distribution $\mathbb{P}$ using a small number of representative points. Near-optimal thinning procedures achieve this goal by sampling $n$ points from a Markov…

Machine Learning · Statistics 2022-10-19 Abhishek Shetty , Raaz Dwivedi , Lester Mackey

Detecting whether examples belong to a given in-distribution or are Out-Of-Distribution (OOD) requires identifying features specific to the in-distribution. In the absence of labels, these features can be learned by self-supervised…

Artificial Intelligence · Computer Science 2022-01-19 Nima Rafiee , Rahil Gholamipoorfard , Nikolas Adaloglou , Simon Jaxy , Julius Ramakers , Markus Kollmann

In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…

Numerical Analysis · Mathematics 2026-01-27 Peiyi Liu , Zhaoqiang Liu , Yiqi Gu

Dual decomposition is widely utilized in distributed optimization of multi-agent systems. In practice, the dual decomposition algorithm is desired to admit an asynchronous implementation due to imperfect communication, such as time delay…

Optimization and Control · Mathematics 2021-03-05 Yifan Su , Zhaojian Wang , Ming Cao , Mengshuo Jia , Feng Liu

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Probability · Mathematics 2007-05-23 Shannon Starr

Sampling from multiple distributions so as to maximize overlap has been studied by statisticians since the 1950s. Since the 2000s, such correlated sampling from the probability simplex has been a powerful building block in disparate areas…

Data Structures and Algorithms · Computer Science 2025-11-18 Joseph , Naor , Nitya Raju , Abhishek Shetty , Aravind Srinivasan , Renata Valieva , David Wajc

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

The number of comparisons X_n used by Quicksort to sort an array of n distinct numbers has mean mu_n of order n log n and standard deviation of order n. Using different methods, Regnier and Roesler each showed that the normalized variate…

Probability · Mathematics 2007-05-23 James Allen Fill , Svante Janson

In the stochastic online vector balancing problem, vectors $v_1,v_2,\ldots,v_T$ chosen independently from an arbitrary distribution in $\mathbb{R}^n$ arrive one-by-one and must be immediately given a $\pm$ sign. The goal is to keep the norm…

Data Structures and Algorithms · Computer Science 2020-07-22 Nikhil Bansal , Haotian Jiang , Raghu Meka , Sahil Singla , Makrand Sinha

We study the discrepancy of jittered sampling sets: such a set $\mathcal{P} \subset [0,1]^d$ is generated for fixed $m \in \mathbb{N}$ by partitioning $[0,1]^d$ into $m^d$ axis aligned cubes of equal measure and placing a random point…

Numerical Analysis · Mathematics 2015-10-02 Florian Pausinger , Stefan Steinerberger
‹ Prev 1 2 3 10 Next ›