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Importance sampling approximates expectations with respect to a target measure by using samples from a proposal measure. The performance of the method over large classes of test functions depends heavily on the closeness between both…

Computation · Statistics 2016-09-01 Daniel Sanz-Alonso

This paper develops the sufficiency principle suitable for data reduction in decentralized inference systems. Both parallel and tandem networks are studied and we focus on the cases where observations at decentralized nodes are…

Information Theory · Computer Science 2012-07-16 Ge Xu , Biao Chen

Quantum random sampling is the leading proposal for demonstrating a computational advantage of quantum computers over classical computers. Recently, first large-scale implementations of quantum random sampling have arguably surpassed the…

Quantum Physics · Physics 2023-07-21 Dominik Hangleiter , Jens Eisert

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

This paper investigates symmetric composite binary quantum hypothesis testing (QHT), where the goal is to determine which of two uncertainty sets contains an unknown quantum state. While asymptotic error exponents for this problem are…

Quantum Physics · Physics 2026-04-13 Jacob Paul Simpson , Efstratios Palias , Sharu Theresa Jose

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…

Probability · Mathematics 2021-06-24 Gert de Cooman , Jasper De Bock

Current discrete randomness and information conservation inequalities are over total recursive functions, i.e. restricted to deterministic processing. This restriction implies that an algorithm can break algorithmic randomness conservation…

Computational Complexity · Computer Science 2013-10-15 Samuel Epstein

Randomness is an intrinsic feature of quantum theory. The outcome of any quantum measurement will be random, sampled from a probability distribution that is defined by the measured quantum state. The task of sampling from a prescribed…

Quantum Physics · Physics 2021-01-19 Dominik Hangleiter

Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…

Information Theory · Computer Science 2007-07-13 Thomas Holenstein , Renato Renner

An adjustable algorithm of exclusion of conditional equations with excessive residuals is proposed. The criteria applied in the algorithm use variable exclusion limits which decrease as the number of equations goes down. The algorithm is…

Methodology · Statistics 2013-06-25 I. I. Nikiforov

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…

Machine Learning · Statistics 2025-09-23 Sylvain Sardy , Maxime van Cutsem , Xiaoyu Ma

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak

This paper studies closed-loop chance constrained control problems with disturbance feedback (equivalently state feedback) where state and input vectors must remain in a prescribed polytopic safe region with a predefined confidence level.…

Optimization and Control · Mathematics 2020-01-16 Hossein Sartipizadeh , Behçet Açikmeşe

This paper studies a large random matrix system (LRMS) model involving an arbitrary signal distribution and forward error control (FEC) coding. We establish an area property based on the approximate message passing (AMP) algorithm. Under…

Information Theory · Computer Science 2021-06-07 Lei Liu , Chulong Liang , Junjie Ma , Li Ping

In many classification settings, the class of primary interest is underrepresented, leading to imbalanced data problems that arise in applications such as rare disease detection and fraud identification. In these contexts, identifying a…

Machine Learning · Statistics 2026-05-06 Daniel Fraiman , Ricardo Fraiman

An overarching goal in machine learning is to build a generalizable model with few samples. To this end, overparameterization has been the subject of immense interest to explain the generalization ability of deep nets even when the size of…

Machine Learning · Computer Science 2022-01-19 Yue Sun , Adhyyan Narang , Halil Ibrahim Gulluk , Samet Oymak , Maryam Fazel

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

One of the increasingly important technologies dealing with the growing complexity of the digitalization of almost all human activities is Artificial intelligence, more precisely machine learning Despite the fact, that we live in a Big data…

Machine Learning · Computer Science 2021-03-02 Peter Kokol , Marko Kokol , Sašo Zagoranski
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