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We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea, which seems to be missing in the literature, is a simple scheme to…

Computation · Statistics 2015-08-04 Vinayak Rao , Lizhen Lin , David Dunson

In multiple importance sampling we combine samples from a finite list of proposal distributions. When those proposal distributions are used to create control variates, it is possible (Owen and Zhou, 2000) to bound the ratio of the resulting…

Computation · Statistics 2014-11-18 Hera Y. He , Art B. Owen

Learning to reject provide a learning paradigm which allows for our models to abstain from making predictions. One way to learn the rejector is to learn an ideal marginal distribution (w.r.t. the input domain) - which characterizes a…

Machine Learning · Statistics 2025-05-09 Alexander Soen

Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…

Other Statistics · Statistics 2019-05-22 James S. Hodges

How to sample high quality negative instances from unlabeled data, i.e., negative sampling, is important for training implicit collaborative filtering and contrastive learning models. Although previous studies have proposed some approaches…

Information Retrieval · Computer Science 2022-07-12 Bin Liu , Bang Wang

Given samples from a distribution, how many new elements should we expect to find if we continue sampling this distribution? This is an important and actively studied problem, with many applications ranging from unseen species estimation to…

Machine Learning · Computer Science 2017-07-14 Aditi Raghunathan , Greg Valiant , James Zou

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

Respondent-driven sampling (RDS) is an approach to sampling design and analysis which utilizes the networks of social relationships that connect members of the target population, using chain-referral methods to facilitate sampling. RDS…

Methodology · Statistics 2015-08-19 Yakir Berchenko , Jonathan Rosenblatt , Simon D. W. Frost

The basic idea of importance sampling is to use independent samples from a proposal measure in order to approximate expectations with respect to a target measure. It is key to understand how many samples are required in order to guarantee…

Computation · Statistics 2017-01-17 S. Agapiou , O. Papaspiliopoulos , D. Sanz-Alonso , A. M. Stuart

The Boltzmann model for the random generation of "decomposable" combinatorial structures is a set of techniques that allows for efficient random sampling algorithms for a large class of families of discrete objects. The usual requirement of…

Data Structures and Algorithms · Computer Science 2011-12-23 Philippe Duchon

A reduction of a source distribution is a collection of smaller sized distributions that are collectively equivalent to the source distribution with respect to the property of decomposability. That is, an arbitrary language is decomposable…

Systems and Control · Computer Science 2018-03-30 Liyong Lin , Tomáš Masopust , W. Murray Wonham , Rong Su

The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…

Computation · Statistics 2024-02-28 Fengyu Li , Huijiao Yu , Jun Yan , Xianyong Meng

We provide an algorithm for generation of momenta (or energies) of relativistic particles according to the relativistic Bose-Einstein or Fermi-Dirac distributions. The algorithm uses rejection method with effectively selected comparison…

Computational Physics · Physics 2016-02-29 Boris Tomášik , Ivan Melo , Jakub Cimerman

This paper considers the joint distribution of elements of a random sample and an order statistic of the same sample. \ The motivation for this work stems from the important problem in reliability analysis, to estimate the number of…

Statistics Theory · Mathematics 2019-03-04 Ismihan Bairamov

The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…

Methodology · Statistics 2022-01-11 Ryan Thompson

Popularity bias is a persistent issue associated with recommendation systems, posing challenges to both fairness and efficiency. Existing literature widely acknowledges that reducing popularity bias often requires sacrificing recommendation…

Information Retrieval · Computer Science 2023-06-05 Bin Liu , Erjia Chen , Bang Wang

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

Intuitively, sampling is likely to be more efficient for prevalence estimation, if the cases (or positives) have a relatively higher representation in the sample than in the population. In case the virus is transmitted via personal…

Applications · Statistics 2020-11-18 Li-Chun Zhang

Learning with rejection has been a prototypical model for studying the human-AI interaction on prediction tasks. Upon the arrival of a sample instance, the model first uses a rejector to decide whether to accept and use the AI predictor to…

Machine Learning · Computer Science 2024-04-23 Xiaocheng Li , Shang Liu , Chunlin Sun , Hanzhao Wang
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