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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

Works, briefly surveyed here, are concerned with two basic methods: Maximum Probability and Bayesian Maximum Probability; as well as with their asymptotic instances: Relative Entropy Maximization and Maximum Non-parametric Likelihood.…

Statistics Theory · Mathematics 2008-04-25 M. Grendar

Reweighting adversarial data during training has been recently shown to improve adversarial robustness, where data closer to the current decision boundaries are regarded as more critical and given larger weights. However, existing methods…

Machine Learning · Computer Science 2022-03-18 Qizhou Wang , Feng Liu , Bo Han , Tongliang Liu , Chen Gong , Gang Niu , Mingyuan Zhou , Masashi Sugiyama

We study probabilistic safety for Bayesian Neural Networks (BNNs) under adversarial input perturbations. Given a compact set of input points, $T \subseteq \mathbb{R}^m$, we study the probability w.r.t. the BNN posterior that all the points…

Machine Learning · Computer Science 2020-06-22 Matthew Wicker , Luca Laurenti , Andrea Patane , Marta Kwiatkowska

This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…

Statistics Theory · Mathematics 2022-04-12 Jonathan B. Hill

Standard evaluations of Bayesian deep learning methods assume that metric estimates are reliable, but we show this assumption fails under data scarcity. Method rankings are not only unreliable at small $n$, but also dataset-dependent in…

Machine Learning · Computer Science 2026-04-28 Qishi Zhan , Minxuan Hu , Guansu Wang , Jiaxin Liu , Liang He

In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…

Methodology · Statistics 2022-04-06 Sara Algeri , David A. van Dyk

Low-thrust trajectory design relies heavily on repeated evaluations of fuel consumption and transfer feasibility, which require expensive optimal control solutions. In this work, we show these quantities can be accurately approximated by…

Machine Learning · Computer Science 2026-05-28 Zhong Zhang , Giacomo Acciarini , Dario Izzo , Hexi Baoyin , Francesco Topputo

Perturbation Theory (PT) applied to a cosmological density field with Gaussian initial fluctuations suggests a specific hierarchy for the correlation functions when the variance is small. In particular quantitative predictions have been…

Astrophysics · Physics 2009-10-30 D. Munshi , F. Bernardeau , A. L. Melott , R. Schaeffer

The Consensus Clustering problem has been introduced as an effective way to analyze the results of different microarray experiments. The problem consists of looking for a partition that best summarizes a set of input partitions (each…

Data Structures and Algorithms · Computer Science 2009-07-13 Paola Bonizzoni , Gianluca Della Vedova , Riccardo Dondi

We study the maximum weight convex polytope problem, in which the goal is to find a convex polytope maximizing the total weight of enclosed points. Prior to this work, the only known result for this problem was an $O(n^3)$ algorithm for the…

Computational Geometry · Computer Science 2022-07-27 Mohammad Ali Abam , Ali Mohammad Lavasani , Denis Pankratov

Random dimensionality reduction is a versatile tool for speeding up algorithms for high-dimensional problems. We study its application to two clustering problems: the facility location problem, and the single-linkage hierarchical clustering…

Data Structures and Algorithms · Computer Science 2021-07-06 Shyam Narayanan , Sandeep Silwal , Piotr Indyk , Or Zamir

We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro

We propose a model for thermo-elastic beams, consistent with the theory of linear three-dimensional thermo-elasticity and deduced by a suitable version of the Principle of Virtual Powers. Dimensional reduction is achieved by postulating…

Materials Science · Physics 2014-01-21 Antonino Favata

In ill-posed inverse problems, it is commonly desirable to obtain insight into the full spectrum of plausible solutions, rather than extracting only a single reconstruction. Information about the plausible solutions and their likelihoods is…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Omer Yair , Elias Nehme , Tomer Michaeli

We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…

Numerical Analysis · Mathematics 2021-02-09 Michael Gnewuch

This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…

Machine Learning · Computer Science 2015-06-16 Matus Telgarsky , Miroslav Dudík , Robert Schapire

A robust minimax test for two composite hypotheses, which are determined by the neighborhoods of two nominal distributions with respect to a set of distances - called $\alpha-$divergence distances, is proposed. Sion's minimax theorem is…

Other Statistics · Statistics 2016-08-24 Gökhan Gül , Abdelhak M. Zoubir

We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

Probability · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

We present here a variational method for maximizing the bandgap in a one-dimensional system where the potential is subject to given constraints. Two specific examples are studied in detail. In the first, we show that if the potential is…

Mathematical Physics · Physics 2007-05-23 Prabasaj Paul , Bill Sutherland
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