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The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…

Machine Learning · Computer Science 2024-11-12 Tomer Berg , Or Ordentlich , Ofer Shayevitz

The era of huge data necessitates highly efficient machine learning algorithms. Many common machine learning algorithms, however, rely on computationally intensive subroutines that are prohibitively expensive on large datasets. Oftentimes,…

Machine Learning · Computer Science 2023-09-26 Mo Tiwari

For a continuous random variable $Z$, testing conditional independence $X \perp\!\!\!\perp Y |Z$ is known to be a particularly hard problem. It constitutes a key ingredient of many constraint-based causal discovery algorithms. These…

Statistics Theory · Mathematics 2021-12-21 Philip A. Boeken , Joris M. Mooij

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

A hypothesis testing algorithm is replicable if, when run on two different samples from the same distribution, it produces the same output with high probability. This notion, defined by by Impagliazzo, Lei, Pitassi, and Sorell [STOC'22],…

Data Structures and Algorithms · Computer Science 2025-09-05 Anders Aamand , Maryam Aliakbarpour , Justin Y. Chen , Shyam Narayanan , Sandeep Silwal

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…

Machine Learning · Statistics 2016-03-03 Akshay Balsubramani , Aaditya Ramdas

We consider the task of performing probabilistic inference with probabilistic logical models. Many algorithms for approximate inference with such models are based on sampling. From a logic programming perspective, sampling boils down to…

Artificial Intelligence · Computer Science 2015-03-19 Daan Fierens

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Information Theory · Computer Science 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

Sampling-based search, a simple paradigm for utilizing test-time compute, involves generating multiple candidate responses and selecting the best one -- typically by having models self-verify each response for correctness. In this paper, we…

Machine Learning · Computer Science 2025-02-21 Eric Zhao , Pranjal Awasthi , Sreenivas Gollapudi

Quantum samplers are believed capable of sampling efficiently from distributions that are classically hard to sample from. We consider a sampler inspired by the classical Ising model. It is nonadaptive and therefore experimentally amenable.…

Quantum Physics · Physics 2019-07-17 Theodoros Kapourniotis , Animesh Datta

We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…

Methodology · Statistics 2021-08-03 Garritt L. Page , Fernando A. Quintana , David B. Dahl

Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…

Machine Learning · Statistics 2020-09-10 Shengjia Zhao , Tengyu Ma , Stefano Ermon

Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation algorithms such as Markov chain Monte Carlo have been adapted…

Computation · Statistics 2010-05-31 S. A. Sisson , G. W. Peters , M. Briers , Y. Fan

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a…

Machine Learning · Computer Science 2017-08-08 Paul M. B. Vitanyi , Nick Chater

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

In this paper, a first sample-based formulation of the recently considered population observers, or ensemble observers, which estimate the state distribution of dynamic populations from measurements of the output distribution is…

Optimization and Control · Mathematics 2017-12-01 Shen Zeng

Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…

Machine Learning · Computer Science 2023-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the labels conditioned on the feature vector is the same, but the…

Machine Learning · Computer Science 2025-02-24 Deeksha Adil , Jarosław Błasiok