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We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

Fundamental machine learning theory shows that different samples contribute unequally both in learning and testing processes. Contemporary studies on DNN imply that such sample difference is rooted on the distribution of intrinsic pattern…

Machine Learning · Computer Science 2021-08-19 Chi Zhang , Xiaoning Ma , Yu Liu , Le Wang , Yuanqi Su , Yuehu Liu

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

This work focuses on a specific classification problem, where the information about a sample is not readily available, but has to be acquired for a cost, and there is a per-sample budget. Inspired by real-world use-cases, we analyze average…

Machine Learning · Computer Science 2020-03-05 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Machine Learning · Computer Science 2020-07-15 Fei Feng , Wotao Yin , Lin F. Yang

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

Numerical Analysis · Mathematics 2019-12-17 Ben Adcock , Juan M. Cardenas

In this paper, we analyze the sample and communication complexity of the federated linear stochastic approximation (FedLSA) algorithm. We explicitly quantify the effects of local training with agent heterogeneity. We show that the…

Machine Learning · Statistics 2025-12-22 Paul Mangold , Sergey Samsonov , Safwan Labbi , Ilya Levin , Reda Alami , Alexey Naumov , Eric Moulines

Many applications, such as in physical simulation and engineering design, demand we estimate functions with high-dimensional outputs. The training examples can be collected with different fidelities to allow a cost/accuracy trade-off. In…

Machine Learning · Computer Science 2021-10-27 Shibo Li , Robert M. Kirby , Shandian Zhe

We present the first efficient averaging sampler that achieves asymptotically optimal randomness complexity and near-optimal sample complexity. For any $\delta < \varepsilon$ and any constant $\alpha > 0$, our sampler uses $m + O(\log (1 /…

Computational Complexity · Computer Science 2025-08-18 Zhiyang Xun , David Zuckerman

What advantage do \emph{sequential} procedures provide over batch algorithms for testing properties of unknown distributions? Focusing on the problem of testing whether two distributions $\mathcal{D}_1$ and $\mathcal{D}_2$ on $\{1,\dots,…

Data Structures and Algorithms · Computer Science 2022-05-13 Omar Fawzi , Nicolas Flammarion , Aurélien Garivier , Aadil Oufkir

Recent years have witnessed the rapid progress and broad application of diffusion probabilistic models (DPMs). Sampling from DPMs can be viewed as solving an ordinary differential equation (ODE). Despite the promising performance, the…

Artificial Intelligence · Computer Science 2023-12-13 Enshu Liu , Xuefei Ning , Huazhong Yang , Yu Wang

Uniformity testing is one of the most well-studied problems in property testing, with many known test statistics, including ones based on counting collisions, singletons, and the empirical TV distance. It is known that the optimal sample…

Machine Learning · Statistics 2022-06-23 Shivam Gupta , Eric Price

Coded distributed matrix multiplication (CDMM) schemes, such as MatDot codes, seek efficient ways to distribute matrix multiplication task(s) to a set of $N$ distributed servers so that the answers returned from any $R$ servers are…

Information Theory · Computer Science 2021-05-18 Junge Wang , Zhuqing Jia , Syed A. Jafar

Applications of Discrete Fracture Network (DFN) modeling are becoming increasingly prevalent in engineering analyses involving fractured rock masses. For example, kinematic evaluations of slope or underground excavation stability and the…

Geophysics · Physics 2017-11-16 Younes Fadakar Alghalandis , Davide Elmo , Erik Eberhardt

Operator learning has been increasingly adopted in scientific and engineering applications, many of which require calibrated uncertainty quantification. Since the output of operator learning is a continuous function, quantifying uncertainty…

Machine Learning · Computer Science 2024-02-07 Ziqi Ma , Kamyar Azizzadenesheli , Anima Anandkumar

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

Numerical Analysis · Mathematics 2018-02-15 Karolina Bujok , Ben Hambly , Christoph Reisinger

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

Computation · Statistics 2017-07-27 Roberto Fontana , Francesca Romana Crucinio

The use of summary statistics beyond the two-point correlation function to analyze the non-Gaussian clustering on small scales is an active field of research in cosmology. In this paper, we explore a set of new summary statistics -- the…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-03 Arka Banerjee , Tom Abel
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