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Importance sampling has been reported to produce algorithms with excellent empirical performance in counting problems. However, the theoretical support for its efficiency in these applications has been very limited. In this paper, we…

Probability · Mathematics 2009-08-10 Jose H. Blanchet

A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition…

Optimization and Control · Mathematics 2016-04-05 Xiaojun Zhou

We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…

Optimization and Control · Mathematics 2011-06-15 Jake Bouvrie , Boumediene Hamzi

For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…

Computation · Statistics 2023-01-09 Xiaohui Yuan , Shiting Zhou , Yue Wang

This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis…

Machine Learning · Computer Science 2020-07-10 Jie Shen

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…

Methodology · Statistics 2021-08-24 Subhadeep Mukhopadhyay

We show how binary classification methods developed to work on i.i.d. data can be used for solving statistical problems that are seemingly unrelated to classification and concern highly-dependent time series. Specifically, the problems of…

Machine Learning · Computer Science 2013-06-10 Daniil Ryabko , Jérémie Mary

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

Machine Learning · Statistics 2013-03-26 Rajarshi Guhaniyogi , David B. Dunson

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

The main object of this article is to present an extension of the zero-inflated Poisson-Lindley distribution, called of zero-modified Poisson-Lindley. The additional parameter $\pi$ of the zero-modified Poisson-Lindley has a natural…

Methodology · Statistics 2018-11-28 Danillo Xavier , Manoel Santos-Neto , Marcelo Bourguignon , Vera Tomazella

We study the problem of distributional approximations to high-dimensional non-degenerate $U$-statistics with random kernels of diverging orders. Infinite-order $U$-statistics (IOUS) are a useful tool for constructing simultaneous prediction…

Statistics Theory · Mathematics 2019-12-11 Yanglei Song , Xiaohui Chen , Kengo Kato

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

Analysis of PDEs · Mathematics 2022-08-24 Eduard Feireisl

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

A lossy compression algorithm for binary redundant memoryless sources is presented. The proposed scheme is based on sparse graph codes. By introducing a nonlinear function, redundant memoryless sequences can be compressed. We propose a…

Information Theory · Computer Science 2011-08-19 Kazushi Mimura

We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…

Computation · Statistics 2014-07-29 Tim Salimans , David A. Knowles

The Poisson distribution is the default choice of likelihood for probabilistic models of count data. However, due to the equidispersion contraint of the Poisson, such models may have predictive uncertainty that is artificially inflated.…

Methodology · Statistics 2025-07-15 Jimmy Lederman , Aaron Schein

Stochastic modelling of complex systems plays an essential, yet often computationally intensive role across the quantitative sciences. Recent advances in quantum information processing have elucidated the potential for quantum simulators to…

Quantum Physics · Physics 2021-06-22 Thomas J. Elliott

Population protocols form a well-established model of computation of passively mobile anonymous agents with constant-size memory. It is well known that population protocols compute Presburger-definable predicates, such as absolute majority…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-07-06 Michael Blondin , François Ladouceur