相关论文: Sampling to estimate arbitrary subset sums
Sampling is a fundamental technique, and sampling without replacement is often desirable when duplicate samples are not beneficial. Within machine learning, sampling is useful for generating diverse outputs from a trained model. We present…
In this work we study the {\it moment estimation} problem using weighted sampling. Given sample access to a set $A$ with $n$ weighted elements, and a parameter $t>0$, we estimate the $t$-th moment of $A$ given as $S_t=\sum_{a\in A} w(a)^t$.…
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…
Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
The paper studies empirically the time-space trade-off between sampling and inference in a sl cutset sampling algorithm. The algorithm samples over a subset of nodes in a Bayesian network and applies exact inference over the rest.…
We consider the classical makespan minimization scheduling problem where $n$ jobs must be scheduled on $m$ identical machines. Using weighted random sampling, we developed two sublinear time approximation schemes: one for the case where $n$…
Weighted model counting (WMC) is the task of computing the weighted sum of all satisfying assignments (i.e., models) of a propositional formula. Similarly, weighted model sampling (WMS) aims to randomly generate models with probability…
This paper studies the sample complexity (aka number of comparisons) bounds for the active best-$k$ items selection from pairwise comparisons. From a given set of items, the learner can make pairwise comparisons on every pair of items, and…
This work considers the problem of selective-sampling for best-arm identification. Given a set of potential options $\mathcal{Z}\subset\mathbb{R}^d$, a learner aims to compute with probability greater than $1-\delta$, $\arg\max_{z\in…
Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…
An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the representation of a normal deviate in…
A technique introduced by Indyk and Woodruff [STOC 2005] has inspired several recent advances in data-stream algorithms. We show that a number of these results follow easily from the application of a single probabilistic method called…
Bias in datasets can be very detrimental for appropriate statistical estimation. In response to this problem, importance weighting methods have been developed to match any biased distribution to its corresponding target unbiased…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
Consider a fixed universe of $N=2^n$ elements and the uniform distribution over elements of some subset of size $K$. Given samples from this distribution, the task of complement sampling is to provide a sample from the complementary subset.…
Sampling random graphs with given properties is a key step in the analysis of networks, as random ensembles represent basic null models required to identify patterns such as communities and motifs. An important requirement is that the…
In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution…
Suppose we have a memory storing $0$s and $1$s and we want to estimate the frequency of $1$s by sampling. We want to do this I/O-efficiently, exploiting that each read gives a block of $B$ bits at unit cost; not just one bit. If the input…