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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Nov 199319922001200920182026
48 results for sample point distributions

The paper develops efficient algorithms for sampling from random spanning trees and determinantal point processes.

problem Sampling from strongly Rayleigh distributions efficiently.
method Optimal sublinear sampling algorithms for random spanning trees and determinantal point processes.
result Achieves optimal sublinear sampling for strongly Rayleigh distributions.

New sampling method reduces variance in correlated high-dimensional distributions.

problem Reducing variance in Monte Carlo estimators for correlated high-dimensional distributions.
method DPPMC (Determinantal Point Processes Monte Carlo) method for structured sampling.
result DPPMCs improve state-of-the-art in various optimization and machine learning problems.

Reweighted ALPS improves sampling from multimodal distributions using warm start points.

problem Sampling from multimodal distributions is hard due to exponential mixing times.
method Introduces Reweighted ALPS, a modified Annealed Leap-Point Sampler that uses warm start points.
result First polynomial-time bound for Re-ALPS in a general setting, under a natural assumption.

Paper proposes a new numerical scheme for solving BSDEs.

problem Solving backward stochastic differential equations (BSDEs).
method Uses Lagrange interpolation to approximate derivatives and changes sample point distributions for different stability and convergence.
result Guarantees convergence of the scheme under certain conditions on sample point distributions.

New algorithm speeds up determinantal point process sampling.

problem Efficiently sampling from determinantal point processes with minimal preprocessing and sampling costs.
method Introducing a Poisson random variable to control subset probabilities, reducing the number of rows to poly(d) for sampling.
result The new algorithm achieves poly(d) sampling time, independent of n, without distorting probabilities.

New statistical test for change-point detection using relative entropy.

problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.

Improved reasoning model by sampling from power distribution without additional training.

problem Efficiently sampling from a sharpened distribution to improve reasoning models.
method Entropy-Cut Metropolis-Hastings algorithm that identifies key decision points for resampling.
result The method consistently improves reasoning models across various datasets.

Paper tests DPPs for diversity models, distinguishing them from other distributions.

problem Testing whether a given distribution is a Determinantal Point Process (DPP) or far from any DPP.
method Proposes the first algorithm for DPP testing and establishes a lower bound on sample complexity.
result Establishes a matching lower bound on the sample complexity of DPP testing.

A method for estimating parameters from entangled single-sample distributions, robust to high-noise data.

problem Estimating common parameters from entangled single-sample distributions.
method Iterative trimming of samples to estimate the parameter.
result The method can tolerate a constant fraction of high-noise data points.

The study examines conditions for achieving a simple lower bound in estimating mean from samples.

problem Achieving a simple lower bound for estimating the mean of a distribution.
method Analyzes conditions for nearly attaining Le Cam's two-point testing lower bound for mean estimation.
result An algorithm nearly attains the two-point testing rate for mixtures of symmetric, log-concave distributions with a common mean.

The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We are motivated to study the optimal distribution of finite sampling points. Formul…

2012-07-25abs ↗pdf ↗

Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest treating a group of data points as an i.i.d. sample set from an underlying feature dis…

2012-02-01abs ↗pdf ↗

This paper improves signal reconstruction using determinantal sampling from random nodes.

problem Approximating square-integrable functions from random node evaluations.
method Combines determinantal point processes and mixtures thereof for RKHS-adapted approximations.
result Proves mean-square guarantees in L2L^2 norm and shows faster convergence rates.

Energy-efficient sampling for machine learning using magnetic tunnel junctions.

problem Costly and inefficient random sampling in machine learning.
method Energy-efficient algorithm using stochastic magnetic tunnel junctions for uniform Float16 sampling.
result Higher energy efficiency than state-of-the-art algorithms, with a minimum factor of 9721.

Generative neural networks enable quasi-random sampling for diverse multivariate distributions.

problem Generating quasi-random samples for complex multivariate distributions is challenging and restricted.
method Generative moment matching networks (GMMNs) for quasi-random sampling.
result GMMNs allow quasi-random sampling for a broader range of multivariate distributions.

Improved uncertainty estimation through diverse sampling in neural networks.

problem Enhancing uncertainty estimation for machine learning models.
method Data-driven correlations and determinantal point processes-based sampling for dropout layers.
result State-of-the-art results in uncertainty estimation for regression and classification tasks.

New algorithm samples determinantal point processes with sublinear preprocessing time.

problem Sampling from determinantal point processes efficiently with small expected subset size.
method Proposes an algorithm with sublinear preprocessing and independent sampling cost.
result Achieves sublinear preprocessing time and independent sampling cost.

Compress++ speeds up distribution compression to near-linear time.

problem Accurately summarize a probability distribution using a small number of points efficiently.
method Introduces Compress++, a meta-procedure to speed up any thinning algorithm.
result Achieves n\sqrt{n} points with O(logn/n)\mathcal{O}(\sqrt{\log n/n}) integration error in O(nlog3n)\mathcal{O}(n \log^3 n) time and O(nlog2n)\mathcal{O}( \sqrt{n} \log^2 n ) space.

Method identifies change points in high-dimensional models using sample weights.

problem Identifying change points in high-dimensional generalized linear models.
method Sample-weighted empirical risk minimization (Weighted ERM).
result Weighted ERM yields precise asymptotic performance characterization for Gaussian designs.

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio s/ds/d, where ss and dd encode the smoothness and dimension of the integrand. However, an empirical investigation re…

2017-06-11abs ↗pdf ↗

Framework improves gradient estimation for faster training convergence.

problem Efficiently estimating noisy gradients in stochastic optimization.
method Dynamic adaptive importance sampling combining multiple distributions.
result Adaptively weighted multiple importance sampling yields superior gradient estimates.

Detects change points in time series focusing on specific components.

problem Identifying moments when specific components of multivariate time series change distributions.
method Two-stage non-parametric algorithm: causal structure learning followed by change point detection.
result Validated the approach on synthetic and real-world datasets.

Paper reproduces a kernel-based scan B-statistic for online change-point detection.

problem Continuous detection of distribution changes in online data streams.
method Efficient kernel-based scan B-statistic for online change-point detection.
result Scan B-statistic outperforms parametric methods in challenging scenarios.

Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown stationary ergodic distributions. No modelling, independence or mixing assumptions…

2012-03-07abs ↗pdf ↗

A new point process for clustering distributions with repulsion.

problem Clustering distributions with repulsion.
method Distributional Determinantal Point Process (dDPP) with sliced Wasserstein kernel.
result Validated dDPP as a well-defined point process and applied to gene expression and epilepsy data.

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

Neural networks compress and sample WDN contamination dynamics efficiently.

problem Infrastructure monitoring of complex, networked systems like water distribution networks is expensive and challenging.
method Developed Graph Fourier Transform (GFT) operators and neural networks (NN) for efficient data collection and inference.
result High accuracy reconstruction of contamination dynamics using only 5-10% of the sample set.

The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed test can be made more powerful to distinguish certain alternatives by incorpora…

2017-09-14abs ↗pdf ↗