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It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Machine Learning · Computer Science 2022-06-15 Michał Dereziński , Feynman Liang , Zhenyu Liao , Michael W. Mahoney

Derivative-free algorithms seek the minimum of a given function based only on function values queried at appropriate points. Although these methods are widely used in practice, their performance is known to worsen as the problem dimension…

Optimization and Control · Mathematics 2023-08-10 Warren Hare , Lindon Roberts , Clément W. Royer

We discuss the application of random projections to the fundamental problem of deciding whether a given point in a Euclidean space belongs to a given set. We show that, under a number of different assumptions, the feasibility and…

Optimization and Control · Mathematics 2015-11-19 Ky Vu , Pierre-Louis Poirion , Leo Liberti

The estimation of depth in two-dimensional images has long been a challenging and extensively studied subject in computer vision. Recently, significant progress has been made with the emergence of Deep Learning-based approaches, which have…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Vasileios Arampatzakis , George Pavlidis , Kyriakos Pantoglou , Nikolaos Mitianoudis , Nikos Papamarkos

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

Near term quantum computers with a high quantity (around 50) and quality (around 0.995 fidelity for two-qubit gates) of qubits will approximately sample from certain probability distributions beyond the capabilities of known classical…

Quantum Physics · Physics 2018-01-23 Sergio Boixo , Sergei V. Isakov , Vadim N. Smelyanskiy , Hartmut Neven

Statistical depth functions are a standard tool in nonparametric statistics to extend order-based univariate methods to the multivariate setting. Since there is no universally accepted total order for fuzzy data (even in the univariate…

Statistics Theory · Mathematics 2024-01-05 Luis González-De La Fuente , Alicia Nieto-Reyes , Pedro Terán

We study empirical variants of the halfspace (Tukey) depth of a probability measure $\mu$, which are obtained by replacing $\mu$ with the corresponding weighted empirical measure. We prove analogues of the Marcinkiewicz--Zygmund strong law…

Probability · Mathematics 2024-03-15 Andrii Ilienko , Ilya Molchanov , Riccardo Turin

Information projections are the key building block of variational inference algorithms and are used to approximate a target probabilistic model by projecting it onto a family of tractable distributions. In general, there is no guarantee on…

Machine Learning · Computer Science 2015-10-06 Lun-Kai Hsu , Tudor Achim , Stefano Ermon

The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which is absent in more than one dimension. Motivated by the rapid…

Methodology · Statistics 2021-07-30 Gery Geenens , Alicia Nieto-Reyes , Giacomo Francisci

The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embedded fits to a model that are less influenced by…

Statistics Theory · Mathematics 2026-05-11 Jorge G. Adrover , Marcelo Ruiz

We introduce a notion of computable randomness for infinite sequences that generalises the classical version in two important ways. First, our definition of computable randomness is associated with imprecise probability models, in the sense…

Probability · Mathematics 2020-09-23 Floris Persiau , Jasper De Bock , Gert de Cooman

Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…

Graphics · Computer Science 2015-06-30 Jianbo Ye , Zhixin Yan

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

We propose halfspace depth concepts for scatter, concentration and shape matrices. For scatter matrices, our concept is similar to those from Chen, Gao and Ren (2017) and Zhang (2002). Rather than focusing, as in these earlier works, on…

Statistics Theory · Mathematics 2017-10-27 Davy Paindaveine , Germain Van Bever

This paper introduces several depths for random sets with possibly non-convex realisations, proposes ways to estimate the depths based on the samples and compares them with existing ones. The depths are further applied for the comparison…

Methodology · Statistics 2024-02-06 Vesna Gotovac Đogaš

We propose a notion of depth with respect to a finite family $\mathcal{F}$ of convex sets in $\mathbb{R}^d$ which we call $\text{dep}_\mathcal{F}$. We begin showing that $\text{dep}_\mathcal{F}$ satisfies some expected properties for a…

Combinatorics · Mathematics 2016-12-13 Leonardo Martínez-Sandoval , Roee Tamam

We design an efficient data structure for computing a suitably defined approximate depth of any query point in the arrangement $\mathcal{A}(S)$ of a collection $S$ of $n$ halfplanes or triangles in the plane or of halfspaces or simplices in…

Computational Geometry · Computer Science 2020-06-23 Dror Aiger , Haim Kaplan , Micha Sharir

Random sets are used to get a continuous partition of the cardinality of the union of many overlapping sets. The formalism uses M\"obius transforms and adapts Shapley's methodology in cooperative game theory, into the context of set theory.…

Mathematical Physics · Physics 2020-01-08 A. Vourdas

This paper describes some preliminary numerical studies using large eddy simulation of full-scale submarine wakes. Submarine wakes are a combination of the wake generated by a smooth slender body and a number of superimposed vortex pairs…

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