Related papers: Concave Programming Upper Bounds on the Capacity o…
Constrained Markov decision processes (CMDPs) are used as a decision-making framework to study the long-run performance of a stochastic system. It is well-known that a stationary optimal policy of a CMDP problem under discounted cost…
Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…
Given a dynamical system with constrained outputs, the maximal admissible set (MAS) is defined as the set of all initial conditions such that the output constraints are satisfied for all time. It has been previously shown that for…
In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…
A left-corner parsing algorithm with top-down filtering has been reported to show very efficient performance for unification-based systems. However, due to the nontermination of parsing with left-recursive grammars, top-down constraints…
In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
Complex networks theory has commonly been used for modelling and understanding the interactions taking place between the elements composing complex systems. More recently, the use of generative models has gained momentum, as they allow…
Motivated by a greedy approach for generating {\it{information stable}} processes, we prove a universal maximum likelihood (ML) upper bound on the capacities of discrete information stable channels, including the binary erasure channel…
In this paper, we study two problems: (1) estimation of a $d$-dimensional log-concave distribution and (2) bounded multivariate convex regression with random design with an underlying log-concave density or a compactly supported…
In the setting of a Gaussian channel without power constraints, proposed by Poltyrev, the codewords are points in an n-dimensional Euclidean space (an infinite constellation) and the tradeoff between their density and the error probability…
Reconstructing 4D or 6D phase space distributions from 1D or 2D measurements is a challenging inverse problem encountered in particle accelerators. Entropy maximization is an established method to incorporate prior information in the…
Iterative first-order methods such as gradient descent and its variants are widely used for solving optimization and machine learning problems. There has been recent interest in analytic or numerically efficient methods for computing…
We illustrate how computer-aided methods can be used to investigate the fundamental limits of the caching systems, which are significantly different from the conventional analytical approach usually seen in the information theory…
For solving constrained (pseudo)-monotone variational inequality, we prove that the upper bound of stepsize $\frac{1}{2L}$ established for the Popov's algorithm and the forward-reflected-backward algorithm is tight. For unconstrained case,…
Linear programming (polynomial) techniques are used to obtain lower and upper bounds for the potential energy of spherical designs. This approach gives unified bounds that are valid for a large class of potential functions. Our lower bounds…
We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…
We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…
Explicit characterization and computation of the multi-source network coding capacity region (or even bounds) is long standing open problem. In fact, finding the capacity region requires determination of the set of all entropic vectors…
We study the problem of computing the capacity of a discrete memoryless channel under uncertainty affecting the channel law matrix, and possibly with a constraint on the average cost of the input distribution. The problem has been…
The joint spectral radius (JSR) of a set of matrices characterizes the maximal asymptotic growth rate of an infinite product of matrices of the set. This quantity appears in a number of applications including the stability of switched and…