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We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency…

Statistics Theory · Mathematics 2015-06-01 Yun Yang , Martin J. Wainwright , Michael I. Jordan

Although there is a somewhat standard formalization of computability on countable sets given by Turing machines, the same cannot be said about uncountable sets. Among the approaches to define computability in these sets, order-theoretic…

Logic in Computer Science · Computer Science 2022-09-07 Pedro Hack , Daniel A. Braun , Sebastian Gottwald

Computable Information Density (CID), the ratio of the length of a losslessly compressed data file to that of the uncompressed file, is a measure of order and correlation in both equilibrium and nonequilibrium systems. Here we show that…

Statistical Mechanics · Physics 2020-10-26 Stefano Martiniani , Yuval Lemberg , Paul M. Chaikin , Dov Levine

Computation models such as circuits describe sequences of computation steps that are carried out one after the other. In other words, algorithm design is traditionally subject to the restriction imposed by a fixed causal order. We address a…

Quantum Physics · Physics 2017-07-04 Ämin Baumeler , Stefan Wolf

Several concepts on the measure of observability, reachability, and robustness are defined and illustrated for both linear and nonlinear control systems. Defined by using computational dynamic optimization, these concepts are applicable to…

Optimization and Control · Mathematics 2009-07-17 Wei Kang , Liang Xu

We derive a general formula of the minimum achievable rate for fixed-to-variable length coding with a regular cost function by allowing the error probability up to a constant $\varepsilon$. For a fixed-to-variable length code, we call the…

Information Theory · Computer Science 2017-10-11 Hideki Yagi , Ryo Nomura

Deciding what to sense is a crucial task, made harder by dependencies and by a nonadditive utility function. We develop approximation algorithms for selecting an optimal set of measurements, under a dependency structure modeled by a…

Artificial Intelligence · Computer Science 2012-06-18 Yan Radovilsky , Solomon Eyal Shimony

An error-erasure channel is a simple noise model that introduces both errors and erasures. While the two types of errors can be corrected simultaneously with error-correcting codes, it is also known that any linear code allows for first…

Information Theory · Computer Science 2019-03-19 Yu Tsunoda , Yuichiro Fujiwara , Hana Ando , Peter Vandendriessche

A new framework is introduced for examining and evaluating the fundamental limits of lossless data compression, that emphasizes genuinely non-asymptotic results. The {\em sample complexity} of compressing a given source is defined as the…

Information Theory · Computer Science 2026-04-16 Terence Viaud , Ioannis Kontoyiannis

The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Computation · Statistics 2017-08-30 James E. Johndrow , Jonathan C. Mattingly , Sayan Mukherjee , David Dunson

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Numerical Analysis · Mathematics 2014-04-09 Alexander Litvinenko , Hermann G. Matthies

The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…

Numerical Analysis · Mathematics 2015-06-22 Percy Deift , Govind Menon , Sheehan Olver , Thomas Trogdon

We propose a novel nonparametric online predictor for discrete labels conditioned on multivariate continuous features. The predictor is based on a feature space discretization induced by a full-fledged k-d tree with randomly picked…

Machine Learning · Computer Science 2020-02-03 Alix Lhéritier , Frédéric Cazals

Given the widespread use of lossless compression algorithms to approximate algorithmic (Kolmogorov-Chaitin) complexity, and that lossless compression algorithms fall short at characterizing patterns other than statistical ones not different…

Information Theory · Computer Science 2017-08-15 Fernando Soler-Toscano , Hector Zenil

Suppose that we are given an infinite binary sequence which is random for a Bernoulli measure of parameter $p$. By the law of large numbers, the frequency of zeros in the sequence tends to~$p$, and thus we can get better and better…

Logic · Mathematics 2018-10-18 Laurent Bienvenu , Santiago Figueira , Benoit Monin , Alexander Shen

Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…

Computation · Statistics 2015-09-08 Richard D. Wilkinson

Although algorithmic randomness with respect to various non-uniform computable measures is well-studied, little attention has been paid to algorithmic randomness with respect to computable \emph{trivial} measures, where a measure $\mu$ on…

Logic · Mathematics 2015-03-24 Christopher P. Porter

Effective versions of strong measure zero sets are developed for various levels of complexity and computability. It is shown that the sets can be equivalently defined using a generalization of supermartingales called odds supermartingales,…

Logic · Mathematics 2026-01-09 Matthew Rayman

Convolutional codes are constructed, designed and analysed using row and/or block structures of unit algebraic schemes. Infinite series of such codes and of codes with specific properties are derived. Properties are shown algebraically and…

Rings and Algebras · Mathematics 2018-04-04 Ted Hurley