Related papers: Approximation of Bounds on Mixed Level Orthogonal …
We provide a simple algorithm for construction of Brownian paths approximating those of a L\'evy process on a finite time interval. It requires knowledge of the L\'evy process trajectory on a chosen regular grid and the law of its endpoint,…
A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…
Markov decision processes are widely used for planning and verification in settings that combine controllable or adversarial choices with probabilistic behaviour. The standard analysis algorithm, value iteration, only provides a lower bound…
Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…
Consider a set of $n$ vertices, where each vertex has a location in $\mathbb{R}^d$ that is sampled uniformly from the unit cube in $\mathbb{R}^d$, and a weight associated to it. Construct a random graph by placing edges independently for…
Intersection graphs of planar geometric objects such as intervals, disks, rectangles and pseudo-disks are well studied. Motivated by various applications, Butman et al. in SODA 2007 considered algorithmic questions in intersection graphs of…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
In this paper we consider graph algorithms in models of computation where the space usage (random accessible storage, in addition to the read only input) is sublinear in the number of edges $m$ and the access to input data is constrained.…
In this paper, we derive non-asymptotic achievability and converse bounds on the random number generation with/without side-information. Our bounds are efficiently computable in the sense that the computational complexity does not depend on…
As a type of search design, a detecting array can be used to generate test suites to identify and detect faults caused by interactions of factors in a component-based system. Recently, the construction and optimality of detecting arrays…
Logistic regression is a standard method in multivariate analysis for binary outcome data in epidemiological and clinical studies; however, the resultant odds-ratio estimates fail to provide directly interpretable effect measures. The…
We propose a self-improving algorithm for computing Voronoi diagrams under a given convex distance function with constant description complexity. The $n$ input points are drawn from a hidden mixture of product distributions; we are only…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
A classic result of Cook et al. (1986) bounds the distances between optimal solutions of mixed-integer linear programs and optimal solutions of the corresponding linear relaxations. Their bound is given in terms of the number of variables…
The convergence of an adaptive mixed finite element method for general second order linear elliptic problems defined on simply connected bounded polygonal domains is analyzed in this paper. The main difficulties in the analysis are posed by…
We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…