Related papers: Approximation of Bounds on Mixed Level Orthogonal …
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
We present a class of linear programming approximations for constrained optimization problems. In the case of mixed-integer polynomial optimization problems, if the intersection graph of the constraints has bounded tree-width our…
We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…
We study the efficient generation of random graphs with a prescribed expected degree sequence, focusing on rank-1 inhomogeneous models in which vertices are assigned weights and edges are drawn independently with probabilities proportional…
We consider the problem of detecting a random walk on a graph, based on observations of the graph nodes. When visited by the walk, each node of the graph observes a signal of elevated mean, which we assume can be different across different…
The quality of numerical computations can be measured through their forward error, for which finding good error bounds is challenging in general. For several algorithms and using stochastic rounding (SR), probabilistic analysis has been…
We develop new techniques for rounding packing integer programs using iterative randomized rounding. It is based on a novel application of multidimensional Brownian motion in $\mathbb{R}^n$. Let $\overset{\sim}{x} \in {[0,1]}^n$ be a…
Robotic exploration in large-scale environments is computationally demanding due to the high overhead of processing extensive frontiers. This article presents an OctoMap-based frontier exploration algorithm with predictable, asymptotically…
Mixed packing and covering problems are problems that can be formulated as linear programs using only non-negative coefficients. Examples include multicommodity network flow, the Held-Karp lower bound on TSP, fractional relaxations of set…
In the Hausdorff Voronoi diagram of a set of clusters of points in the plane, the distance between a point t and a cluster P is the maximum Euclidean distance between t and a point in P. This diagram has direct applications in VLSI design.…
We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…
Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…
Constant gain least-mean-squares (LMS) algorithms have a wide range of applications in trajectory tracking problems, but the formal convergence of LMS in mean square is not yet fully established. This work provides an upper bound on the…
Consider a random graph model where each possible edge $e$ is present independently with some probability $p_e$. Given these probabilities, we want to build a large/heavy matching in the randomly generated graph. However, the only way we…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
In this paper, we derive (local) orthogonality graphs for the popular continuous-time state space models, including in particular multivariate continuous-time ARMA (MCARMA) processes. In these (local) orthogonality graphs, vertices…
One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…
We present a new proof of the quantum Cramer-Rao bound for precision parameter estimation [1-3] and extend it to a more general class of measurement procedures. We analyze a generalized framework for parameter estimation that covers most…
This report considers the problem of computing the Cramer-Rao bound for the parameters of a Markov random field. Computation of the exact bound is not feasible for most fields of interest because their likelihoods are intractable and have…