Related papers: Approximation of Bounds on Mixed Level Orthogonal …
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…
The graph projection of a hypergraph is a simple graph with the same vertex set and with an edge between each pair of vertices that appear in a hyperedge. We consider the problem of reconstructing a random $d$-uniform hypergraph from its…
The paper considers the problem of out-of-sample risk estimation under the high dimensional settings where standard techniques such as $K$-fold cross validation suffer from large biases. Motivated by the low bias of the leave-one-out cross…
A low storage algorithm for constructing isogenies between ordinary elliptic curves was proposed by Galbraith, Hess and Smart (GHS). We give an improvement of this algorithm by modifying the pseudorandom walk so that lower-degree isogenies…
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which we observe multiple independent trajectories of the…
This paper considers a cross-layer optimization problem driven by multi-timescale stochastic exogenous processes in wireless communication networks. Due to the hierarchical information structure in a wireless network, a mixed timescale…
The bipartite matching problem is widely applied in the field of transportation; e.g., to find optimal matches between supply and demand over time and space. Recent efforts have been made on developing analytical formulas to estimate the…
Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…
The input to the Multiway Cut problem is a weighted undirected graph, with nonnegative edge weights, and $k$ designated terminals. The goal is to partition the vertices of the graph into $k$ parts, each containing exactly one of the…
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on $R^d$ for any value of the proposal variance, which when scaled appropriately recovers the correct $d^{-1}$ dependence on dimension for…
We propose a new method for parameter learning in Bayesian networks with qualitative influences. This method extends our previous work from networks of binary variables to networks of discrete variables with ordered values. The specified…
In this paper we consider the problem of computing an mRNA sequence of maximal similarity for a given mRNA of secondary structure constraints, introduced by Backofen et al. in [BNS02] denoted as the MRSO problem. The problem is known to be…
Tusn\'ady's problem asks to bound the discrepancy of points and axis-parallel boxes in $\mathbb{R}^d$. Algorithmic bounds on Tusn\'ady's problem use a canonical decomposition of Matou\v{s}ek for the system of points and axis-parallel boxes,…
We prove explicit, i.e. non-asymptotic, error bounds for Markov chain Monte Carlo methods. The problem is to compute the expectation of a function f with respect to a measure {\pi}. Different convergence properties of Markov chains imply…
This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…
Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…
In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…
We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…
Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…
In many iterative optimization methods, fixed-point theory enables the analysis of the convergence rate via the contraction factor associated with the linear approximation of the fixed-point operator. While this factor characterizes the…