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We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

In recent decades, a number of profound theorems concerning approximation of hard counting problems have appeared. These include estimation of the permanent, estimating the volume of a convex polyhedron, and counting (approximately) the…

Data Structures and Algorithms · Computer Science 2020-09-07 Isabel Beichl , Alathea Jensen

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

We prove the one-dimensional almost sure invariance principle with essentially optimal rates for slowly (polynomially) mixing deterministic dynamical systems, such as Pomeau-Manneville intermittent maps, with H\"older continuous…

Dynamical Systems · Mathematics 2018-11-15 C. Cuny , J. Dedecker , A. Korepanov , F. Merlevède

We introduce determinantal sieving, a new, remarkably powerful tool in the toolbox of algebraic FPT algorithms. Given a polynomial $P(X)$ on a set of variables $X=\{x_1,\ldots,x_n\}$ and a linear matroid $M=(X,\mathcal{I})$ of rank $k$,…

Data Structures and Algorithms · Computer Science 2025-10-08 Eduard Eiben , Tomohiro Koana , Magnus Wahlström

Matrix permanent plays a key role in data association probability calculations. Exact algorithms (such as Ryser's) scale exponentially with matrix size. Fully polynomial time randomized approximation schemes exist but are quite complex.…

Signal Processing · Electrical Eng. & Systems 2018-07-18 Lingji Chen

The permanent vs. determinant problem is one of the most important problems in theoretical computer science, and is the main target of geometric complexity theory proposed by Mulmuley and Sohoni. The current best lower bound for the…

Computational Complexity · Computer Science 2015-04-02 Akihiro Yabe

We consider the NP-hard problem of minimizing a separable concave quadratic function over the integral points in a polyhedron, and we denote by D the largest absolute value of the subdeterminants of the constraint matrix. In this paper we…

Optimization and Control · Mathematics 2019-08-30 Alberto Del Pia

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Computation · Statistics 2024-09-09 Adrien Corenflos , Matthew Sutton , Nicolas Chopin

We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…

Data Structures and Algorithms · Computer Science 2008-10-29 Marek Cygan , Lukasz Kowalik , Marcin Pilipczuk , Mateusz Wykurz

Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors $v_1,\ldots,v_m \in \mathbb{R}^d$ and a constraint family ${\cal B}\subseteq 2^{[m]}$, find a set $S \in \cal{B}$ that…

Data Structures and Algorithms · Computer Science 2018-07-24 Javad B. Ebrahimi , Damian Straszak , Nisheeth K. Vishnoi

This paper considers an idempotent and symmetrical algebraic structure as well as some closely related concept. A special notion of determinant is introduced and a Cramer formula is derived for a class of limit systems derived from the…

Combinatorics · Mathematics 2020-10-09 Walter Briec

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Many applications, including rank aggregation and crowd-labeling, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and columns. We consider the problem of estimating such a matrix based on…

Machine Learning · Statistics 2018-06-06 Cheng Mao , Ashwin Pananjady , Martin J. Wainwright

The Monotone Min-Plus Product problem is a useful primitive that has seen many algorithmic applications over the past decade. In this problem, we are given two $n\times n$ integer matrices $A$ and $B$, where each row of $B$ is a monotone…

Data Structures and Algorithms · Computer Science 2026-05-11 Ce Jin , Jaewoo Park , Barna Saha , Yinzhan Xu

We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…

Data Structures and Algorithms · Computer Science 2026-01-01 Danny Hermelin , Danny Segev , Dvir Shabtay

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for…

Machine Learning · Computer Science 2018-02-21 Vishesh Jain , Frederic Koehler , Elchanan Mossel

Motivated by studying the power of randomness, certifying algorithms and barriers for fine-grained reductions, we investigate the question whether the multiplication of two $n\times n$ matrices can be performed in near-optimal…

Data Structures and Algorithms · Computer Science 2018-06-26 Marvin Künnemann

We study stochastic approximation procedures for approximately solving a $d$-dimensional linear fixed point equation based on observing a trajectory of length $n$ from an ergodic Markov chain. We first exhibit a non-asymptotic bound of the…

Optimization and Control · Mathematics 2024-05-14 Wenlong Mou , Ashwin Pananjady , Martin J. Wainwright , Peter L. Bartlett

We show that the mixed discriminant of $n$ positive semidefinite $n \times n$ real symmetric matrices can be approximated within a relative error $\epsilon >0$ in quasi-polynomial $n^{O(\ln n -\ln \epsilon)}$ time, provided the distance of…

Data Structures and Algorithms · Computer Science 2019-04-19 Alexander Barvinok
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