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A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

Approximating the permanent of a complex-valued matrix is a fundamental problem with applications in Boson sampling and probabilistic inference. In this paper, we extend factor-graph-based methods for approximating the permanent of…

Information Theory · Computer Science 2026-01-27 Junda Zhou , Pascal O. Vontobel

This study investigated typical performance of approximation algorithms known as belief propagation, greedy algorithm, and linear-programming relaxation for maximum coverage problems on sparse biregular random graphs. After using the cavity…

Disordered Systems and Neural Networks · Physics 2018-02-27 Satoshi Takabe , Takanori Maehara , Koji Hukushima

We present an algorithm, called Predict, for updating beliefs in causal networks quantified with order-of-magnitude probabilities. The algorithm takes advantage of both the structure and the quantification of the network and presents a…

Artificial Intelligence · Computer Science 2013-02-21 Moises Goldszmidt

Belief Propagation algorithms are instruments used broadly to solve graphical model optimization and statistical inference problems. In the general case of a loopy Graphical Model, Belief Propagation is a heuristic which is quite successful…

Machine Learning · Statistics 2021-09-15 Andrii Riazanov , Yury Maximov , Michael Chertkov

We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…

Data Structures and Algorithms · Computer Science 2013-09-20 Sushant Sachdeva , Nisheeth Vishnoi

We consider the general problem of finding the minimum weight $\bm$-matching on arbitrary graphs. We prove that, whenever the linear programming (LP) relaxation of the problem has no fractional solutions, then the belief propagation (BP)…

Information Theory · Computer Science 2015-03-13 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Riccardo Zecchina

The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing…

Information Theory · Computer Science 2012-12-18 Nima Noorshams , Martin J. Wainwright

We present a simple randomized polynomial time algorithm to approximate the mixed discriminant of $n$ positive semidefinite $n \times n$ matrices within a factor $2^{O(n)}$. Consequently, the algorithm allows us to approximate in randomized…

Rings and Algebras · Mathematics 2008-02-03 Alexander Barvinok

We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…

Data Structures and Algorithms · Computer Science 2021-08-18 Juha Harviainen , Antti Röyskö , Mikko Koivisto

This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than interpolation-based methods and is easy to implement in matrix-based…

Numerical Analysis · Mathematics 2023-04-07 W. Hare , G. Jarry-Bolduc , C. Planiden

We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…

Probability · Mathematics 2019-05-21 Yoshimichi Ueda

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

We consider the permanent of a square matrix with non-negative entries. A tractable approximation is given by the so-called Bethe permanent that can be efficiently computed by running the sum-product algorithm on a suitable factor graph.…

Information Theory · Computer Science 2026-02-24 Binghong Wu , Pascal O. Vontobel

The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…

Logic in Computer Science · Computer Science 2017-01-11 Sadegh Esmaeil Zadeh Soudjani , Alessandro Abate

Message passing type algorithms such as the so-called Belief Propagation algorithm have recently gained a lot of attention in the statistics, signal processing and machine learning communities as attractive algorithms for solving a variety…

Discrete Mathematics · Computer Science 2016-03-10 David Gamarnik , Devavrat Shah , Yehua Wei

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Econometrics · Economics 2020-10-23 Ben Deaner

Due to the intractable nature of exact lifted inference, research has recently focused on the discovery of accurate and efficient approximate inference algorithms in Statistical Relational Models (SRMs), such as Lifted First-Order Belief…

Artificial Intelligence · Computer Science 2016-07-01 David Smith , Parag Singla , Vibhav Gogate

The introduction of loopy belief propagation (LBP) revitalized the application of graphical models in many domains. Many recent works present improvements on the basic LBP algorithm in an attempt to overcome convergence and local optima…

Artificial Intelligence · Computer Science 2012-05-14 Ofer Meshi , Ariel Jaimovich , Amir Globerson , Nir Friedman

We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the…

Quantum Physics · Physics 2017-09-01 L. Chakhmakhchyan , N. J. Cerf , R. Garcia-Patron