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We consider the problem of computing the nearest matrix polynomial with a non-trivial Smith Normal Form. We show that computing the Smith form of a matrix polynomial is amenable to numeric computation as an optimization problem.…

Symbolic Computation · Computer Science 2019-09-10 Mark Giesbrecht , Joseph Haraldson , George Labahn

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…

Machine Learning · Computer Science 2017-12-21 Dmitri S. Pavlichin , Jiantao Jiao , Tsachy Weissman

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

In this Letter, we strengthen and extend the connection between simulation and estimation to exploit simulation routines that do not exactly compute the probability of experimental data, known as the likelihood function. Rather, we provide…

Quantum Physics · Physics 2014-04-14 Christopher Ferrie , Christopher E. Granade

This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and efficient retrieval of most probable analyses. These questions have been answered satisfactorily only for…

cmp-lg · Computer Science 2007-05-23 Stefan Riezler

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

Optimization and Control · Mathematics 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to…

Optimization and Control · Mathematics 2012-08-07 Yunchol Jong

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

Computation · Statistics 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe , Robert Weismantel

Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…

Data Structures and Algorithms · Computer Science 2021-02-15 Francesco Quinzan , Vanja Doskoč , Andreas Göbel , Tobias Friedrich

We present an exact and complete algorithm to isolate the real solutions of a zero-dimensional bivariate polynomial system. The proposed algorithm constitutes an elimination method which improves upon existing approaches in a number of…

Mathematical Software · Computer Science 2010-10-08 Eric Berberich , Pavel Emeliyanenko , Michael Sagraloff

Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Huu Le , Tat-Jun Chin , Anders Eriksson , Thanh-Toan Do , David Suter

Recently, it has been proven that evolutionary algorithms produce good results for a wide range of combinatorial optimization problems. Some of the considered problems are tackled by evolutionary algorithms that use a representation which…

Neural and Evolutionary Computing · Computer Science 2013-01-18 Benjamin Doerr , Anton Eremeev , Frank Neumann , Madeleine Theile , Christian Thyssen

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

Optimization and Control · Mathematics 2024-10-08 Albert S. Berahas , Miaolan Xie , Baoyu Zhou

We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…

Optimization and Control · Mathematics 2007-05-23 I. Y. Tyukin , D. V. Prokhorov , Cees van Leeuwen

Symmetries play an critical role in finding analytic solutions to nonlinear differential equations. A symmetry is a mapping of the solutions of the differential equation into the solutions and have been studied extensively for over a…

Mathematical Physics · Physics 2014-10-01 Stanly Steinberg , Rubens de Melo Marinho Junior

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…

Computational Complexity · Computer Science 2025-06-27 Vanessa Kosoy , Alexander Appel