English
Related papers

Related papers: A weighted message-passing algorithm to estimate v…

200 papers

Factorizing low-rank matrices is a problem with many applications in machine learning and statistics, ranging from sparse PCA to community detection and sub-matrix localization. For probabilistic models in the Bayes optimal setting, general…

Information Theory · Computer Science 2018-12-07 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala , Lenka Zdeborová

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

The interpretation of cosmological observables requires the use of increasingly sophisticated theoretical models. Since these models are becoming computationally very expensive and display non-trivial uncertainties, the use of standard…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-14 Marcos Pellejero-Ibañez , Raul E. Angulo , Giovanni Aricó , Matteo Zennaro , Sergio Contreras , Jens Stücker

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Data Structures and Algorithms · Computer Science 2019-08-07 Prasad Raghavendra , Tselil Schramm , David Steurer

We present a message passing algorithm for localization and tracking in multipath-prone environments that implicitly considers obstructed line-of-sight situations. The proposed adaptive probabilistic data association algorithm infers the…

Information Theory · Computer Science 2021-03-26 Alexander Venus , Erik Leitinger , Stefan Tertinek , Klaus Witrisal

We construct a quasi-polynomial time deterministic approximation algorithm for computing the volume of an independent set polytope with restrictions. Randomized polynomial time approximation algorithms for computing the volume of a convex…

Data Structures and Algorithms · Computer Science 2023-12-08 David Gamarnik , Devin Smedira

Approximate Message Passing (AMP) algorithmshave recently gathered significant attention across disciplines such as statistical physics, machine learning, and communication systems. This study aims to extend AMP algorithms to non-symmetric…

Probability · Mathematics 2024-02-14 Mohammed-Younes Gueddari , Walid Hachem , Jamal Najim

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

Systems and Control · Computer Science 2018-07-05 Lucas Balthazar , João Xavier , Bruno Sinopoli

Generalized Vector Approximate Message Passing (GVAMP) is an efficient iterative algorithm for approximately minimum-mean-squared-error estimation of a random vector $\mathbf{x}\sim p_{\mathbf{x}}(\mathbf{x})$ from generalized linear…

Information Theory · Computer Science 2018-06-27 Christopher A. Metzler , Philip Schniter , Richard G. Baraniuk

In this paper, we present a significant improvement of Quick Hypervolume algorithm, one of the state-of-the-art algorithms for calculating exact hypervolume of the space dominated by a set of d-dimensional points. This value is often used…

Neural and Evolutionary Computing · Computer Science 2017-08-14 Andrzej Jaszkiewicz

Our goal is to develop a principled and general algorithmic framework for task-driven estimation and control for robotic systems. State-of-the-art approaches for controlling robotic systems typically rely heavily on accurately estimating…

Optimization and Control · Mathematics 2019-05-08 Vincent Pacelli , Anirudha Majumdar

In this work, we examine a generic class of simple distributed balls-into-bins algorithms. Exploiting the strong concentration bounds that apply to balls-into-bins games, we provide an iterative method to compute accurate estimates of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-01 Pierre Bertrand , Christoph Lenzen

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Statistics Theory · Mathematics 2023-02-02 Collin Cademartori , Cynthia Rush

In this paper, we address the message-passing receiver design for the 3D massive MIMO-OFDM systems. With the aid of the central limit argument and Taylor-series approximation, a computationally efficient receiver that performs joint channel…

Information Theory · Computer Science 2016-01-05 Sheng Wu , Linling Kuang , Zuyao Ni , Defeng , Huang , Qinghua Guo , Jianhua Lu

We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro

Although manipulation and bribery have been extensively studied under weighted voting, there has been almost no work done on election control under weighted voting. This is unfortunate, since weighted voting appears in many important…

Computer Science and Game Theory · Computer Science 2013-05-07 Piotr Faliszewski , Edith Hemaspaandra , Lane A. Hemaspaandra

Imitation learning has gained immense popularity because of its high sample-efficiency. However, in real-world scenarios, where the trajectory distribution of most of the tasks dynamically shifts, model fitting on continuously aggregated…

Machine Learning · Computer Science 2023-07-04 Kiran Lekkala , Sami Abu-El-Haija , Laurent Itti

We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…

Methodology · Statistics 2016-04-07 M. P. Wand

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

We propose a randomized algorithm for enumerating the vertices of a zonotope, which is a low-dimensional linear projection of a hypercube. The algorithm produces a pair of the zonotope's vertices by sampling a random linear combination of…

Numerical Analysis · Mathematics 2016-02-24 Kerrek Stinson , David F. Gleich , Paul G. Constantine