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Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
Given a multiset $X=\{x_1,..., x_n\}$ of real numbers, the {\it floating-point set summation} problem asks for $S_n=x_1+...+x_n$. Let $E^*_n$ denote the minimum worst-case error over all possible orderings of evaluating $S_n$. We prove that…
We present an algorithm for the numerical solution of systems of fully nonlinear PDEs using stochastic coded branching trees. This approach covers functional nonlinearities involving gradient terms of arbitrary orders, and it requires only…
A fundamental issue in real-world systems, such as sensor networks, is the selection of observations which most effectively reduce uncertainty. More specifically, we address the long standing problem of nonmyopically selecting the most…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…
A method of calculating probability values from a system of marginal constraints is presented. Previous systems for finding the probability of a single attribute have either made an independence assumption concerning the evidence or have…
Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest…
In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…
We describe a deterministic algorithm that computes an approximate root of n complex polynomial equations in n unknowns in average polynomial time with respect to the size of the input, in the Blum-Shub-Smale model with square root. It…
Many problems are NP-hard and, unless P = NP, do not admit polynomial-time exact algorithms. The fastest known exact algorithms exactly usually take time exponential in the input size. Much research effort has gone into obtaining faster…
We study adaptive approximation algorithms for general multivariate linear problems where the sets of input functions are non-convex cones. While it is known that adaptive algorithms perform essentially no better than non-adaptive…
We give a {\em deterministic} algorithm for approximately computing the fraction of Boolean assignments that satisfy a degree-$2$ polynomial threshold function. Given a degree-2 input polynomial $p(x_1,\dots,x_n)$ and a parameter $\eps >…
In the wild, we often encounter collections of sequential data such as electrocardiograms, motion capture, genomes, and natural language, and sequences may be multichannel or symbolic with nonlinear dynamics. We introduce a new method to…
Makespan minimization on unrelated machines is a classic problem in approximation algorithms. No polynomial time $(2-\delta)$-approximation algorithm is known for the problem for constant $\delta> 0$. This is true even for certain special…
In this paper we obtain complexity bounds for computational problems on algebraic power series over several commuting variables. The power series are specified by systems of polynomial equations: a formalism closely related to weighted…
A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…
We present new deterministic algorithms for several cases of the maximum rank matrix completion problem (for short matrix completion), i.e. the problem of assigning values to the variables in a given symbolic matrix as to maximize the…
In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…
The paper deals with finite-state Markov decision processes (MDPs) with integer weights assigned to each state-action pair. New algorithms are presented to classify end components according to their limiting behavior with respect to the…
This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity of the input polynomials to obtain a new converging hierarchy of semidefinite programming relaxations. The novelty (and…