Related papers: Appendix to "Approximating perpetuities"
Here several perfect simulation algorithms are brought under a single framework, and shown to derive from the same probabilistic result, called here the Fundamental Theorem of Perfect Simulation (FTPS). An exact simulation algorithm has…
Determinantal point processes (DPP) serve as a practicable modeling for many applications of repulsive point processes. A known approach for simulation was proposed in \cite{Hough(2006)}, which generate the desired distribution point wise…
Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…
We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…
We present a new approach to sample from generic binary distributions, based on an exact Hamiltonian Monte Carlo algorithm applied to a piecewise continuous augmentation of the binary distribution of interest. An extension of this idea to…
This paper introduces a deterministic algorithm for solving an instance of the Subset Sum Problem based on a new method entitled the Bipartite Synthesis Method. The algorithm is described and shown to have worst-case limiting performance…
Approximate Bayesian computation (ABC) or likelihood-free inference algorithms are used to find approximations to posterior distributions without making explicit use of the likelihood function, depending instead on simulation of sample data…
We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
In urgent decision making applications, ensemble simulations are an important way to determine different outcome scenarios based on currently available data. In this paper, we will analyze the output of ensemble simulations by considering…
A short sample sequence of a finite-length pulse signal allows for its reconstruction only if the signal has a sparse representation in some basis. The recurrence of the pulse allows for a statistical approach to its reconstruction. We…
This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…
We exhibit an exact simulation algorithm for the supremum of a stable process over a finite time interval using dominated coupling from the past (DCFTP). We establish a novel perpetuity equation for the supremum (via the representation of…
In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a…
In this paper, we present a new exact algorithm for counting perfect matchings, which relies on neither inclusion-exclusion principle nor tree-decompositions. For any bipartite graph of $2n$ nodes and $\Delta n$ edges such that $\Delta \geq…
We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
We build and study a recursive algorithm based on the occupation measure of an Euler scheme with decreasing step for the numerical approximation of the quasistationary distribution (QSD) of an elliptic diffusion in a bounded domain. We…
We describe a procedure based on the iteration of an initial function by an appropriated operator, acting on continuous functions, in order to get a fixed point. This fixed point will be a calibrated subaction for the doubling map on the…
When the search algorithm QuickSelect compares keys during its execution in order to find a key of target rank, it must operate on the keys' representations or internal structures, which were ignored by the previous studies that quantified…
We provide the currently fastest randomized (1+epsilon)-approximation algorithm for the closest vector problem in the infinity norm. The running time of our method depends on the dimension n and the approximation guarantee epsilon by 2^O(n)…