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Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…

Data Structures and Algorithms · Computer Science 2010-06-18 Marek Cygan , Lukasz Kowalik , Marcin Mucha , Marcin Pilipczuk , Piotr Sankowski

The concept of median/consensus has been widely investigated in order to provide a statistical summary of ranking data, i.e. realizations of a random permutation $\Sigma$ of a finite set, $\{1,\; \ldots,\; n\}$ with $n\geq 1$ say. As it…

Machine Learning · Computer Science 2022-01-21 Morgane Goibert , Stéphan Clémençon , Ekhine Irurozki , Pavlo Mozharovskyi

In the last fifteen the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate for the probability content of a…

Computation · Statistics 2017-05-15 Karl Breitung

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia

In this paper, we study the classical problem of estimating the proportion of a finite population. First, we consider a fixed sample size method and derive an explicit sample size formula which ensures a mixed criterion of absolute and…

Statistics Theory · Mathematics 2009-02-03 Xinjia Chen

I review the current status of studies of the large-scale structure of the Universe using redshift surveys of galaxies and clusters of galaxies. I first summarise the advances we have made in our knowledge of the cosmography of the z<0.2…

Astrophysics · Physics 2007-05-23 Luigi Guzzo

The metric $k$-median problem is a textbook clustering problem. As input, we are given a metric space $V$ of size $n$ and an integer $k$, and our task is to find a subset $S \subseteq V$ of at most $k$ `centers' that minimizes the total…

Data Structures and Algorithms · Computer Science 2026-03-31 Martín Costa , Ermiya Farokhnejad

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-randompoint sets,…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jiri Hoogland , Ronald Kleiss

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…

Analysis of PDEs · Mathematics 2013-11-08 U. Koley , N. H. Risebro , Ch. Schwab , F. Weber

An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…

Numerical Analysis · Mathematics 2021-07-21 Andreas Van Barel , Stefan Vandewalle

In this paper, we study the problem of computing the majority function by low-depth monotone circuits and a related problem of constructing low-depth sorting networks. We consider both the classical setting with elementary operations of…

Computational Complexity · Computer Science 2023-10-20 Natalia Dobrokhotova-Maikova , Alexander Kozachinskiy , Vladimir Podolskii

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

Computation · Statistics 2025-11-12 Joseph Mathews , Scott C. Schmidler

Very large datasets are often encountered in climatology, either from a multiplicity of observations over time and space or outputs from deterministic models (sometimes in petabytes= 1 million gigabytes). Loading a large data vector and…

Computation · Statistics 2010-07-08 Reza Hosseini

Although numerous algorithms have been proposed to solve the categorical data clustering problem, how to access the statistical significance of a set of categorical clusters remains unaddressed. To fulfill this void, we employ the…

Machine Learning · Computer Science 2022-11-09 Lianyu Hu , Mudi Jiang , Yan Liu , Zengyou He

We investigate the q-voter model with stochastic noise arising from independence on complex networks. Using the pair approximation, we provide a comprehensive, mathematical description of its behavior and derive a formula for the critical…

Physics and Society · Physics 2018-05-01 Arkadiusz Jędrzejewski

We introduce the $(p,q)$-Fair Clustering problem. In this problem, we are given a set of points $P$ and a collection of different weight functions $W$. We would like to find a clustering which minimizes the $\ell_q$-norm of the vector over…

Data Structures and Algorithms · Computer Science 2021-11-10 Eden Chlamtáč , Yury Makarychev , Ali Vakilian

We consider a reinforcement learning setting in which the deployment environment is different from the training environment. Applying a robust Markov decision processes formulation, we extend the distributionally robust $Q$-learning…

Machine Learning · Computer Science 2024-08-02 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander