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This paper studies the design of optimal proper scoring rules when the principal has partial knowledge of an agent's signal distribution. Recent work characterizes the proper scoring rules that maximize the increase of an agent's payoff…

Computer Science and Game Theory · Computer Science 2024-10-15 Yiling Chen , Fang-Yi Yu

The problem of extracting a well conditioned submatrix from any rectangular matrix (with normalized columns) has been studied for some time in functional and harmonic analysis; see…

Functional Analysis · Mathematics 2016-12-07 Stephane Chretien , Sebastien Darses

We study the maximum-average submatrix problem, in which given an $N \times N$ matrix $J$ one needs to find the $k \times k$ submatrix with the largest average of entries. We study the problem for random matrices $J$ whose entries are…

Disordered Systems and Neural Networks · Physics 2024-01-24 Vittorio Erba , Florent Krzakala , Rodrigo Pérez , Lenka Zdeborová

This paper analytically characterizes optimal sensor placements for target localization and tracking in 2D and 3D. Three types of sensors are considered: bearing-only, range-only, and received-signal-strength. The optimal placement problems…

Optimization and Control · Mathematics 2013-05-16 Shiyu Zhao , Ben M. Chen , Tong H. Lee

In contrast to Part I of this treatise [1] that focuses on the optimization problems associated with single matrix variables, in this paper, we investigate the application of the matrix-monotonic optimization framework in the optimization…

Information Theory · Computer Science 2021-02-24 Chengwen Xing , Shuai Wang , Sheng Chen , Shaodan Ma , H. Vincent Poor , Lajos Hanzo

This paper addresses the problem of selecting the minimum number of dedicated sensors to achieve observability in the presence of unknown inputs, namely, the state and input observability, for linear time-invariant systems. We assume that…

Systems and Control · Electrical Eng. & Systems 2024-08-20 Ranbo Cheng , Yuan Zhang , Amin MD Al , Yuanqing Xia

We prove that for any real-valued matrix $X \in \R^{m \times n}$, and positive integers $r \ge k$, there is a subset of $r$ columns of $X$ such that projecting $X$ onto their span gives a $\sqrt{\frac{r+1}{r-k+1}}$-approximation to best…

Data Structures and Algorithms · Computer Science 2015-03-19 Venkatesan Guruswami , Ali Kemal Sinop

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function…

Data Structures and Algorithms · Computer Science 2020-10-15 Alfredo Torrico , Mohit Singh , Sebastian Pokutta , Nika Haghtalab , Joseph , Naor , Nima Anari

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon

Construction on the measurement matrix $A$ is a central problem in compressed sensing. Although using random matrices is proven optimal and successful in both theory and applications. A deterministic construction on the measurement matrix…

Information Theory · Computer Science 2015-03-05 Qun Mo

Let $M$ be a real $r\times c$ matrix and let $k$ be a positive integer. In the column subset selection problem (CSSP), we need to minimize the quantity $\|M-SA\|$, where $A$ can be an arbitrary $k\times c$ matrix, and $S$ runs over all…

Combinatorics · Mathematics 2017-01-12 Yaroslav Shitov

The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the…

Data Structures and Algorithms · Computer Science 2008-08-22 Kai Puolamäki , Sami Hanhijärvi , Gemma C. Garriga

We propose a general method for optimally approximating an arbitrary matrix $\mathbf{M}$ by a structured matrix $\mathbf{T}$ (circulant, Toeplitz/Hankel, etc.) and examine its use for estimating the spectra of genomic linkage disequilibrium…

Applications · Statistics 2024-09-10 Chris Salahub , Jeffrey Uhlmann

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

Multibeam technology enables the use of two or more subbeams for joint communication and radio sensing, to meet different requirements of beamwidth and pointing directions. Generating and optimizing multibeam subject to the requirements is…

Signal Processing · Electrical Eng. & Systems 2020-04-03 Yuyue Luo , J. Andrew Zhang , Xiaojing Huang , Wei Ni , Jin Pan

Let 1_k 0_l denote the (k+l)\times 1 column of k 1's above l 0's. Let q. (1_k 0_l) $ denote the (k+l)xq matrix with q copies of the column 1_k0_l. A 2-design S_{\lambda}(2,3,v) can be defined as a vx(\lambda/3)\binom{v}{2} (0,1)-matrix with…

Combinatorics · Mathematics 2019-09-18 R. P. Anstee , Farzin Barekat

This is a review paper, summarizing without proofs recent results by the authors on the property of strong metric subregularity (SMSR) in optimization. It presents sufficient conditions for SMSR of the optimality mapping associated with a…

Optimization and Control · Mathematics 2024-11-15 Nikolai P. Osmolovskii , Vladimir M. Veliov

In this paper, we study the problem of compressed sensing using binary measurement matrices and $\ell_1$-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to…

Machine Learning · Statistics 2020-04-28 Mahsa Lotfi , Mathukumalli Vidyasagar

In light of the need for design and analysis of intermodal transportation systems, we propose an algorithmic framework to determine the system optimum of an intermodal transportation system. To this end, we model an intermodal…

Optimization and Control · Mathematics 2022-10-18 Benedikt Lienkamp , Maximilian Schiffer
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