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Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Random residue sequences (RR) may be used in many random number applications including those related to multiple access in communications. This paper investigates variations on an algorithm to generate RR sequences that was proposed earlier…

Cryptography and Security · Computer Science 2014-06-13 Vamsi Sashank Kotagiri

The article is devoted to finding conditions for the packing dimension preservation by distribution functions of random variables with independent $\tilde{Q}$-digits. The notion of "faithfulness of fine packing systems for packing dimension…

Probability · Mathematics 2016-01-07 Oleksandr Slutskyi

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…

Machine Learning · Computer Science 2021-03-01 Elita A. Lobo , Mohammad Ghavamzadeh , Marek Petrik

All inverse problems rely on data to recover unknown parameters, yet not all data are equally informative. This raises the central question of data selection. A distinctive challenge in PDE-based inverse problems is their inherently…

Numerical Analysis · Mathematics 2026-01-16 Kathrin Hellmuth , Ruhui Jin , Qin Li , Stephen J. Wright

We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…

Optimization and Control · Mathematics 2022-11-23 Quentin Jacquet , Riadh Zorgati

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We introduce a relative variant of information loss to characterize the behavior of deterministic input-output systems. We show that the relative loss is closely related to Renyi's information dimension. We provide an upper bound for…

Information Theory · Computer Science 2012-04-02 Bernhard C. Geiger , Gernot Kubin

We consider several Hamiltonian systems perturbed by external agents, that preserve their Hamiltonian structure. We investigate the corrections to the canonical statistics resulting from coupling such systems with possibly large but finite…

Statistical Mechanics · Physics 2023-05-25 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

This article presents a theoretical investigation of computation beyond the Turing barrier from emergent behavior in distributed systems. In particular, we present an algorithmic network that is a mathematical model of a networked…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-08 Felipe S. Abrahão , Ítala M. Loffredo D'Ottaviano , Klaus Wehmuth , Francisco Antônio Dória , Artur Ziviani

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…

Computer Vision and Pattern Recognition · Computer Science 2015-04-20 Qiang Qiu , Guillermo Sapiro , Alex Bronstein

The purpose of this paper is two-fold: We extend the well-known relation between optimal stopping and randomized stopping of a given stochastic process to a situation where the available information flow is a filtration with no a priori…

Optimization and Control · Mathematics 2021-04-28 Nacira Agram , Sven Haadem , Bernt Oksendal , Frank Proske

We study the mean estimation problem under communication and local differential privacy constraints. While previous work has proposed \emph{order}-optimal algorithms for the same problem (i.e., asymptotically optimal as we spend more bits),…

Machine Learning · Computer Science 2023-10-31 Berivan Isik , Wei-Ning Chen , Ayfer Ozgur , Tsachy Weissman , Albert No

This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…

Methodology · Statistics 2020-02-07 Raul Rojas

This article addresses the problem of formulating efficient and reliable operational preservation policies that ensure bit-level information integrity over long periods, and in the presence of a diverse range of real-world technical, legal,…

Cryptography and Security · Computer Science 2022-06-22 Micah Altman , Richard Landau

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

The blessing of ubiquitous data also comes with a curse: the communication, storage, and labeling of massive, mostly redundant datasets. We seek to solve this problem at its core, collecting only valuable data and throwing out the rest via…

Machine Learning · Computer Science 2023-12-18 Mariel Werner , Anastasios Angelopoulos , Stephen Bates , Michael I. Jordan

This paper focuses on solving a data-driven distributionally robust optimization problem over a network of agents. The agents aim to minimize the worst-case expected cost computed over a Wasserstein ambiguity set that is centered at the…

Optimization and Control · Mathematics 2022-08-23 Ashish Cherukuri , Alireza Zolanvari , Goran Banjac , Ashish R. Hota
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