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We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…

Probability · Mathematics 2017-08-31 Jiantao Jiao , Yanjun Han , Tsachy Weissman

Information projections are the key building block of variational inference algorithms and are used to approximate a target probabilistic model by projecting it onto a family of tractable distributions. In general, there is no guarantee on…

Machine Learning · Computer Science 2015-10-06 Lun-Kai Hsu , Tudor Achim , Stefano Ermon

With the rise of smartphones and the internet-of-things, data is increasingly getting generated at the edge on local, personal devices. For privacy, latency and energy saving reasons, this shift is causing machine learning algorithms to…

Machine Learning · Computer Science 2021-04-29 Jiaqi Li , Ross Drummond , Stephen R. Duncan

The optimization of dynamic problems is both widespread and difficult. When conducting dynamic optimization, a balance between reinitialization and computational expense has to be found. There are multiple approaches to this. In parallel…

Neural and Evolutionary Computing · Computer Science 2014-01-21 Ronald Hochreiter , Christoph Waldhauser

Process discovery algorithms traditionally linearize events, failing to capture the inherent concurrency of real-world processes. While some techniques can handle partially ordered data, they often struggle with scalability on large event…

Databases · Computer Science 2026-04-21 Humam Kourani , Gyunam Park , Wil M. P. van der Aalst

Constraints on entropies are considered to be the laws of information theory. Even though the pursuit of their discovery has been a central theme of research in information theory, the algorithmic aspects of constraints on entropies remain…

Information Theory · Computer Science 2020-04-28 Mahmoud Abo Khamis , Phokion G. Kolaitis , Hung Q. Ngo , Dan Suciu

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

In this paper, we analyze the problem of optimally allocating resources in a distributed and privacy-preserving manner. We propose a novel distributed optimal resource allocation algorithm with privacy-preserving guarantees, which operates…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Jakob Nylöf , Apostolos I. Rikos , Sebin Gracy , Karl H. Johansson

For massive and heterogeneous modern datasets, it is of fundamental interest to provide guarantees on the accuracy of estimation when computational resources are limited. In the application of learning to rank, we provide a hierarchy of…

Machine Learning · Computer Science 2016-08-23 Ashish Khetan , Sewoong Oh

We study the online multi-class selection problem with group fairness guarantees, where limited resources must be allocated to sequentially arriving agents. Our work addresses two key limitations in the existing literature. First, we…

Machine Learning · Computer Science 2025-10-27 Faraz Zargari , Hossein Nekouyan , Lyndon Hallett , Bo Sun , Xiaoqi Tan

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

Machine Learning · Statistics 2015-06-04 Gilles Louppe

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

This paper considers the subject of information losses arising from the finite datasets used in the training of neural classifiers. It proves a relationship between such losses as the product of the expected total variation of the estimated…

Machine Learning · Computer Science 2020-01-09 Brandon Foggo , Nanpeng Yu , Jie Shi , Yuanqi Gao

The dynamics of nonlinear conservation laws have long posed fascinating problems. With the introduction of some nonlinearity, e.g. Burgers' equation, discontinuous behavior in the solutions is exhibited, even for smooth initial data. The…

Analysis of PDEs · Mathematics 2017-08-24 Carey Caginalp

Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…

Information Theory · Computer Science 2007-07-13 Thomas Holenstein , Renato Renner

We study the question of whether the "termination with probability 1" property of a randomized algorithm is preserved when one replaces the atomic registers that the algorithm uses with linearizable (implementations of) registers. We show…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-30 Vassos Hadzilacos , Xing Hu , Sam Toueg

Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…

Disordered Systems and Neural Networks · Physics 2024-07-25 Jaron Kent-Dobias

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Probability · Mathematics 2017-05-05 Gert de Cooman , Jasper De Bock

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais