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We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

The advent of data science has spurred interest in estimating properties of distributions over large alphabets. Fundamental symmetric properties such as support size, support coverage, entropy, and proximity to uniformity, received most…

Information Theory · Computer Science 2016-11-29 Jayadev Acharya , Hirakendu Das , Alon Orlitsky , Ananda Theertha Suresh

In the past decade, many parameterized algorithms were developed for packing problems. Our goal is to obtain tradeoffs that improve the running times of these algorithms at the cost of computing approximate solutions. Consider a packing…

Data Structures and Algorithms · Computer Science 2015-05-05 Meirav Zehavi

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

Semiparametric exponential family proposed by Ning et al. (2017) is an extension of the parametric exponential family to the case with a nonparametric base measure function. Such a distribution family has potential application in some areas…

Methodology · Statistics 2017-12-01 Lu Lin , Lili Liu , Xia Cui

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…

Statistics Theory · Mathematics 2021-03-12 Dmytro Ivanenko , Rostyslav Pogorielov

Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…

Optimization and Control · Mathematics 2024-01-23 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Various problems in Engineering and Statistics require the computation of the likelihood ratio function of two probability densities. In classical approaches the two densities are assumed known or to belong to some known parametric family.…

Signal Processing · Electrical Eng. & Systems 2019-11-06 George V. Moustakides , Kalliopi Basioti

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

Data Structures and Algorithms · Computer Science 2015-08-11 Niv Buchbinder , Moran Feldman

Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…

Other Statistics · Statistics 2016-11-08 Hien D Nguyen , Geoffrey J McLachlan

Parametric optimization solves a family of optimization problems as a function of parameters. It is a critical component in situations where optimal decision making is repeatedly performed for updated parameter values, but computation…

Optimization and Control · Mathematics 2023-08-22 Hyunglip Bae , Jang Ho Kim , Woo Chang Kim

Parameterization and approximation are two popular ways of coping with NP-hard problems. More recently, the two have also been combined to derive many interesting results. We survey developments in the area both from the algorithmic and…

Data Structures and Algorithms · Computer Science 2020-06-09 Andreas Emil Feldmann , Karthik C. S. , Euiwoong Lee , Pasin Manurangsi

Image reconstruction in X-ray tomography is an ill-posed inverse problem, particularly with limited available data. Regularization is thus essential, but its effectiveness hinges on the choice of a regularization parameter that balances…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Chuyang Wu , Samuli Siltanen

This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…

Computation · Statistics 2012-03-20 Chanseok Park , Seong Beom Lee

We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We…

Machine Learning · Computer Science 2023-09-13 Abhin Shah , Devavrat Shah , Gregory W. Wornell

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

Computation · Statistics 2009-02-03 Tewfik Kernane , Zohrh A. Raizah

Parameterized complexity allows us to analyze the time complexity of problems with respect to a natural parameter depending on the problem. Reoptimization looks for solutions or approximations for problem instances when given solutions to…

Computational Complexity · Computer Science 2019-07-31 Hans-Joachim Böckenhauer , Elisabet Burjons , Martin Raszyk , Peter Rossmanith

The correlated binomial (CB) distribution was proposed by Luce\~no (Computational Statistics $\&$ Data Analysis, 20, 1995, 511-520) as an alternative to the binomial distribution for the analysis of the data in the presence of correlations…

Methodology · Statistics 2022-02-25 Andrea Bennett , Min Wang