Related papers: Efficient Random-Walk Methods for Approximating Po…
We propose an exact iterative algorithm for minimization of a class of continuous cell-wise linear convex functions on a hyperplane arrangement. Our particular setup is motivated by evaluation of so-called rank estimators used in robust…
We consider moments of the normalized volume of a symmetric or nonsymmetric random polytope in a fixed symmetric convex body. We investigate for which bodies these moments are extremized, and calculate exact values in some of the extreme…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
We present a Markov chain (Dikin walk) for sampling from a convex body equipped with a self-concordant barrier, whose mixing time from a "central point" is strongly polynomial in the description of the convex set. The mixing time of this…
We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph's method for preparing coherent versions of efficiently…
Approximating convex bodies is a fundamental question in geometry, which has a wide variety of applications. Given a convex body $K$ in $\textbf{R}^d$ for fixed $d$, the objective is to minimize the number of facets of an approximating…
Volume computation for $d$-polytopes $\mathcal{P}$ is fundamental in mathematics. There are known volume computation algorithms, mostly based on triangulation or signed-decomposition of $\mathcal{P}$. We consider $…
We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to…
Swept volume computation, the determination of regions occupied by moving objects, is essential in graphics, robotics, and manufacturing. Existing approaches either explicitly track surfaces, suffering from robustness issues under complex…
A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…
Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more…
We present a faster direct sampling algorithm for random equilateral closed polygons in three-dimensional space. This method improves on the moment polytope sampling algorithm of Cantarella, Duplantier, Shonkwiler, and Uehara (2016) and has…
This article investigates, by probabilistic methods, various geometric questions on B_p^n, the unit ball of \ell_p^n. We propose realizations in terms of independent random variables of several distributions on B_p^n, including the…
Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…
Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…
The distribution of the hypervolume $V$ and surface $\partial V$ of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than $P = 10^{-1000}$ to estimate…
The main goal of this paper is to present a series of inequalities connecting the surface area measure of a convex body and surface area measure of its projections and sections. We present a solution of a question from S. Campi, P.…
The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…
In multiple scientific and technological applications we face the problem of having low dimensional data to be justified by a linear model defined in a high dimensional parameter space. The difference in dimensionality makes the problem…
In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…