Related papers: Analysis of radix selection on Markov sources

We analyze a simple randomized subgradient method for approximating solutions to stochastic systems of convex functional constraints, the only input to the algorithm being the size of minibatches. By introducing a new notion of what is…

Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

In this work, we develop a new complexity metric for an important class of low-rank matrix optimization problems in both symmetric and asymmetric cases, where the metric aims to quantify the complexity of the nonconvex optimization…

We consider smooth linear statistics of determinantal point processes on the complex plane, and their large scale asymptotics. We prove asymptotic normality in the finite variance case, where Soshnikov's theorem is not applicable. The…

We study very simple sorting algorithms based on a probabilistic comparator model. In our model, errors in comparing two elements are due to (1) the energy or effort put in the comparison and (2) the difference between the compared…

Following the seminal approach by Talagrand, the concept of Rademacher complexity for independent sequences of random variables is extended to Markov chains. The proposed notion of "block Rademacher complexity" (of a class of functions)…

The disorder and a simple convex measure of complexity are studied for rank ordered power law distributions, indicative of criticality, in the case where the total number of ranks is large. It is found that a power law distribution may…

We investigate an approach to matroid complexity that involves describing a matroid via a list of independent sets, bases, circuits, or some other family of subsets of the ground set. The computational complexity of algorithmic problems…

Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…

Smoothed analysis is a framework for analyzing the complexity of an algorithm, acting as a bridge between average and worst-case behaviour. For example, Quicksort and the Simplex algorithm are widely used in practical applications, despite…

McCullagh and Yang (2006) suggest a family of classification algorithms based on Cox processes. We further investigate the log Gaussian variant which has a number of appealing properties. Conditioned on the covariates, the distribution over…

We study the approximation of high-dimensional rank one tensors using point evaluations and consider deterministic as well as randomized algorithms. We prove that for certain parameters (smoothness and norm of the $r$th derivative) this…

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

We consider the problem of learning over non-stationary ranking streams. The rankings can be interpreted as the preferences of a population and the non-stationarity means that the distribution of preferences changes over time. Our goal is…

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. The benchmark information-theoretic results in the case of d-regular graphs require the number of samples to be at least proportional to…

Normalization, $D(X + 1) \to D(X) + 1$, is almost a distributive law; but because one of the distributive law axioms only holds up-to-idempotent, it yields a non-associative composition of normalized kernels. We introduce the Markov magmoid…

We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…

Sorting is an essential operation which is widely used and is fundamental to some very basic day to day utilities like searches, databases, social networks and much more. Optimizing this basic operation in terms of complexity as well as…