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Randomized rounding is a standard method, based on the probabilistic method, for designing combinatorial approximation algorithms. In Raghavan's seminal paper introducing the method (1988), he writes: "The time taken to solve the linear…

Data Structures and Algorithms · Computer Science 2015-06-02 Neal E. Young

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

Probability · Mathematics 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a…

Numerical Analysis · Mathematics 2020-06-26 Assyr Abdulle , Giacomo Garegnani

Sampling-based methods for motion planning, which capture the structure of the robot's free space via (typically random) sampling, have gained popularity due to their scalability, simplicity, and for offering global guarantees, such as…

Robotics · Computer Science 2025-05-22 Itai Panasoff , Kiril Solovey

In this paper, we propose a lattice-based robust distributed source coding system for two correlated sources and provide a detailed performance analysis under the high resolution assumption. It is shown, among other things, that, in the…

Information Theory · Computer Science 2018-10-04 Dania Elzouki , Sorina Dumitrescu , Jun Chen

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

Hardy conjectured that the error term arising from approximating the number of lattice points lying in a radius-$R$ disc by its area is $O(R^{1/2+o(1)})$. One source of support for this conjecture is a folklore heuristic that uses i.i.d.…

Number Theory · Mathematics 2023-05-18 Stephen Lester , Igor Wigman

A lattice-based model for continuum percolation is applied to the case of randomly located, partially aligned sticks with unequal lengths in 2D which are allowed to cross each other. Results are obtained for the critical number of sticks…

Statistical Mechanics · Physics 2024-10-17 Avik P. Chatterjee , Yuri Yu. Tarasevich

Given a matrix A \in R^{m x n}, we present a randomized algorithm that sparsifies A by retaining some of its elements by sampling them according to a distribution that depends on both the square and the absolute value of the entries. We…

Information Theory · Computer Science 2014-04-02 Abhisek Kundu , Petros Drineas

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-1 lattice rule to approximate an $s$-dimensional integral is fully specified by its generating vector $\mathbf{z}…

Numerical Analysis · Mathematics 2020-01-10 Adrian Ebert , Peter Kritzer , Dirk Nuyens , Onyekachi Osisiogu

At CCCG '21 O'Rourke proposed a variant of Hopcroft, Josephs and Whitesides' (1985) NP-complete problem {\sc Ruler Folding}, which he called {\sc Ruler Wrapping} and for which all folds must be 180 degrees in the same direction. Gagie,…

Data Structures and Algorithms · Computer Science 2024-04-08 Xing Lyu , Travis Gagie , Meng He

A generalization of the Gaussian dirty-paper problem to a multiple access setup is considered. There are two additive interference signals, one known to each transmitter but none to the receiver. The rates achievable using Costa's…

Information Theory · Computer Science 2009-04-14 Tal Philosof , Ram Zamir , Uri Erez , Ashish Khisti

We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…

Numerical Analysis · Mathematics 2019-09-06 Lutz Kämmerer

Many studies in uncertainty quantification have been carried out under the assumption of an input random field in which a countable number of independent random variables are each uniformly distributed on an interval, with these random…

Numerical Analysis · Mathematics 2020-03-17 Vesa Kaarnioja , Frances Y. Kuo , Ian H. Sloan

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

Probability · Mathematics 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

In previous work (Kuo, Nuyens, Wilkes, 2023), we showed that a lattice rule with a pre-determined generating vector but random number of points can achieve the near optimal convergence of $O(n^{-\alpha-1/2+\epsilon})$, $\epsilon > 0$, for…

Numerical Analysis · Mathematics 2024-01-02 Dirk Nuyens , Laurence Wilkes