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We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…
We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…
We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…
Sampling from high dimensional distributions and volume approximation of convex bodies are fundamental operations that appear in optimization, finance, engineering, artificial intelligence and machine learning. In this paper we present…
This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…
We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…
We investigate the distribution of the volume and coordination number associated to each particle in a jammed packing of monodisperse hard sphere using the mesoscopic ensemble developed in Nature 453, 606 (2008). Theory predicts an…
TL;DR: Gaussian Splatting is a widely adopted approach for 3D scene representation, offering efficient, high-quality reconstruction and rendering. A key reason for its success is the simplicity of representing scenes with sets of Gaussians,…
Let $K$ be a convex body in $\mathbb{R}^d$ which slides freely in a ball. Let $K^{(n)}$ denote the intersection of $n$ closed half-spaces containing $K$ whose bounding hyperplanes are independent and identically distributed according to a…
Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from…
Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…
We study sequential probability assignment in the Gaussian setting, where the goal is to predict, or equivalently compress, a sequence of real-valued observations almost as well as the best Gaussian distribution with mean constrained to a…
We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…
Based on observations of points uniformly distributed over a convex set in $\R^d$, a new estimator for the volume of the convex set is proposed. The estimator is minimax optimal and also efficient non-asymptotically: it is nearly unbiased…
This paper is devoted to the study of stochastic optimization problems under the generalized smoothness assumption. By considering the unbiased gradient oracle in Stochastic Gradient Descent, we provide strategies to achieve in bounds the…
We construct a quasi-polynomial time deterministic approximation algorithm for computing the volume of an independent set polytope with restrictions. Randomized polynomial time approximation algorithms for computing the volume of a convex…
We obtain non asymptotic bounds for the Monte Carlo algorithm associated to the Euler discretization of some diffusion processes. The key tool is the Gaussian concentration satisfied by the density of the discretization scheme. This…
The KLEE'S MESURE of $n$ axis-parallel boxes in $\mathbb{R}^d$ is the volume of their union. It can be computed in time within $O(n^{d/2})$ in the worst case. We describe three techniques to boost its computation: one based on some type of…