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This paper was prompted by numerical experiments we performed, in which algorithms already available in the literature (DVS-BDDM) yielded accelerations (or speedups) many times larger (more than seventy in some examples already treated, but…
Two-sample hypothesis testing-determining whether two sets of data are drawn from the same distribution-is a fundamental problem in statistics and machine learning with broad scientific applications. In the context of nonparametric testing,…
Dynamic influence maximization problem (DIMP) aims to maintain a group of influential users within an evolving social network, so that the influence scope can be maximized at any given moment. A primary category of DIMP algorithms focuses…
We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…
We propose a new iterative optimization method for the {\bf Data-Fitting} (DF) problem in Machine Learning, e.g. Neural Network (NN) training. The approach relies on {\bf Graphical Model} (GM) representation of the DF problem, where…
Multi-period mean-variance optimization is a long-standing problem, caused by the failure of dynamic programming principle. This paper studies the mean-variance optimization in a setting of finite-horizon discrete-time Markov decision…
Partially Observable Markov Decision Processes (POMDPs) provide an efficient way to model real-world sequential decision making processes. Motivated by the problem of maintenance and inspection of a group of infrastructure components with…
Value iteration is a fundamental algorithm for solving Markov Decision Processes (MDPs). It computes the maximal $n$-step payoff by iterating $n$ times a recurrence equation which is naturally associated to the MDP. At the same time, value…
An elastic ideal 2D propagation medium, i.e., a membrane, can be simulated by models discretizing the wave equation on the time-space grid (finite difference methods), or locally discretizing the solution of the wave equation (waveguide…
Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…
We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…
We study a new model-free algorithm to compute $\varepsilon$-optimal policies for average reward Markov decision processes, in the weakly communicating case. Given a generative model, our procedure combines a recursive sampling technique…
We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…
Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance),…
Markov decision processes (MDPs) are widely used in modeling decision making problems in stochastic environments. However, precise specification of the reward functions in MDPs is often very difficult. Recent approaches have focused on…
Recent advances in geometric deep-learning introduce complex computational challenges for evaluating the distance between meshes. From a mesh model, point clouds are necessary along with a robust distance metric to assess surface quality or…
The joint modeling of mean and dispersion (JMMD) provides an efficient method to obtain useful models for the mean and dispersion, especially in problems of robust design experiments. However, in the literature on JMMD there are few works…
Finding a maximum cut is a fundamental task in many computational settings. Surprisingly, it has been insufficiently studied in the classic distributed settings, where vertices communicate by synchronously sending messages to their…
Expectation Propagation (EP)-based Multiple-Input Multiple-Output (MIMO) detector is regarded as a state-of-the-art MIMO detector because of its exceptional performance. However, we find that the EP MIMO detector cannot guarantee to achieve…
Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…