Related papers: A Bounded $p$-norm Approximation of Max-Convolutio…
We initiate the study of data dimensionality reduction, or sketching, for the $q\to p$ norms. Given an $n \times d$ matrix $A$, the $q\to p$ norm, denoted $\|A\|_{q \to p} = \sup_{x \in \mathbb{R}^d \backslash \vec{0}}…
Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…
We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…
One of the oldest problems in the data stream model is to approximate the $p$-th moment $\|\mathcal{X}\|_p^p = \sum_{i=1}^n |\mathcal{X}_i|^p$ of an underlying vector $\mathcal{X} \in \mathbb{R}^n$, which is presented as a sequence of…
In this paper we consider the problem of finding $\epsilon$-approximate stationary points of convex functions that are $p$-times differentiable with $\nu$-H\"{o}lder continuous $p$th derivatives. We present tensor methods with and without…
Peridynamics is a nonlocal generalization of continuum mechanics theory which adresses discontinuous problems without using partial derivatives and replacing its by an integral operator. As a consequence, it finds applications in the…
We suggest a new optimization technique for minimizing the sum $\sum_{i=1}^n f_i(x)$ of $n$ non-convex real functions that satisfy a property that we call piecewise log-Lipschitz. This is by forging links between techniques in computational…
Efficient algorithms for convex optimization, such as the ellipsoid method, require an a priori bound on the radius of a ball around the origin guaranteed to contain an optimal solution if one exists. For linear and convex quadratic…
In this paper we propose a unified two-phase scheme for convex optimization to accelerate: (1) the adaptive cubic regularization methods with exact/inexact Hessian matrices, and (2) the adaptive gradient method, without any knowledge of the…
We study the problem of approximately recovering a probability distribution given noisy measurements of its Chebyshev polynomial moments. This problem arises broadly across algorithms, statistics, and machine learning. By leveraging a…
In the moldable job scheduling problem one has to assign a set of $n$ jobs to $m$ machines, in order to minimize the time it takes to process all jobs. Each job is moldable, so it can be assigned not only to one but any number of the equal…
In this work, we propose an outer approximation algorithm for solving bounded convex vector optimization problems (CVOPs). The scalarization model solved iteratively within the algorithm is a modification of the norm-minimizing…
Many problems are NP-hard and, unless P = NP, do not admit polynomial-time exact algorithms. The fastest known exact algorithms exactly usually take time exponential in the input size. Much research effort has gone into obtaining faster…
In this paper we describe a new algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint $k$ whose approximation ratio is arbitrarily close to $1-1/e$, is…
Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…
We show a linear-size reduction from gap Max-2-Lin(2) (a generalization of the gap $\mathrm{Max}$-$\mathrm{Cut}$ problem) to $\gamma\text{-}\mathrm{CVP}_p$ for $\gamma = \mathrm{O}(1)$ and finite $p\geq 1$, as well as a no-go theorem…
Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…
The \Problem{knapsack} problem is a fundamental problem in combinatorial optimization. It has been studied extensively from theoretical as well as practical perspectives as it is one of the most well-known NP-hard problems. The goal is to…
A novel algorithm is proposed to solve the sample-based optimal transport problem. An adversarial formulation of the push-forward condition uses a test function built as a convolution between an adaptive kernel and an evolving probability…
Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…