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The exact order of the optimal sub-exponentially decaying factor in the classical bounds on the error probability of fixed-length codes over a Gallager-symmetric discrete memoryless channel with and without ideal feedback is determined.…

Information Theory · Computer Science 2019-09-02 Yücel Altuğ , Aaron B. Wagner

We consider a general infinite horizon Heterogeneous Restless multi-armed Bandit (RMAB). Heterogeneity is a fundamental problem for many real-world systems largely because it resists many concentration arguments. In this paper, we assume…

Optimization and Control · Mathematics 2025-11-12 Dheeraj Narasimha , Nicolas Gast

We show that the optimal decision policy for several types of Bayesian sequential detection problems has a threshold switching curve structure on the space of posterior distributions. This is established by using lattice programming and…

Information Theory · Computer Science 2015-03-17 Vikram Krishnamurthy

The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the…

Information Theory · Computer Science 2015-03-17 Quanquan Liang , Mingyan Liu

A concatenated coding scheme over binary memoryless symmetric (BMS) channels using a polarization transformation followed by outer sub-codes is analyzed. Achievable error exponents and upper bounds on the error rate are derived. The first…

Information Theory · Computer Science 2017-10-24 Dina Goldin , David Burshtein

The Random Walk Metropolis (RWM) algorithm is a Metropolis- Hastings MCMC algorithm designed to sample from a given target distribution \pi with Lebesgue density on R^N. RWM constructs a Markov chain by randomly proposing a new position…

Probability · Mathematics 2016-08-31 J. Kuntz , M. Ottobre , A. M. Stuart

Automatic prompt optimization frameworks are developed to obtain suitable prompts for large language models (LLMs) with respect to desired output quality metrics. Although existing approaches can handle conventional tasks such as…

Computation and Language · Computer Science 2025-05-14 Chun-Pai Yang , Kan Zheng , Shou-De Lin

This paper considers an optimal radial reconfiguration problem in multi-source distribution networks, where the goal is to find a radial configuration that minimizes quadratic distribution costs while ensuring all sink demands are met. This…

Optimization and Control · Mathematics 2025-10-13 Joan Vendrell Gallart , Russell Bent , Solmaz Kia

We propose a new method to approximate the posterior distribution of probabilistic programs by means of computing guaranteed bounds. The starting point of our work is an interval-based trace semantics for a recursive, higher-order…

Programming Languages · Computer Science 2022-06-07 Raven Beutner , Luke Ong , Fabian Zaiser

The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…

Statistics Theory · Mathematics 2026-03-02 Edwin Fong , Andrew Yiu

In this paper, we consider high-dimensional nonconvex square-root-loss regression problems and introduce a proximal majorization-minimization (PMM) algorithm for these problems. Our key idea for making the proposed PMM to be efficient is to…

Optimization and Control · Mathematics 2020-05-28 Peipei Tang , Chengjing Wang , Defeng Sun , Kim-Chuan Toh

Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…

Numerical Analysis · Mathematics 2017-11-08 Ningning Han , Shidong Li , Zhanjie Song , Hong Wang

Mixture models and topic models generate each observation from a single cluster, but standard variational posteriors for each observation assign positive probability to all possible clusters. This requires dense storage and runtime costs…

Machine Learning · Statistics 2017-11-15 Michael C. Hughes , Erik B. Sudderth

Pseudo-marginal Metropolis-Hastings (pmMH) is a versatile algorithm for sampling from target distributions which are not easy to evaluate point-wise. However, pmMH requires good proposal distributions to sample efficiently from the target,…

Computation · Statistics 2018-07-30 Johan Dahlin , Adrian Wills , Brett Ninness

This paper introduces Discrete Markov Probabilistic Models (DMPMs), a novel discrete diffusion algorithm for discrete data generation. The algorithm operates in discrete bit space, where the noising process is a continuous-time Markov chain…

Machine Learning · Statistics 2025-10-09 Le-Tuyet-Nhi Pham , Dario Shariatian , Antonio Ocello , Giovanni Conforti , Alain Durmus

In this paper, we introduce a novel iterative algorithm for the problem of phase-retrieval where the measurements consist of only the magnitude of linear function of the unknown signal, and the noise in the measurements follow Poisson…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Ghania Fatima , Zongyu Li , Aakash Arora , Prabhu Babu

We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

We consider the `one-shot frame synchronization problem' where a decoder wants to locate a sync pattern at the output of a channel on the basis of sequential observations. We assume that the sync pattern of length N starts being emitted at…

Information Theory · Computer Science 2007-08-23 Venkat Chandar , Aslan Tchamkerten , Gregory Wornell

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Optimization and Control · Mathematics 2020-04-21 James P. L. Tan

When information is to be transmitted over an unknown, possibly unreliable channel, an erasure option at the decoder is desirable. Using constant-composition random codes, we propose a generalization of Csiszar and Korner's Maximum Mutual…

Information Theory · Computer Science 2016-11-17 Pierre Moulin
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