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Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…

Information Theory · Computer Science 2017-05-08 Georg Böcherer , Bernhard C. Geiger

For the classical maximum coverage problem, the greedy algorithm achieves a worst-case $1-1/e$ approximation, which is optimal unless $\text{P} = \text{NP}$. The notion of coverage appears in a wide range of optimization tasks, where…

Data Structures and Algorithms · Computer Science 2026-04-29 Eric Balkanski , Jason Chatzitheodorou , Flore Sentenac

In the context of Gaussian conditioning, greedy algorithms iteratively select the most informative measurements, given an observed Gaussian random variable. However, the convergence analysis for conditioning Gaussian random variables…

Statistics Theory · Mathematics 2025-02-18 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

In this paper we show that that greedy bases can be defined as those where the error term using $m$-greedy approximant is uniformly bounded by the best $m$-term approximation with respect to polynomials with constant coefficients in the…

Functional Analysis · Mathematics 2016-06-24 Pablo M. Berná , Óscar Blasco

We analyse the performance of several iterative algorithms for the quantisation of a probability measure $\mu$, based on the minimisation of a Maximum Mean Discrepancy (MMD). Our analysis includes kernel herding, greedy MMD minimisation and…

Machine Learning · Statistics 2022-04-29 Luc Pronzato

The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance…

Machine Learning · Statistics 2014-12-11 Vladimir Temlyakov

Kernel-based methods provide flexible and accurate algorithms for the reconstruction of functions from meshless samples. A major question in the use of such methods is the influence of the samples locations on the behavior of the…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin , Bernard Haasdonk

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

Sparse approximation is important in many applications because of concise form of an approximant and good accuracy guarantees. The theory of compressed sensing, which proved to be very useful in the image processing and data sciences, is…

Numerical Analysis · Mathematics 2025-02-20 V. Temlyakov

Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…

Optimization and Control · Mathematics 2025-03-18 Zahra Mehraban , Alois Pichler

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards)…

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

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta

This study investigated typical performance of approximation algorithms known as belief propagation, greedy algorithm, and linear-programming relaxation for maximum coverage problems on sparse biregular random graphs. After using the cavity…

Disordered Systems and Neural Networks · Physics 2018-02-27 Satoshi Takabe , Takanori Maehara , Koji Hukushima

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…

Optimization and Control · Mathematics 2020-11-19 Alexander Robey , Arman Adibi , Brent Schlotfeldt , George J. Pappas , Hamed Hassani

In the design of greedy algorithms for the maximum cardinality matching problem the utilization of degree information when selecting the next edge is a well established and successful approach. We define the class of "degree sensitive"…

Data Structures and Algorithms · Computer Science 2016-12-21 Bert Besser , Bastian Werth

We study the approximability of the maximum size independent set (MIS) problem in bounded degree graphs. This is one of the most classic and widely studied NP-hard optimization problems. We focus on the well known minimum degree greedy…

Data Structures and Algorithms · Computer Science 2020-02-03 Piotr Krysta , Mathieu Mari , Nan Zhi
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