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Positive and negative dependence are fundamental concepts that characterize the attractive and repulsive behavior of random subsets. Although some probabilistic models are known to exhibit positive or negative dependence, it is challenging…

Machine Learning · Statistics 2025-02-11 Takahiro Kawashima , Hideitsu Hino

Determinantal point processes (DPPs) are probabilistic models for repulsion. When used to represent the occurrence of random subsets of a finite base set, DPPs allow to model global negative associations in a mathematically elegant and…

Statistics Theory · Mathematics 2019-01-29 Kayvan Sadeghi , Alessandro Rinaldo

We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…

Machine Learning · Computer Science 2019-05-31 Krzysztof Choromanski , Aldo Pacchiano , Jack Parker-Holder , Yunhao Tang

We study the online submodular maximization problem with free disposal under a matroid constraint. Elements from some ground set arrive one by one in rounds, and the algorithm maintains a feasible set that is independent in the underlying…

Discrete Mathematics · Computer Science 2016-10-26 T-H. Hubert Chan , Zhiyi Huang , Shaofeng H. -C. Jiang , Ning Kang , Zhihao Gavin Tang

We introduce Deep Sigma Point Processes, a class of parametric models inspired by the compositional structure of Deep Gaussian Processes (DGPs). Deep Sigma Point Processes (DSPPs) retain many of the attractive features of (variational)…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes…

Data Structures and Algorithms · Computer Science 2020-06-15 Shinsaku Sakaue

This dissertation presents new results on three different themes all related to matroid polytopes. First we investigate properties of Ehrhart polynomials of matroid polytopes, independence matroid polytopes, and polymatroids. We prove that…

Combinatorics · Mathematics 2009-05-28 David C. Haws

Data-dependent greedy algorithms in kernel spaces are known to provide fast converging interpolants, while being extremely easy to implement and efficient to run. Despite this experimental evidence, no detailed theory has yet been…

Numerical Analysis · Mathematics 2022-10-31 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

Kernel-based schemes are state-of-the-art techniques for learning by data. In this work we extend some ideas about kernel-based greedy algorithms to exponential-polynomial splines, whose main drawback consists in possible overfitting and…

Numerical Analysis · Mathematics 2022-10-31 Rosanna Campagna , Stefano De Marchi , Emma Perracchione , Gabriele Santin

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

Algorithms involving Gaussian processes or determinantal point processes typically require computing the determinant of a kernel matrix. Frequently, the latter is computed from the Cholesky decomposition, an algorithm of cubic complexity in…

Computation · Statistics 2021-07-23 Simon Bartels , Wouter Boomsma , Jes Frellsen , Damien Garreau

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

A natural way to deal with multiple, partially conflicting objectives is turning all the objectives but one into budget constraints. Some classical polynomial-time optimization problems, such as spanning tree and forest, shortest path,…

Data Structures and Algorithms · Computer Science 2010-02-11 Fabrizio Grandoni , Rico Zenklusen

Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

Probability · Mathematics 2010-04-27 Russell Lyons

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

In 2005 Kumar studied the Restricted Disjunctive Temporal Problem (RDTP), a restricted but very expressive class of disjunctive temporal problems (DTPs). It was shown that that RDTPs are solvable in deterministic strongly-polynomial time by…

Computational Complexity · Computer Science 2018-08-07 Carlo Comin , Romeo Rizzi

Given vectors $v_1,\dots,v_n\in\mathbb{R}^d$ and a matroid $M=([n],I)$, we study the problem of finding a basis $S$ of $M$ such that $\det(\sum_{i \in S}v_i v_i^\top)$ is maximized. This problem appears in a diverse set of areas such as…

Data Structures and Algorithms · Computer Science 2020-04-20 Vivek Madan , Aleksandar Nikolov , Mohit Singh , Uthaipon Tantipongpipat

We consider a distributed compressed sensing scenario where many sensors measure correlated sparse signals and the sensors are connected through a network. Correlation between sparse signals is modeled by a partial common support-set. For…

Information Theory · Computer Science 2015-01-14 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

Although the Poisson point process (PPP) has been widely used to model base station (BS) locations in cellular networks, it is an idealized model that neglects the spatial correlation among BSs. The present paper proposes the use of…

Information Theory · Computer Science 2014-12-08 Yingzhe Li , François Baccelli , Harpreet S. Dhillon , Jeffrey G. Andrews

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