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In the field of sampling algorithms, MCMC (Markov Chain Monte Carlo) methods are widely used when direct sampling is not possible. However, multimodality of target distributions often leads to slow convergence and mixing. One common…

Machine Learning · Computer Science 2023-04-05 Holden Lee , Zeyu Shen

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

Permutation synchronization is an important problem in computer science that constitutes the key step of many computer vision tasks. The goal is to recover $n$ latent permutations from their noisy and incomplete pairwise measurements. In…

Statistics Theory · Mathematics 2024-05-13 Duc Nguyen , Anderson Ye Zhang

This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…

Optimization and Control · Mathematics 2021-11-22 Baihe Huang , Shunhua Jiang , Zhao Song , Runzhou Tao , Ruizhe Zhang

In distributed systems with processes that do not share a global clock, \emph{partial synchrony} is achieved by clock synchronization that guarantees bounded clock skew among all applications. Existing solutions for distributed runtime…

Logic in Computer Science · Computer Science 2024-08-12 Borzoo Bonakdarpour , Anik Momtaz , Dejan Ničković , N. Ege Saraç

In synchronization problems, the goal is to estimate elements of a group from noisy measurements of their ratios. A popular estimation method for synchronization is the spectral method. It extracts the group elements from eigenvectors of a…

Spectral Theory · Mathematics 2023-07-18 Ido Hadi , Tamir Bendory , Nir Sharon

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

Machine Learning · Statistics 2026-04-07 Yingli Wang , Changwei Tu , Xiaoyu Wang , Lingjiong Zhu

As machine learning models continue to swiftly advance, calibrating their performance has become a major concern prior to practical and widespread implementation. Most existing calibration methods often negatively impact model accuracy due…

Computation and Language · Computer Science 2024-10-16 Yang Ba , Michelle V. Mancenido , Rong Pan

Linear birth-and-death processes (LBDPs) are foundational stochastic models in population dynamics, evolutionary biology, and hematopoiesis. Estimating parameters from discretely observed data is computationally demanding due to irregular…

Computation · Statistics 2025-08-26 Xiaochen Long , Marek Kimmel

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , Lenka Zdeborová

In this paper we provide a rigorous convergence analysis for the renowned particle swarm optimization method by using tools from stochastic calculus and the analysis of partial differential equations. Based on a time-continuous formulation…

Numerical Analysis · Mathematics 2024-08-05 Hui Huang , Jinniao Qiu , Konstantin Riedl

Lasserre's moment-SOS hierarchy consists of approximating instances of the generalized moment problem (GMP) with moment relaxations and sums-of-squares (SOS) strenghtenings that boil down to convex semidefinite programming (SDP) problems.…

Optimization and Control · Mathematics 2022-08-05 Matteo Tacchi

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

We consider the problem of estimating the discrete clustering structures under the Sub-Gaussian Mixture Model. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while…

Machine Learning · Statistics 2021-10-05 Yingjie Fei , Yudong Chen

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Optimization and Control · Mathematics 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

We study Semidefinite Programming, \SDPc relaxations for Sensor Network Localization, \SNLc with anchors and with noisy distance information. The main point of the paper is to view \SNL as a (nearest) Euclidean Distance Matrix, \EDM,…

Optimization and Control · Mathematics 2007-05-23 Yichuan Ding , Nathan Krislock , Jiawei Qian , Henry Wolkowicz

Consider the problem of finding a point in a unit $n$-dimensional $\ell_p$-ball ($p\ge 2$) such that the minimum of the weighted Euclidean distance from given $m$ points is maximized. We show in this paper that the recent…

Optimization and Control · Mathematics 2016-06-22 Zuping Wu , Yong Xia , Shu Wang

With the aggressive scaling of VLSI technology, the explosion of layout patterns creates a critical bottleneck for DFM applications like OPC. Pattern clustering is essential to reduce data complexity, yet existing methods struggle with…

Hardware Architecture · Computer Science 2025-12-16 Shuo Liu

The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence…

Machine Learning · Statistics 2026-05-11 Qiao Wang