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We connect known results about diffusion limits of Markov chain Monte Carlo (MCMC) algorithms to the Computer Science notion of algorithm complexity. Our main result states that any diffusion limit of a Markov process implies a…

Probability · Mathematics 2014-11-05 Gareth O. Roberts , Jeffrey S. Rosenthal

In a balancing network each processor has an initial collection of unit-size jobs (tokens) and in each round, pairs of processors connected by balancers split their load as evenly as possible. An excess token (if any) is placed according to…

Data Structures and Algorithms · Computer Science 2010-06-09 Tobias Friedrich , Thomas Sauerwald , Dan Vilenchik

In this paper, we prove that an $n\times n$ matrix $A$ with independent centered subgaussian entries satisfies \[ s_{n+1-l}(A) \le C_1t \frac{l}{\sqrt{n}} \] with probability at least $1-\exp(-C_2tl)$. This yields $s_{n-l}(A) \sim…

Probability · Mathematics 2016-08-03 Feng Wei

Given a network of fixed size $n$ and an initial distribution of data, we derive sufficient connectivity conditions on a sequence of time-varying digraphs for (a) data collection and (b) data dissemination, within at most $(n-1)$…

Systems and Control · Computer Science 2016-05-03 Kevin Topley

Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…

Machine Learning · Computer Science 2020-01-28 Liyuan Zheng , Lillian J. Ratliff

We provide improved upper and lower bounds for the Min-Sum-Radii (MSR) and Min-Sum-Diameters (MSD) clustering problems with a bounded number of clusters $k$. In particular, we propose an exact MSD algorithm with running-time $n^{O(k)}$. We…

Data Structures and Algorithms · Computer Science 2025-02-05 Sandip Banerjee , Yair Bartal , Lee-Ad Gottlieb , Alon Hovav

The main contribution of this paper is a new improved variant of the laser method for designing matrix multiplication algorithms. Building upon the recent techniques of [Duan, Wu, Zhou, FOCS 2023], the new method introduces several new…

Data Structures and Algorithms · Computer Science 2023-11-07 Virginia Vassilevska Williams , Yinzhan Xu , Zixuan Xu , Renfei Zhou

We derive the first finite-time logarithmic Bayes regret upper bounds for Bayesian bandits. In a multi-armed bandit, we obtain $O(c_\Delta \log n)$ and $O(c_h \log^2 n)$ upper bounds for an upper confidence bound algorithm, where $c_h$ and…

Machine Learning · Computer Science 2024-01-23 Alexia Atsidakou , Branislav Kveton , Sumeet Katariya , Constantine Caramanis , Sujay Sanghavi

Problems defined on binary decision spaces have been intensively studied in the theory of multi-objective evolutionary algorithms (MOEAs). In contrast, no mathematical runtime analyses exist so far for MOEAs dealing with decision variables…

Neural and Evolutionary Computing · Computer Science 2026-05-15 Mingfeng Li , Zheng Cheng , Weijie Zheng , Benjamin Doerr

We investigate the order $\rho$ of the four entire functions in the Nevanlinna matrix of an indeterminate Hamburger moment sequence. We give an upper estimate for $\rho$ which is explicit in terms of the parameters of the canonical system…

Spectral Theory · Mathematics 2015-12-29 Raphael Pruckner , Roman Romanov , Harald Woracek

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

Given a mixture between two populations of coins, "positive" coins that each have -- unknown and potentially different -- bias $\geq\frac{1}{2}+\Delta$ and "negative" coins with bias $\leq\frac{1}{2}-\Delta$, we consider the task of…

Machine Learning · Computer Science 2021-02-08 Jasper C. H. Lee , Paul Valiant

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

Data Structures and Algorithms · Computer Science 2025-10-07 Beatrice Bertolotti , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…

Optimization and Control · Mathematics 2020-09-16 Pouya Rezaeinia , Bahman Gharesifard

Suppose $\{ X_k \}_{k \in \mathbb{Z}}$ is a sequence of bounded independent random matrices with common dimension $d\times d$ and common expectation $\mathbb{E}[ X_k ]= X$. Under these general assumptions, the normalized random matrix…

Probability · Mathematics 2019-07-15 Amelia Henriksen , Rachel Ward

Decision Tree is a classic formulation of active learning: given $n$ hypotheses with nonnegative weights summing to 1 and a set of tests that each partition the hypotheses, output a decision tree using the provided tests that uniquely…

Data Structures and Algorithms · Computer Science 2019-10-23 Ray Li , Percy Liang , Stephen Mussmann

In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…

Data Structures and Algorithms · Computer Science 2018-11-01 Alina Ene , Huy L. Nguyen

We consider the \emph{approximate minimum selection} problem in presence of \emph{independent random comparison faults}. This problem asks to select one of the smallest $k$ elements in a linearly-ordered collection of $n$ elements by only…

Data Structures and Algorithms · Computer Science 2020-07-08 Stefano Leucci , Chih-Hung Liu

We consider the problem of maximizing $\langle c,x \rangle$ subject to the constraints $Ax \leq \mathbf{1}$, where $x\in R^n$, $A$ is an $m\times n$ matrix with mutually independent centered subgaussian entries of unit variance, and $c$ is…

Probability · Mathematics 2026-03-17 Marzieh Bakhshi , James Ostrowski , Konstantin Tikhomirov

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the…

Optimization and Control · Mathematics 2022-07-28 Miroslav Rada , Michal Černý , Ondřej Sokol
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