Related papers: Characterization and Approximation of Strong Gener…
We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…
Finite dimensional (FD) models, i.e., deterministic functions of time/space and finite sets of random variables, are constructed for target vector-valued random processes/fields. They are required to have two properties. First, standard…
Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…
We study two techniques to obtain new families of classical and general Dual-Feasible Functions: A conversion from minimal Gomory--Johnson functions; and computer-based search using polyhedral computation and an automatic maximality and…
Random Fourier features (RFF) represent one of the most popular and wide-spread techniques in machine learning to scale up kernel algorithms. Despite the numerous successful applications of RFFs, unfortunately, quite little is understood…
We obtain sharp estimates for the quasi norm of the maximal function of f when it satisfies certain conditions.
We study continuous (strongly) minimal cut generating functions for the model where all variables are integer. We consider both the original Gomory-Johnson setting as well as a recent extension by Cornu\'ejols and Y{\i}ld{\i}z. We show that…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
For many common height functions, it is notoriously hard to compute the essential minimum. Nevertheless there are two classical methods, one giving lower bounds and the other giving upper bounds. In this paper, we show that the two methods…
Submodular functions are a fundamental object of study in combinatorial optimization, economics, machine learning, etc. and exhibit a rich combinatorial structure. Many subclasses of submodular functions have also been well studied and…
In the field of statistics, many kind of divergence functions have been studied as an amount which measures the discrepancy between two probability distributions. In the differential geometrical approach in statistics (information…
Motivated by a host of recent applications requiring some amount of redundancy, frames are becoming a standard tool in the signal processing toolbox. In this paper, we study a specific class of frames, known as discrete Fourier transform…
\citet{farrell2021deep} establish non-asymptotic high-probability bounds for general deep feedforward neural network (with rectified linear unit activation function) estimators, with \citet[Theorem 1]{farrell2021deep} achieving a suboptimal…
The purpose of this article is to develop a machinery to study the capacity of deep neural networks (DNNs) to approximate high-dimensional functions. In particular, we show that DNNs have the expressive power to overcome the curse of…
Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…
We present a new probabilistic modelling framework based on the recent notion of normal factor graph (NFG). We show that the proposed NFG models and their transformations unify some existing models such as factor graphs, convolutional…
In this paper we associate with an infinite family of real extended functions defined on a locally convex space, a sum, called robust sum, which is always well-defined. We also associate with that family of functions a dual pair of problems…
We consider the Demand Strip Packing problem (DSP), in which we are given a set of jobs, each specified by a processing time and a demand. The task is to schedule all jobs such that they are finished before some deadline $D$ while…
Making cut generating functions (CGFs) computationally viable is a central question in modern integer programming research. One would like to find CGFs that are simultaneously good, i.e., there are good guarantees for the cutting planes…
Gallagher's theorem describes the multiplicative diophantine approximation rate of a typical vector. We establish a fully-inhomogeneous version of Gallagher's theorem, a diophantine fibre refinement, and a sharp and unexpected threshold for…