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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

A $k$-submodular function is a generalization of the submodular set function. Many practical applications can be modeled as maximizing a $k$-submodular function, such as multi-cooperative games, sensor placement with $k$ type sensors,…

Combinatorics · Mathematics 2023-12-13 Hongyang Zhang , Wenchang Luo

We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…

Optimization and Control · Mathematics 2023-07-31 Hendrik Kleikamp , Martin Lazar , Cesare Molinari

In this paper, we consider adaptive decision-making problems for stochastic state estimation with partial observations. First, we introduce the concept of weak adaptive submodularity, a generalization of adaptive submodularity, which has…

Optimization and Control · Mathematics 2017-04-14 Sze Zheng Yong , Lingyun Gao , Necmiye Ozay

Given a linear dynamical system, we consider the problem of selecting (at design-time) an optimal set of sensors (subject to certain budget constraints) to minimize the trace of the steady state error covariance matrix of the Kalman filter.…

Optimization and Control · Mathematics 2018-03-29 Lintao Ye , Sandip Roy , Shreyas Sundaram

This paper presents an estimation approach within the framework of uplink massive machine-type communications (mMTC) that considers the energy limitations of the devices. We focus on a scenario where a group of sensors observe a set of…

Signal Processing · Electrical Eng. & Systems 2024-12-10 Sergi Liesegang , Olga Muñoz , Antonio Pascual-Iserte

A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…

Data Structures and Algorithms · Computer Science 2019-10-28 Alan Kuhnle

We analyse the problem of controllability for parameter-dependent linear finite-dimensional systems. The goal is to identify the most distinguished realisations of those parameters so to better describe or approximate the whole range of…

Optimization and Control · Mathematics 2016-10-07 Martin Lazar , Enrique Zuazua

Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…

Data Structures and Algorithms · Computer Science 2020-02-12 Alfredo Torrico , Mohit Singh , Sebastian Pokutta

A key aspect for any greedy pursuit algorithm used in compressed sensing is a good support-set detection method. For distributed compressed sensing, we consider a setup where many sensors measure sparse signals that are correlated via the…

Information Theory · Computer Science 2014-07-18 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

We study submodular maximization problems with matroid constraints, in particular, problems where the objective can be expressed via compositions of analytic and multilinear functions. We show that for functions of this form, the so-called…

Machine Learning · Computer Science 2024-12-17 Gözde Özcan , Armin Moharrer , Stratis Ioannidis

In a number of situations, collecting a function value for every data point may be prohibitively expensive, and random sampling ignores any structure in the underlying data. We introduce a scalable optimization algorithm with no correction…

Machine Learning · Computer Science 2020-06-23 Saeed Vahidian , Baharan Mirzasoleiman , Alexander Cloninger

Automatic prompt optimization reduces manual prompt engineering, but relies on task performance measured on a small, often randomly sampled evaluation subset as its main source of feedback signal. Despite this, how to select that evaluation…

Computation and Language · Computer Science 2026-01-08 Jinming Nian , Zhiyuan Peng , Hongwei Shang , Dae Hoon Park , Yi Fang

Sensor placement optimization methods have been studied extensively. They can be applied to a wide range of applications, including surveillance of known environments, optimal locations for 5G towers, and placement of missile defense…

Machine Learning · Computer Science 2024-05-22 Lukas Taus , Yen-Hsi Richard Tsai

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

Methodology · Statistics 2019-01-10 Tingran Gao , Shahar Z. Kovalsky , Ingrid Daubechies

Sensor placement plays a crucial role in graph signal recovery in underdetermined systems. In this paper, we present the graph-filtered regularized maximum likelihood (GFR-ML) estimator of graph signals, which integrates general graph…

Signal Processing · Electrical Eng. & Systems 2025-08-19 Lital Dabush , Tirza Routtenberg

Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Machine Learning · Computer Science 2017-12-07 Daniel Golovin , Andreas Krause

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk

We study minimum entropy submodular optimization, a common generalization of the minimum entropy set cover problem, studied earlier by Cardinal et al., and the submodular set cover problem. We give a general bound of the approximation…

Data Structures and Algorithms · Computer Science 2014-02-19 Cosmin Bonchiş , Gabriel Istrate
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