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Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
We present a method for drawing isolines indicating regions of equal joint exceedance probability for bivariate data. The method relies on bivariate regular variation, a dependence framework widely used for extremes. This framework enables…
Determinantal Point Processes (DPPs) are probabilistic models that arise in quantum physics and random matrix theory and have recently found numerous applications in computer science. DPPs define distributions over subsets of a given ground…
The key to reconciling the polynomial-time intractability of many machine learning tasks in the worst case with the surprising solvability of these tasks by heuristic algorithms in practice seems to be exploiting restrictions on real-world…
Employing the framework of regular variation, we propose two decompositions which help to summarize and describel high-dimensional tail dependence. Via transformation, we define a vector space on the positive orthant, yielding the notion of…
Statistical modeling of high dimensional extremes remains challenging and has generally been limited to moderate dimensions. Understanding structural relationships among variables at their extreme levels is crucial both for constructing…
We perform detailed theoretical analysis of an expectation-maximization-based algorithm recently proposed in for solving a variation of the 3D registration problem, named multi-model 3D registration. Despite having shown superior empirical…
The constrained linear representability problem (CLRP) for polymatroids determines whether there exists a polymatroid that is linear over a specified field while satisfying a collection of constraints on the rank function. Using a computer…
Large-scale hypothesis testing has become a ubiquitous problem in high-dimensional statistical inference, with broad applications in various scienfitic disciplines. One relevant application is constituted by imaging mass spectrometry (IMS)…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
We propose a multivariate generative model to capture the complex dependence structure often encountered in business and financial data. Our model features heterogeneous and asymmetric tail dependence between all pairs of individual…
Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…
Low-rank matrix completion (LRMC) problems arise in a wide variety of applications. Previous theory mainly provides conditions for completion under missing-at-random samplings. This paper studies deterministic conditions for completion. An…
We study a family of matroid optimization problems with a linear constraint (MOL). In these problems, we seek a subset of elements which optimizes (i.e., maximizes or minimizes) a linear objective function subject to (i) a matroid…
Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical…
Even when neural networks are widely used in a large number of applications, they are still considered as black boxes and present some difficulties for dimensioning or evaluating their prediction error. This has led to an increasing…
While prior work established a verifier-based polynomial-time framework for NP, explicit deterministic machines for concrete NP-complete problems have remained elusive. In this paper, we construct fully specified deterministic Turing…
We consider the problem of computing matrix polynomials $p(X)$, where $X$ is a large dense matrix, with as few matrix-matrix multiplications as possible. More precisely, let $\Pi_{2^{m}}^*$ represent the set of polynomials computable with…
Graph pattern matching is a routine process for a wide variety of applications such as social network analysis. It is typically defined in terms of subgraph isomorphism which is NP-Complete. To lower its complexity, many extensions of graph…
This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…