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We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…

Data Structures and Algorithms · Computer Science 2021-08-18 Juha Harviainen , Antti Röyskö , Mikko Koivisto

In order to find the outcome probabilities of quantum mechanical systems like the optical networks underlying Boson sampling, it is necessary to be able to compute the permanents of unitary matrices, a computationally hard task. Here we…

Quantum Physics · Physics 2022-02-10 P. H. Lundow , K. Markström

Consider the collection of all binary matrices having a specific sequence of row and column sums and consider sampling binary matrices uniformly from this collection. Practical algorithms for exact uniform sampling are not known, but there…

Computation · Statistics 2013-01-28 Matthew T. Harrison

Counting the number of perfect matchings in bipartite graphs, or equivalently computing the permanent of 0-1 matrices, is an important combinatorial problem that has been extensively studied by theoreticians and practitioners alike. The…

Data Structures and Algorithms · Computer Science 2019-08-12 Supratik Chakraborty , Aditya A. Shrotri , Moshe Y. Vardi

We construct a deterministic approximation algorithm for computing a permanent of a $0,1$ $n$ by $n$ matrix to within a multiplicative factor $(1+\epsilon)^n$, for arbitrary $\epsilon>0$. When the graph underlying the matrix is a constant…

Combinatorics · Mathematics 2007-05-23 David Gamarnik , Dmitriy Katz

Celebrated work of Jerrum, Sinclair, and Vigoda has established that the permanent of a {0,1} matrix can be approximated in randomized polynomial time by using a rapidly mixing Markov chain. A separate strand of the literature has pursued…

Computational Complexity · Computer Science 2009-06-10 Cristopher Moore , Alexander Russell

This work describes a method of approximating matrix permanents efficiently using belief propagation. We formulate a probability distribution whose partition function is exactly the permanent, then use Bethe free energy to approximate this…

Machine Learning · Computer Science 2009-08-13 Bert Huang , Tony Jebara

Many recent machine learning tasks focus to develop models that can generalize to unseen distributions. Domain generalization (DG) has become one of the key topics in various fields. Several literatures show that DG can be arbitrarily hard…

Machine Learning · Computer Science 2023-05-11 Yi-Fan Zhang , Xue Wang , Kexin Jin , Kun Yuan , Zhang Zhang , Liang Wang , Rong Jin , Tieniu Tan

Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…

Machine Learning · Statistics 2018-03-13 Dangna Li , Kun Yang , Wing Hung Wong

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

Consider a distributed coding for computing problem with constant decoding locality, i.e., with a vanishing error probability, any single sample of the function can be approximately recovered by probing only constant number of compressed…

Information Theory · Computer Science 2024-03-01 Deheng Yuan , Tao Guo , Zhongyi Huang , Shi Jin

We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…

Data Structures and Algorithms · Computer Science 2017-04-10 Zeyuan Allen-Zhu , Yuanzhi Li , Rafael Oliveira , Avi Wigderson

Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…

Machine Learning · Statistics 2012-05-22 Marek Petrik

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

We present a novel sequential Monte Carlo approach to online smoothing of additive functionals in a very general class of path-space models. Hitherto, the solutions proposed in the literature suffer from either long-term numerical…

Computation · Statistics 2022-10-24 Alessandro Mastrototaro , Jimmy Olsson , Johan Alenlöv

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting…

Optimization and Control · Mathematics 2021-12-28 Nikitas Rontsis , Paul J. Goulart , Yuji Nakatsukasa

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula

Based on an idea in [4] we propose a new iterative multiplicative filtering algorithm for label assignment matrices which can be used for the supervised partitioning of data. Starting with a row-normalized matrix containing the averaged…

Numerical Analysis · Mathematics 2018-12-10 Ronny Bergmann , Jan Henrik Fitschen , Johannes Persch , Gabriele Steidl
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