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A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…

Optimization and Control · Mathematics 2026-03-17 Haoming Shen , Yang Zeng , Baoyu Zhou

Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…

Methodology · Statistics 2015-02-27 Shirin Golchi , David A. Campbell

Previously referred to as `miraculous' in the scientific literature because of its powerful properties and its wide application as optimal solution to the problem of induction/inference, (approximations to) Algorithmic Probability (AP) and…

Information Theory · Computer Science 2018-04-16 Hector Zenil , Liliana Badillo , Santiago Hernández-Orozco , Francisco Hernández-Quiroz

We study the problem of non-parametric clustering of data sequences, where each data sequence comprises independent and identically distributed (i.i.d.) samples generated from an unknown distribution. The true clusters are the clusters…

Signal Processing · Electrical Eng. & Systems 2026-01-21 G Dhinesh Chandran , Kota Srinivas Reddy , Srikrishna Bhashyam

The main subject of the paper is everywhere complex sequences. An everywhere complex sequence is a sequence that does not contain substrings of Kolmogorov complexity less than $\alpha n-O(1)$ where $n$ is the length of substring and…

Combinatorics · Mathematics 2010-09-21 Andrey Rumyantsev

Probabilistic conditioning is concerned with the identification of a distribution of a random variable $X$ given a random variable $Y$. It is a cornerstone of scientific and engineering applications where modeling uncertainty is key. This…

Machine Learning · Statistics 2026-05-13 Panos Tsimpos , Edoardo Calvello , Ayoub Belhadji , Nicholas H. Nelsen

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

Sequence discriminative training is a great tool to improve the performance of an automatic speech recognition system. It does, however, necessitate a sum over all possible word sequences, which is intractable to compute in practice.…

Computation and Language · Computer Science 2022-04-22 Nils-Philipp Wynands , Wilfried Michel , Jan Rosendahl , Ralf Schlüter , Hermann Ney

Distribution matching is the process of invertibly mapping a uniformly distributed input sequence onto sequences that approximate the output of a desired discrete memoryless source. The special case of a binary output alphabet and…

Information Theory · Computer Science 2017-12-19 Patrick Schulte , Bernhard C. Geiger

Clustering is a fundamental unsupervised learning approach. Many clustering algorithms -- such as $k$-means -- rely on the euclidean distance as a similarity measure, which is often not the most relevant metric for high dimensional data…

Machine Learning · Computer Science 2019-10-22 Aude Genevay , Gabriel Dulac-Arnold , Jean-Philippe Vert

Motivated by applications of biometric identification and content identification systems, we consider the problem of random coding for channels, where each codeword undergoes lossy compression (vector quantization), and where the decoder…

Information Theory · Computer Science 2016-09-29 Neri Merhav

Consider the following prediction problem. Assume that there is a block box that produces bits according to some unknown computable distribution on the binary tree. We know first $n$ bits $x_1 x_2 \ldots x_n$. We want to know the…

Information Theory · Computer Science 2023-08-25 Alexey Milovanov

For the discrete memoryless sources with a countably infinite alphabet, we prove that for any positive integer $k$, there exists a corresponding probability interval such that if the largest symbol probability $p_{1}$ falls in this…

Information Theory · Computer Science 2026-04-21 Hongyang Liu , Wei Yan

We consider the problem of estimating the probability of an observed string drawn i.i.d. from an unknown distribution. The key feature of our study is that the length of the observed string is assumed to be of the same order as the size of…

Information Theory · Computer Science 2007-07-13 Aaron B. Wagner , Pramod Viswanath , Sanjeev R. Kulkarni

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev

Stochastic configuration networks (SCNs), as a class of randomized learner models, are featured by its way of random parameters assignment in the light of a supervisory mechanism, resulting in the universal approximation property at…

Machine Learning · Computer Science 2024-12-17 Yongxuan Chen , Dianhui Wang

Neural compression offers a domain-agnostic approach to creating codecs for lossy or lossless compression via deep generative models. For sequence compression, however, most deep sequence models have costs that scale with the sequence…

Machine Learning · Computer Science 2022-12-29 Ricky T. Q. Chen , Matthew Le , Matthew Muckley , Maximilian Nickel , Karen Ullrich

This paper investigates the distributed fixed point seeking problem of sum-separable stochastic operators over the multi-agent network. Based on inexact Krasnosel'ski\u{\i}--Mann iterations, the communication-efficient distributed algorithm…

Optimization and Control · Mathematics 2026-05-22 Fan Li , Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Tao Yang

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

Certifiable, adaptive uncertainty estimates for unknown quantities are an essential ingredient of sequential decision-making algorithms. Standard approaches rely on problem-dependent concentration results and are limited to a specific…

Machine Learning · Computer Science 2023-11-09 Nicolas Emmenegger , Mojmír Mutný , Andreas Krause
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