Related papers: A Randomized Algorithm to Reduce the Support of Di…
The center of gravity $x_{g}= \sum_{i}E_{i} x_{i}/\sum_{i} E_{i}$ as an algorithm for position measurements is carefully analyzed. Many mathematical consequences of discretization are extracted. The origin of the systematic error of the…
We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…
This paper introduces a novel error estimator for the Proper Generalized Decomposition (PGD) approximation of parametrized equations. The estimator is intrinsically random: It builds on concentration inequalities of Gaussian maps and an…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
$\renewcommand{\Re}{\mathbb{R}}$ We develop a general randomized technique for solving "implic it" linear programming problems, where the collection of constraints are defined implicitly by an underlying ground set of elements. In many…
If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…
We propose two probability-like measures of individual cluster-membership certainty which can be applied to a hard partition of the sample such as that obtained from the Partitioning Around Medoids (PAM) algorithm, hierarchical clustering…
We propose a measure based upon the fundamental theoretical concept in algorithmic information theory that provides a natural approach to the problem of evaluating $n$-dimensional complexity by using an $n$-dimensional deterministic Turing…
In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…
In many randomized experiments, the treatment effect of the long-term metric (i.e. the primary outcome of interest) is often difficult or infeasible to measure. Such long-term metrics are often slow to react to changes and sufficiently…
Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…
How much can randomness help computation? Motivated by this general question and by volume computation, one of the few instances where randomness provably helps, we analyze a notion of dispersion and connect it to asymptotic convex…
Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…
We introduce a weak notion of barycenter of a probability measure $\mu$ on a metric measure space $(X, d, {\bf m})$, with the metric $d$ and reference measure ${\bf m}$. Under the assumption that optimal transport plans are given by…
The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…
We developed a new method PROTES for black-box optimization, which is based on the probabilistic sampling from a probability density function given in the low-parametric tensor train format. We tested it on complex multidimensional arrays…
Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…
Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…
Probabilistic programming systems generally compute with probability density functions, leaving the base measure of each such function implicit. This mostly works, but creates problems when densities with respect to different base measures…
This paper proposes various new analysis techniques for Bayes networks in which conditional probability tables (CPTs) may contain symbolic variables. The key idea is to exploit scalable and powerful techniques for synthesis problems in…