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Strict linear feasibility or linear separation is usually tackled using efficient approximation/stochastic algorithms (that may even run in sub-linear times in expectation). However, today state of the art for solving…

Data Structures and Algorithms · Computer Science 2026-02-17 Adrien Chan-Hon-Tong

In this paper, we study the expected value of the pair correlation statistics of randomized point configurations on the sphere, with the emphasis on point configurations generated by determinantal point processes. We study the cases of the…

Probability · Mathematics 2026-04-22 Maryna Manskova

Point processes are becoming very popular in modeling asynchronous sequential data due to their sound mathematical foundation and strength in modeling a variety of real-world phenomena. Currently, they are often characterized via intensity…

Machine Learning · Computer Science 2017-05-24 Shuai Xiao , Mehrdad Farajtabar , Xiaojing Ye , Junchi Yan , Le Song , Hongyuan Zha

Most exact algorithms for general partially observable Markov decision processes (POMDPs) use a form of dynamic programming in which a piecewise-linear and convex representation of one value function is transformed into another. We examine…

Artificial Intelligence · Computer Science 2013-02-08 Anthony R. Cassandra , Michael L. Littman , Nevin Lianwen Zhang

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Statistics Theory · Mathematics 2014-07-02 Jean-François Coeurjolly , Jesper Møller

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

The Dendritic Cell Algorithm is an immune-inspired algorithm orig- inally based on the function of natural dendritic cells. The original instantiation of the algorithm is a highly stochastic algorithm. While the performance of the algorithm…

Artificial Intelligence · Computer Science 2010-07-05 Julie Greensmith , Uwe Aickelin

We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We…

Probability · Mathematics 2020-09-15 Giorgio Picci , Bin Zhu

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…

Statistics Theory · Mathematics 2019-11-18 Frédéric Lavancier , Arnaud Poinas , Rasmus Waagepetersen

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…

Machine Learning · Statistics 2013-01-08 David Wingate , Theophane Weber

Discrete Determinantal Point Processes (DPPs) have a wide array of potential applications for subsampling datasets. They are however held back in some cases by the high cost of sampling. In the worst-case scenario, the sampling cost scales…

Machine Learning · Computer Science 2023-02-23 Simon Barthelmé , Nicolas Tremblay , Pierre-Olivier Amblard

We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…

Numerical Analysis · Mathematics 2024-01-29 Gonzalo Galiano , Virginia Selgas

Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not…

Probability · Mathematics 2022-06-15 Grigori Olshanski

Hierarchical learning algorithms that gradually approximate a solution to a data-driven optimization problem are essential to decision-making systems, especially under limitations on time and computational resources. In this study, we…

Machine Learning · Computer Science 2023-03-22 Christos Mavridis , John Baras

A determinantal point process (DPP) is a random process useful for modeling the combinatorial problem of subset selection. In particular, DPPs encourage a random subset Y to contain a diverse set of items selected from a base set Y. For…

Machine Learning · Computer Science 2012-10-19 Raja Hafiz Affandi , Alex Kulesza , Emily B. Fox

Automated planning remains one of the most general paradigms in Artificial Intelligence, providing means of solving problems coming from a wide variety of domains. One of the key factors restricting the applicability of planning is its…

Artificial Intelligence · Computer Science 2017-07-24 Pawel Gomoluch , Dalal Alrajeh , Alessandra Russo , Antonio Bucchiarone

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

Automatic differentiation, as implemented today, does not have a simple mathematical model adapted to the needs of modern machine learning. In this work we articulate the relationships between differentiation of programs as implemented in…

Machine Learning · Computer Science 2020-10-30 Jerome Bolte , Edouard Pauwels

Determinantal point processes (DPPs) have garnered attention as an elegant probabilistic model of set diversity. They are useful for a number of subset selection tasks, including product recommendation. DPPs are parametrized by a positive…

Machine Learning · Statistics 2016-02-18 Mike Gartrell , Ulrich Paquet , Noam Koenigstein
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