Related papers: Optimal dual quantizers of $1D$ $\log$-concave dis…
We introduce a simple general method for finding the equilibrium distribution for a class of widely used inexact Markov Chain Monte Carlo algorithms. The explicit error due to the non-commutivity of the updating operators when numerically…
We establish the first tight lower bound of $\Omega(\log\log\kappa)$ on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition number $\kappa$ in one dimension. Whereas existing…
This paper presents a canonical duality approach for solving a general topology optimization problem of nonlinear elastic structures. By using finite element method, this most challenging problem can be formulated as a mixed integer…
Upper bounds are given for the weight distribution of binary weakly self-dual codes. To get these new bounds, we introduce a novel method of utilizing unitary operations on Hilbert spaces. This method is motivated by recent progress on…
We examine the task of privacy amplification from information-theoretic and coding-theoretic points of view. In the former, we give a one-shot characterization of the optimal rate of privacy amplification against classical adversaries in…
Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…
In this paper we propose a multigrid optimization algorithm (MG/OPT) for the numerical solution of a class of quasilinear variational inequalities of the second kind. This approach is enabled by the fact that the solution of the variational…
In entanglement-based quantum key distribution (QKD), the generation and detection of multi-photon modes leads to a trade-off between entanglement visibility and two-fold coincidence events when maximizing the secure key rate (SKR). We…
Though mostly used as a clustering algorithm, k-means are originally designed as a quantization algorithm. Namely, it aims at providing a compression of a probability distribution with k points. Building upon [21, 33], we try to investigate…
We show that for any $\alpha>0$ the R\'enyi entropy of order $\alpha$ is minimized, among all symmetric log-concave random variables with fixed variance, either for a uniform distribution or for a two sided exponential distribution. The…
Sequential change-point detection in non-Gaussian stochastic processes is challenging because the underlying densities are rarely known in real time. Classical parametric procedures such as CUSUM lose optimality under distributional…
Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding's test, whose test statistic is equivalent…
In the present paper we introduce and study finite point subsets of a special kind, called optimum distributions, in the n-dimensional unit cube. Such distributions are closely related with known (delta,s,n)-nets of low discrepancy. It…
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…
Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…
We study a martingale Schr\"odinger bridge problem: given two probability distributions, find their martingale coupling with minimal relative entropy. Our main result provides Schr\"odinger potentials for this coupling. Namely, under…
Collinear and soft divergences in perturbative quantum gravity are investigated to arbitrary orders in amplitudes for wide-angle scattering, using methods developed for gauge theories. We show that collinear singularities cancel when all…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…
In this paper, we describe two computational methods for calculating the cumulative distribution function and the upper quantiles of the maximal difference between a Brownian bridge and its concave majorant. The first method has two…
Distributed detection primarily centers around two approaches: Unquantized Distributed Detection (UDD), where each sensor reports its complete observation to the fusion center (FC), and quantized-and-Coded DD (CDD), where each sensor first…