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Current discrete randomness and information conservation inequalities are over total recursive functions, i.e. restricted to deterministic processing. This restriction implies that an algorithm can break algorithmic randomness conservation…

Computational Complexity · Computer Science 2013-10-15 Samuel Epstein

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…

This paper regards the relative localization problem in sensor networks. We study a randomized algorithm, which is based on input-driven consensus dynamics and involves pairwise "gossip" communications and updates. Due to the randomness of…

Systems and Control · Computer Science 2013-03-13 Chiara Ravazzi , Paolo Frasca , Roberto Tempo , Hideaki Ishii

In the single winner determination problem, we have n voters and m candidates and each voter j incurs a cost c(i, j) if candidate i is chosen. Our objective is to choose a candidate that minimizes the expected total cost incurred by the…

Computer Science and Game Theory · Computer Science 2021-11-18 Haripriya Pulyassary , Chaitanya Swamy

We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…

Probability · Mathematics 2015-07-13 Muneya Matsui

The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…

Information Theory · Computer Science 2009-04-30 Maxim Raginsky

For better learning, large datasets are often split into small batches and fed sequentially to the predictive model. In this paper, we study such batch decompositions from a probabilistic perspective. We assume that data points (possibly…

Machine Learning · Computer Science 2025-04-10 Ghurumuruhan Ganesan

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

We consider global optimization problems, where the feasible region $\X$ is a compact subset of $\mathbb{R}^d$ with $d \geq 10$. For these problems, we demonstrate the following. First: the actual convergence of global random search…

Optimization and Control · Mathematics 2023-02-27 Jack Noonan , Anatoly Zhigljavsky

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

We consider a setting with agents that have preferences over alternatives and are partitioned into disjoint districts. The goal is to choose one alternative as the winner using a mechanism which first decides a representative alternative…

Computer Science and Game Theory · Computer Science 2023-01-10 Aris Filos-Ratsikas , Alexandros A. Voudouris

When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…

Machine Learning · Statistics 2019-08-06 Miles E. Lopes , Suofei Wu , Thomas C. M. Lee

Reasoning about unpredicted change consists in explaining observations by events; we propose here an approach for explaining time-stamped observations by surprises, which are simple events consisting in the change of the truth value of a…

Artificial Intelligence · Computer Science 2024-07-10 Florence Dupin de Saint-Cyr , Jérôme Lang

In computational social choice, the distortion of a voting rule quantifies the degree to which the rule overcomes limited preference information to select a socially desirable outcome. This concept has been investigated extensively, but…

Computer Science and Game Theory · Computer Science 2023-12-11 Yannai A. Gonczarowski , Gregory Kehne , Ariel D. Procaccia , Ben Schiffer , Shirley Zhang

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

We consider the distributed optimization problem, where a group of agents work together to optimize a common objective by communicating with neighboring agents and performing local computations. For a given algorithm, we use tools from…

Optimization and Control · Mathematics 2020-09-11 Bryan Van Scoy , Laurent Lessard

Selective inference is the problem of giving valid answers to statistical questions chosen in a data-driven manner. A standard solution to selective inference is simultaneous inference, which delivers valid answers to the set of all…

Methodology · Statistics 2024-05-03 Tijana Zrnic , William Fithian

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann
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