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This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

This study introduces an algorithm that generates undirected graphs with three main characteristics of real-world networks: scale-freeness, short distances between nodes (small-world phenomenon), and large clustering coefficients. The main…

Social and Information Networks · Computer Science 2025-02-27 João Pedro C. Morais , Ruben Interian

A sink-free orientation of a finite undirected graph is a choice of orientation for each edge such that every vertex has out-degree at least 1. Bubley and Dyer (1997) use Markov Chain Monte Carlo to sample approximately from the uniform…

Probability · Mathematics 2009-09-25 Henry Cohn , Robin Pemantle , James Propp

Random networks are intensively used as null models to investigate properties of complex networks. We describe an efficient and accurate algorithm to generate arbitrarily two-point correlated undirected random networks without self- or…

Statistical Mechanics · Physics 2007-10-22 Sebastian Weber , Markus Porto

In a series of recent works, we have generalised the consistency results in the stochastic block model literature to the case of uniform and non-uniform hypergraphs. The present paper continues the same line of study, where we focus on…

Machine Learning · Computer Science 2017-05-18 Debarghya Ghoshdastidar , Ambedkar Dukkipati

We propose a neural embedding algorithm called Network Vector, which learns distributed representations of nodes and the entire networks simultaneously. By embedding networks in a low-dimensional space, the algorithm allows us to compare…

Social and Information Networks · Computer Science 2017-09-11 Hao Wu , Kristina Lerman

A systematic study of the probability distribution of superimposed random codes is presented through the use of generating functions. Special attention is paid to the cases of either uniformly distributed but not necessarily independent or…

Databases · Computer Science 2008-06-19 Bernd Günther

We provide an efficient algorithm to generate random samples from the bounded kth order statistic in a sample of independent, but not necessarily identically distributed, random variables. The bounds can be upper or lower bounds and need…

Computation · Statistics 2019-05-13 Tyler Morrison , Sean Pinkney

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

This work studies the problem of separate random number generation from correlated general sources with side information at the tester under the criterion of statistical distance. Tight one-shot lower and upper performance bounds are…

Information Theory · Computer Science 2016-05-02 Shengtian Yang

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

The area of sublinear algorithms have recently received a lot of attention. In this setting, one has to choose specific access model for the input, as the algorithm does not have time to pre-process or even to see the whole input. A…

Data Structures and Algorithms · Computer Science 2020-09-24 Jakub Tětek

The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…

Optimization and Control · Mathematics 2023-02-03 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Brandon Augustino , Tamás Terlaky

We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…

Disordered Systems and Neural Networks · Physics 2026-02-11 Elizaveta Demyanenko , Davide Straziota , Carlo Baldassi , Carlo Lucibello

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Probability · Mathematics 2007-06-07 Elizabeth Meckes

Density based spatial clustering of points in $\mathbb{R}^n$ has a myriad of applications in a variety of industries. We generalise this problem to the density based clustering of lines in high-dimensional spaces, keeping in mind there…

Machine Learning · Computer Science 2024-10-04 Akanksha Das , Malay Bhattacharyya

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

The method of random projections has become very popular for large-scale applications in statistical learning, information retrieval, bio-informatics and other applications. Using a well-designed coding scheme for the projected data, which…

Machine Learning · Computer Science 2013-08-12 Ping Li , Michael Mitzenmacher , Anshumali Shrivastava

The rotation of multi-dimensional arrays, or tensors, is a fundamental operation in computer science with applications ranging from data processing to scientific computing. While various methods exist, achieving this rotation in-place…

Data Structures and Algorithms · Computer Science 2025-12-02 Dexin Chen

Beautiful formulas are known for the expected cost of random two-dimensional assignment problems, but in higher dimensions even the scaling is not known. In three dimensions and above, the problem has natural "Axial" and "Planar" versions,…

Combinatorics · Mathematics 2013-10-09 Alan Frieze , Gregory Sorkin