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We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…

Data Structures and Algorithms · Computer Science 2021-06-08 Ainesh Bakshi , Ilias Diakonikolas , He Jia , Daniel M. Kane , Pravesh K. Kothari , Santosh S. Vempala

This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration inequalities. The…

Probability · Mathematics 2011-09-12 Nathan Ross

Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…

Machine Learning · Statistics 2024-10-11 Andrew Zammit-Mangion , Matthew Sainsbury-Dale , Raphaël Huser

Inverse problems arise in situations where data is available, but the underlying model is not. It can therefore be necessary to infer the parameters of the latter starting from the former. Statistical mechanics offers a toolbox of…

Statistical Mechanics · Physics 2025-07-04 Stefano Bae , Dario Bocchi , Luca Maria Del Bono , Luca Leuzzi

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

In this paper we explore the possibility of using computational algebraic methods to analyze a class of consensus protocols. We state some necessary conditions for convergence under consensus protocols that are polynomials.

Symbolic Computation · Computer Science 2011-07-20 Joel George Manathara , Ambedkar Dukkipati , Debasish Ghose

Finding the product of two polynomials is an essential and basic problem in computer algebra. While most previous results have focused on the worst-case complexity, we instead employ the technique of adaptive analysis to give an improvement…

Symbolic Computation · Computer Science 2010-07-20 Daniel S. Roche

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Statistical Mechanics · Physics 2007-05-23 O. C. Martin , R. Monasson , R. Zecchina

Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…

Machine Learning · Statistics 2022-03-23 João M. Pereira , Joe Kileel , Tamara G. Kolda

Methods of high-dimensional probability play a central role in applications for statistics, signal processing theoretical computer science and related fields. These lectures present a sample of particularly useful tools of high-dimensional…

Probability · Mathematics 2017-11-07 Roman Vershynin

When dealing with datasets containing a billion instances or with simulations that require a supercomputer to execute, computational resources become part of the equation. We can improve the efficiency of learning and inference by…

Machine Learning · Computer Science 2014-03-06 Max Welling

Techniques for the evaluation of complex polynomials with one and two variables are introduced. Polynomials arise in may areas such as control systems, image and signal processing, coding theory, electrical networks, etc., and their…

Systems and Control · Computer Science 2014-08-13 Khier Benmahammed , Saeed Badran , Bassam Kourdi

This paper is about how we study statistical methods. As an example, it uses the random regressions model, in which the intercept and slope of cluster-specific regression lines are modeled as a bivariate random effect. Maximizing this…

Other Statistics · Statistics 2019-05-22 James S. Hodges

Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured and…

Statistics Theory · Mathematics 2022-06-07 Maciej Skorski

Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…

Probability · Mathematics 2019-06-18 Adrien Hardy

We use the periodicity properties of generalized Gauss sums to factor numbers. Moreover, we derive rules for finding the factors and illustrate this factorization scheme for various examples. This algorithm relies solely on interference and…

Quantum Physics · Physics 2012-10-25 S. Wölk , W. Merkel , W. P. Schleich , I. Sh. Averbukh , B. Girard

We construct explicit easily implementable polynomial approximations of sufficiently high accuracy for locally constant functions on the union of disjoint segments. This problem has important applications in several areas of numerical…

Functional Analysis · Mathematics 2023-11-29 Yuri Malykhin , Konstantin Ryutin

Approximation theorem is one of the most important aspects of numerical analysis that has evolved over the years with many different approaches. Some of the most popular approximation methods include the Lebesgue approximation theorem, the…

Numerical Analysis · Mathematics 2024-04-16 Ishmael N. Amartey