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This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of…

Machine Learning · Computer Science 2025-05-19 Daniel Racz , Mihaly Petreczky , Balint Daroczy

We consider the community detection problem in sparse random hypergraphs under the non-uniform hypergraph stochastic block model (HSBM), a general model of random networks with community structure and higher-order interactions. When the…

Statistics Theory · Mathematics 2024-12-11 Ioana Dumitriu , Haixiao Wang , Yizhe Zhu

We present a distributed framework for predicting whether a planned reconfiguration step of a modular robot will mechanically overload the structure, causing it to break or lose stability under its own weight. The algorithm is executed by…

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

The main focus of this article is to provide a mathematical study of the algorithm proposed in \cite{boyaval2010variance} where the authors proposed a variance reduction technique for the computation of parameter-dependent expectations…

Numerical Analysis · Mathematics 2021-09-24 Mohamed-Raed Blel , Virginie Ehrlacher , Tony Lelièvre

Finding efficient tensor contraction paths is essential for a wide range of problems, including model counting, quantum circuits, graph problems, and language models. There exist several approaches to find efficient paths, such as the…

Quantum Physics · Physics 2024-05-17 Sheela Orgler , Mark Blacher

We consider a specific graph learning task: reconstructing a symmetric matrix that represents an underlying graph using linear measurements. We present a sparsity characterization for distributions of random graphs (that are allowed to…

Information Theory · Computer Science 2023-09-08 Tongxin Li , Lucien Werner , Steven H. Low

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

We consider a problem of maximizing a monotone DR-submodular function under multiple order-consistent knapsack constraints on a distributive lattice. Since a distributive lattice is used to represent a dependency constraint, the problem can…

Data Structures and Algorithms · Computer Science 2019-07-10 Takanori Maehara , So Nakashima , Yutaro Yamaguchi

We study the approximability of instances of the minimum entropy set cover problem, parameterized by the average frequency of a random element in the covering sets. We analyze an algorithm combining a greedy approach with another one biased…

Data Structures and Algorithms · Computer Science 2012-08-01 Cosmin Bonchis , Gabriel Istrate

Identifying strongly connected substructures in large networks provides insight into their coarse-grained organization. Several approaches based on the optimization of a quality function, e.g., the modularity, have been proposed. We present…

Data Structures and Algorithms · Computer Science 2008-05-02 Philipp Schuetz , Amedeo Caflisch

Next generation radio telescopes, like the Square Kilometre Array, will acquire an unprecedented amount of data for radio astronomy. The development of fast, parallelisable or distributed algorithms for handling such large-scale data sets…

Instrumentation and Methods for Astrophysics · Physics 2016-10-28 Alexandru Onose , Rafael E. Carrillo , Jason D. McEwen , Yves Wiaux

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

Monotone submodular maximization with a knapsack constraint is NP-hard. Various approximation algorithms have been devised to address this optimization problem. In this paper, we revisit the widely known modified greedy algorithm. First, we…

Data Structures and Algorithms · Computer Science 2021-01-14 Jing Tang , Xueyan Tang , Andrew Lim , Kai Han , Chongshou Li , Junsong Yuan

Influence maximization is the problem of finding a subset of the most influential individuals in a network. The impact of social networks on the dissemination of information and the development of viral marketing has made this problem as…

Social and Information Networks · Computer Science 2020-12-08 Maryam Adineh , Mostafa Nouri-Baygi

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is…

Statistical Mechanics · Physics 2012-06-07 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

Reversible Markov chains play a central role in stochastic modelling and in algorithms such as Markov chain Monte Carlo (MCMC). Motivated by the fundamental importance of reversibility in classical settings, this paper develops a…

Probability · Mathematics 2025-10-28 Damjan Škulj

We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametric form. In particular, we assume that each node's…

Methodology · Statistics 2014-08-05 Shizhe Chen , Daniela Witten , Ali Shojaie

We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximation of the model with a multivariate normal prior for the…

Systems and Control · Computer Science 2016-12-13 Henri Nurminen , Tohid Ardeshiri