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The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is…

Numerical Analysis · Mathematics 2014-05-16 Fabien Casenave , Alexandre Ern , Tony Lelièvre

Current PAC-Bayes generalisation bounds are restricted to scalar metrics of performance, such as the loss or error rate. However, one ideally wants more information-rich certificates that control the entire distribution of possible…

Machine Learning · Statistics 2024-12-10 Reuben Adams , John Shawe-Taylor , Benjamin Guedj

Given a prediction task, understanding when one can and cannot design a consistent convex surrogate loss, particularly a low-dimensional one, is an important and active area of machine learning research. The prediction task may be given as…

Machine Learning · Computer Science 2021-02-17 Jessie Finocchiaro , Rafael Frongillo , Bo Waggoner

A method to compute guaranteed lower bounds to the eigenvalues of the Maxwell system in two or three space dimensions is proposed as a generalization of the method of Liu and Oishi [SIAM J. Numer. Anal., 51, 2013] for the Laplace operator.…

Numerical Analysis · Mathematics 2022-11-18 Dietmar Gallistl , Vladislav Olkhovskiy

Recurrent Neural Networks (RNNs) have achieved great success in the prediction of sequential data. However, their theoretical studies are still lagging behind because of their complex interconnected structures. In this paper, we establish a…

Machine Learning · Statistics 2024-11-06 Xuewei Cheng , Ke Huang , Shujie Ma

In spite of the wealth of literature on the theoretical properties of the Lasso, there is very little known when the value of the tuning parameter is chosen using the data, even though this is what actually happens in practice. We give a…

Statistics Theory · Mathematics 2016-09-02 Sourav Chatterjee , Jafar Jafarov

Projection-based model order reduction of dynamical systems usually introduces an error between the high-fidelity model and its counterpart of lower dimension. This unknown error can be bounded by residual-based methods, which are typically…

Numerical Analysis · Mathematics 2023-03-31 Johannes Rettberg , Dominik Wittwar , Patrick Buchfink , Robin Herkert , Jörg Fehr , Bernard Haasdonk

In this paper we develop a new technique for proving lower bounds on the update time and query time of dynamic data structures in the cell probe model. With this technique, we prove the highest lower bound to date for any explicit problem,…

Data Structures and Algorithms · Computer Science 2012-08-28 Kasper Green Larsen

The corner polyhedron is described by minimal valid inequalities from maximal lattice-free convex sets. For the Relaxed Corner Polyhedron (RCP) with two free integer variables and any number of non-negative continuous variables, it is known…

Optimization and Control · Mathematics 2012-04-10 Yogesh P. Awate

Belief propagation is known to perform extremely well in many practical statistical inference and learning problems using graphical models, even in the presence of multiple loops. The iterative use of belief propagation algorithm on loopy…

Information Theory · Computer Science 2013-02-13 Xiangqiong Shi , Dan Schonfeld , Daniela Tuninetti

To our knowledge, the error and perturbation bounds of the general absolute value equations are not discussed. In order to fill in this study gap, in this paper, by introducing a class of absolute value functions, we study the error and…

Numerical Analysis · Mathematics 2024-04-18 Shi-Liang Wu , Cui-Xia Li

In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…

Machine Learning · Computer Science 2021-09-27 Ke Li , Yun Yang , Naveen N. Narisetty

We consider minimizing a smooth function subject to a summation constraint over its variables. By exploiting a connection between the greedy 2-coordinate update for this problem and equality-constrained steepest descent in the 1-norm, we…

Optimization and Control · Mathematics 2023-07-04 Amrutha Varshini Ramesh , Aaron Mishkin , Mark Schmidt , Yihan Zhou , Jonathan Wilder Lavington , Jennifer She

We present a new algorithm for improving lower bounds on $ex(n;\{C_3,C_4\})$, the maximum size (number of edges) of an $n$-vertex graph of girth at least 5. The core of our algorithm is a variant of a hill-climbing heuristic introduced by…

Combinatorics · Mathematics 2025-08-08 Jan Goedgebeur , Jorik Jooken , Gwenaël Joret , Tibo Van den Eede

A lower bound on the maximum likelihood (ML) decoding error exponent of linear block code ensembles, on the erasure channel, is developed. The lower bound turns to be positive, over an ensemble specific interval of erasure probabilities,…

Information Theory · Computer Science 2019-01-23 Enrico Paolini , Gianluigi Liva

This article is concerned with Monte-Carlo methods for the estimation of the trace of an implicitly given matrix $A$ whose information is only available through matrix-vector products. Such a method approximates the trace by an average of…

Numerical Analysis · Computer Science 2014-08-20 Farbod Roosta-Khorasani , Uri Ascher

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

The purpose of this letter is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables $X\in[a,b]$, where $a<0$ and $-a>b$. The proof of Hoeffding's improved…

Probability · Mathematics 2020-12-08 David Hertz

We improve some upper bounds for minimal dispersion on the cube and torus. /Our new ingredient is an improvement of a probabilistic lemma used to obtain upper bounds for dispersion in several previous works. Our new lemma combines a random…

Metric Geometry · Mathematics 2024-06-06 Andrii Arman , Alexander E. Litvak

In this paper, we improve the usual relative error bound for the computation of x^n through iterated multiplications by x in binary floating-point arithmetic. The obtained error bound is only slightly better than the usual one, but it is…

Numerical Analysis · Computer Science 2014-02-14 Stef Graillat , Vincent Lefèvre , Jean-Michel Muller
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