Related papers: Fast Multivariate Multipoint Evaluation Over All F…
We consider the problem of computing univariate polynomial matrices over a field that represent minimal solution bases for a general interpolation problem, some forms of which are the vector M-Pad\'e approximation problem in [Van Barel and…
We consider the multivariate interlace polynomial introduced by Courcelle (2008), which generalizes several interlace polynomials defined by Arratia, Bollobas, and Sorkin (2004) and by Aigner and van der Holst (2004). We present an…
In many practical applications of numerical methods a substantial increase in efficiency can be obtained by using local grid refinement, since the solution is generally smooth in large parts of the domain and large gradients occur only…
For every constant $d$, we design a subexponential time deterministic algorithm that takes as input a multivariate polynomial $f$ given as a constant depth algebraic circuit over the field of rational numbers, and outputs all irreducible…
We study sparse polynomials with bounded individual degree and their factors, obtaining the following structural and algorithmic results. 1. A deterministic polynomial-time algorithm to find all sparse divisors of a sparse polynomial of…
We propose a novel numerical approach to compute the Pareto front in multivariate polynomial multi-objective optimization problems. When the objective functions and (equality) constraints are multivariate polynomials, the Pareto front,…
Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…
Multiphase ranking functions ($\mathit{M{\Phi}RFs}$) were proposed as a means to prove the termination of a loop in which the computation progresses through a number of "phases", and the progress of each phase is described by a different…
In this paper, we consider a change-point problem for a centered, stationary and $m$-dependent multivariate random field. Under the distribution free assumption, a change-point test using CUSUM statistic is proposed to detect anomalies…
In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…
We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector $X$ has finite mean and covariance. In this setting, the radius of confidence intervals achieved…
We consider space-saving versions of several important operations on univariate polynomials, namely power series inversion and division, division with remainder, multi-point evaluation, and interpolation. Now-classical results show that…
In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of…
This paper addresses the problem of enumerating all supported efficient solutions for a linear multi-objective integer minimum cost flow problem (MOIMCF). It derives an output-polynomial time algorithm to determine all supported efficient…
We give a formula and an estimation for the number of irreducible polynomials in two (or more) variables over a finite field.
We discuss combinatorial algorithms for finding a maximum weight $f$-factor on an arbitrary multigraph, for given integral weights of magnitude at most $W$. For simple bipartite graphs the best-known time bound is $O(n^{2/3}\, m\, \log nW)$…
We revisit the problem of finding optimal strategies for deterministic Markov Decision Processes (DMDPs), and a closely related problem of testing feasibility of systems of $m$ linear inequalities on $n$ real variables with at most two…
In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number…
We propose a new, generic and flexible methodology for nonparametric function estimation, in which we first estimate the number and locations of any features that may be present in the function, and then estimate the function parametrically…
Let $G = (V, E)$ be an undirected graph and let $B \subseteq V \times V$ be a set of terminal pairs. A node/edge multicut is a subset of vertices/edges of $G$ whose removal destroys all the paths between every terminal pair in $B$. The…