Related papers: Efficient One Sided Kolmogorov Approximation
In this paper, we describe the randomized QLP (RQLP) algorithm and its enhanced version (ERQLP) for computing the low rank approximation to $A$ of size $m\times n$ efficiently such that $A\approx QLP$, where $L$ is the rank-$k$…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
We compute the closest convex piecewise linear-quadratic (PLQ) function with minimal number of pieces to a given univariate piecewise linear-quadratic function. The Euclidean norm is used to measure the distance between functions. First, we…
We develop a polynomial time $\Omega\left ( \frac 1R \log R \right)$ approximate algorithm for Max 2CSP-$R$, the problem where we are given a collection of constraints, each involving two variables, where each variable ranges over a set of…
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…
Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p_i$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov distance…
We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…
We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…
We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…
A method of random search based on Kolmogorov complexity is proposed and applied to two search problems in group theory. The method is provably effective but not practical, so the applications involve heuristic approximations. Perhaps…
Drawing on various notions from theoretical computer science, we present a novel numerical approach, motivated by the notion of algorithmic probability, to the problem of approximating the Kolmogorov-Chaitin complexity of short strings. The…
Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…
This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…
Is it possible to find a shortest description for a binary string? The well-known answer is "no, Kolmogorov complexity is not computable." Faced with this barrier, one might instead seek a short list of candidates which includes a laconic…
We present fast algorithms for approximate shortest paths in the massively parallel computation (MPC) model. We provide randomized algorithms that take $poly(\log{\log{n}})$ rounds in the near-linear memory MPC model. Our results are for…
Coflow is a prominent network abstraction for modeling communication patterns in data centers. Since coflow scheduling in large-scale data centers is $\mathcal{NP}$-hard, this paper investigates this problem within heterogeneous parallel…
A quadratic approximation manifold is presented for performing nonlinear, projection-based, model order reduction (PMOR). It constitutes a departure from the traditional affine subspace approximation that is aimed at mitigating the…
This paper focus on the convergence of stochastic approximation with Nesterov momentum. Nesterov acceleration has proven effective in machine learning for its ability to reduce computational complexity. The issue of delayed information in…
The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k + 1) N entry evaluations and O(k^2 N) additional arithmetic…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…