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We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

Probability · Mathematics 2019-04-09 Krzysztof Bisewski , Daan Crommelin , Michel Mandjes

We present new distributed algorithms for constructing a Steiner Forest in the CONGEST model. Our deterministic algorithm finds, for any given constant $\epsilon>0$, a $(2+\epsilon)$-approximation in $\tilde{O}(sk+\sqrt{\min(st,n)})$…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-09 Christoph Lenzen , Boaz Patt-Shamir

In this paper, we investigate the induced subgraphs of percolated random geometric graphs, and get some asymptotic results for the expected number of the subgraphs. Moreover, we get the Poisson approximation for the counting by Stein's…

Probability · Mathematics 2018-03-08 Anshui Li

This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of…

Optimization and Control · Mathematics 2013-12-13 James Murphy

Stein operators allow to characterise probability distributions via differential operators. Based on these characterisations, we develop a new method of point estimation for marginal parameters of strictly stationary and ergodic processes,…

Statistics Theory · Mathematics 2024-12-05 Bruno Ebner , Adrian Fischer , Robert E. Gaunt , Babette Picker , Yvik Swan

The Steiner tree problem aims to determine a minimum edge-weighted tree that spans a given set of terminal vertices from a given graph. In the past decade, a considerable number of algorithms have been developed to solve this…

Data Structures and Algorithms · Computer Science 2024-08-23 Ming Sun , Xinyu Wu , Yi Zhou , Jin-Kao Hao , Zhang-Hua Fu

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

We introduce random spatial forests, a method of bagging regression trees allowing for spatial correlation. Our main contribution is the development of a computationally efficient tree building algorithm which selects each split of the tree…

Methodology · Statistics 2020-07-24 Travis Hee Wai , Michael T. Young , Adam A. Szpiro

In this paper we combine the k-means and/or k-means type algorithms with a hill climbing algorithm in stages to solve the joint stratification and sample allocation problem. This is a combinatorial optimisation problem in which we search…

Machine Learning · Statistics 2021-08-19 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

The \emph{Steiner tree} problem is one of the fundamental and classical problems in combinatorial optimization. In this paper, we study this problem in the $\mathcal{CONGESTED}$ $\mathcal{CLIQUE}$ model of distributed computing and present…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-31 Parikshit Saikia , Sushanta Karmakar

Graph sampling is a technique to pick a subset of vertices and/ or edges from original graph. Among various graph sampling approaches, Traversal Based Sampling (TBS) are widely used due to low cost and feasibility for many cases, in which…

Social and Information Networks · Computer Science 2022-09-28 Xiao Qi

The optimizations of the track fittings require complex simulations of silicon strip detectors to be compliant with the fundamental properties of the hit heteroscedasticity. Many different generations of random numbers must be available…

Instrumentation and Detectors · Physics 2023-09-06 Gregorio Landi , Giovanni E. Landi

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Numerical Analysis · Mathematics 2020-03-20 Maolin Che , Yimin Wei , Hong Yan

Generating graphs that preserve characteristic structures while promoting sample diversity can be challenging, especially when the number of graph observations is small. Here, we tackle the problem of graph generation from only one observed…

Machine Learning · Statistics 2024-04-08 Gesine Reinert , Wenkai Xu

We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…

Probability · Mathematics 2024-12-11 Fraser Daly , Claude Lefèvre

We prove several structural properties of Steiner triple systems (STS) of order 3w+3 that include one or more transversal subdesigns TD(3,w). Using an exhaustive search, we find that there are 2004720 isomorphism classes of STS(21)…

Combinatorics · Mathematics 2020-06-23 Yue Guan , Minjia Shi , Denis S. Krotov

Time-fluctuating signals are ubiquitous and diverse in many physical, chemical, and biological systems, among which random telegraph signals (RTSs) refer to a series of instantaneous switching events between two discrete levels from…

Applied Physics · Physics 2022-06-02 Marcel Robitaille , HeeBong Yang , Lu Wang , Na Young Kim

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

Spatial Transformer Networks (STNs) estimate image transformations that can improve downstream tasks by `zooming in' on relevant regions in an image. However, STNs are hard to train and sensitive to mis-predictions of transformations. To…

Machine Learning · Computer Science 2022-06-16 Pola Schwöbel , Frederik Warburg , Martin Jørgensen , Kristoffer H. Madsen , Søren Hauberg