English
Related papers

Related papers: Using stochastic order to compare different Euclid…

200 papers

We discuss the application of random projections to the fundamental problem of deciding whether a given point in a Euclidean space belongs to a given set. We show that, under a number of different assumptions, the feasibility and…

Optimization and Control · Mathematics 2015-11-19 Ky Vu , Pierre-Louis Poirion , Leo Liberti

We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on…

Optimization and Control · Mathematics 2025-11-24 Sabrina Bonandin , Michael Herty

Let $G$ be a complete edge-weighted graph on $n$ vertices. To each subset of vertices of $G$ assign the cost of the minimum spanning tree of the subset as its weight. Suppose that $n$ is a multiple of some fixed positive integer $k$. The…

Given a weighted, ordered query set $Q$ and a partition of $Q$ into classes, we study the problem of computing a minimum-cost decision tree that, given any query $q$ in $Q$, uses equality tests and less-than comparisons to determine the…

Data Structures and Algorithms · Computer Science 2025-01-28 Marek Chrobak , Neal E. Young

We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant.…

Probability · Mathematics 2024-01-22 Emanuele Caglioti , Francesca Pieroni

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…

Probability · Mathematics 2009-12-09 Fraser Daly , Claude Lefèvre , Sergey Utev

In this paper, we discuss a stochastic decision problem of optimally selecting the order in which to try $n$ opportunities that may yield an uncertain reward in the future. The motivation came out from pure curiosity, after an informal…

Computer Science and Game Theory · Computer Science 2016-09-27 Giuseppe C. Calafiore

The problem is considered of arranging symbols around a cycle, in such a way that distances between different instances of a same symbol be as uniformly distributed as possible. A sequence of moments is defined for cycles, similarly to the…

Data Structures and Algorithms · Computer Science 2018-04-05 Luca Ghezzi , Roberto Baldacci

This work examines the expected computational cost to determine an approximate global minimum of a class of cost functions characterized by the variance of coefficients. The cost function takes $N$-dimensional binary states as arguments and…

Computational Complexity · Computer Science 2019-05-27 Takuya Isomura

We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

Probability · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

This study provides new results about the probabilistic behaviour of a class of Euclidean algorithms: the asymptotic distribution of a whole class of cost-parameters associated to these algorithms is normal. For the cost corresponding to…

Data Structures and Algorithms · Computer Science 2007-05-23 Viviane Baladi , Brigitte Vallee

This work concerns an alignment problem that has applications in many geospatial problems such as resource allocation and building reliable disease maps. Here, we introduce the problem of optimally aligning $k$ collections of $m$ spatial…

Data Structures and Algorithms · Computer Science 2024-11-14 Emma L. McDaniel , Armin R. Mikler , Chetan Tiwari , Murray Patterson

In this paper, we present approximation algorithms for combinatorial optimization problems under probabilistic constraints. Specifically, we focus on stochastic variants of two important combinatorial optimization problems: the k-center…

Data Structures and Algorithms · Computer Science 2008-09-03 Shipra Agrawal , Amin Saberi , Yinyu Ye

The Euclidean Steiner tree problem, normally posed in two dimensions, seeks to connect a set of prescribed terminal nodes by placing additional nodes, known as Steiner points, with edges connecting such nodes either to another Steiner point…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Manou Rosenberg , Mengbin Ye , Brian D. O. Anderson

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

Algorithmic efficiency is essential to reducing energy and time usage for computational problems. Optimizing efficiency is important for tasks involving multiple resources, for example in stochastic calculations where the size of the random…

Computational Physics · Physics 2025-07-09 Run Yan Teh , Manushan Thenabadu , Peter D Drummond

Stochastic comparisons of series and parallel systems are important in many areas of engineering, operations research and reliability analysis. These comparisons allow for the evaluation of the performance and reliability of systems under…

Statistics Theory · Mathematics 2025-06-09 CM Revathi , Rajesh Moharana , Raju Bhakta

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

Probability · Mathematics 2017-08-01 Davide Gabrielli , Ida Germana Minelli

A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…

Risk Management · Quantitative Finance 2010-10-26 Georg Mainik , Ludger Rüschendorf