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We propose a bootstrap-based calibrated projection procedure to build confidence intervals for single components and for smooth functions of a partially identified parameter vector in moment (in)equality models. The method controls…

Statistics Theory · Mathematics 2024-07-03 Hiroaki Kaido , Francesca Molinari , Jörg Stoye

We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $x_v \in \mathbb{R}^d$, and must cooperate to estimate the mean of their inputs $\mu = \frac 1n\sum_{v = 1}^n…

Machine Learning · Computer Science 2021-04-08 Peter Davies , Vijaykrishna Gurunathan , Niusha Moshrefi , Saleh Ashkboos , Dan Alistarh

Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue integrals of regression functions with multivariate regressors occur in various areas of applications, including estimating average treatment…

Statistics Theory · Mathematics 2025-02-17 Hajo Holzmann , Alexander Meister

We develop a constructive piecewise polynomial approximation theory in weighted Sobolev spaces with Muckenhoupt weights for any polynomial degree. The main ingredients to derive optimal error estimates for an averaged Taylor polynomial are…

Numerical Analysis · Mathematics 2014-11-27 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

This paper focuses on vector-valued composite functionals, which may be nonlinear in probability. Our primary goal is to establish central limit theorems for these functionals when mixed estimators are employed. Our study is relevant to the…

Statistics Theory · Mathematics 2025-01-09 Huihui Chen , Darinka Dentcheva , Yang Lin , Gregory J. Stock

The hard core model in statistical physics is a probability distribution on independent sets in a graph in which the weight of any independent set I is proportional to lambda^(|I|), where lambda > 0 is the vertex activity. We show that…

Discrete Mathematics · Computer Science 2016-11-17 Alistair Sinclair , Piyush Srivastava , Yitong Yin

Density functional theory is routinely applied to predict crystal structures. The most common exchange-correlation functionals used to this end are the Perdew-Burke-Ernzerhof (PBE) approximation and its variant PBEsol. We investigate the…

Materials Science · Physics 2022-05-18 Robert Hussein , Jonathan Schmidt , Tomás Barros , Miguel A. L. Marques , Silvana Botti

A non-perturbative algebraic theory of lattice Boltzmann method is developed based on a symmetry of a product. It involves three steps: (i) Derivation of admissible lattices in one spatial dimension through a matching condition which…

Statistical Mechanics · Physics 2015-05-14 Ilya Karlin , Shyam Chikatamarla , Pietro Asinari

Traditional methods for unsupervised learning of finite mixture models require to evaluate the likelihood of all components of the mixture. This becomes computationally prohibitive when the number of components is large, as it is, for…

Machine Learning · Computer Science 2021-10-12 Milan Papež , Tomáš Pevný , Václav Šmídl

In this paper, we develop and test a fast numerical algorithm, called MDI-LR, for efficient implementation of quasi-Monte Carlo lattice rules for computing $d$-dimensional integrals of a given function. It is based on the idea of converting…

Numerical Analysis · Mathematics 2024-04-16 Huicong Zhong , Xiaobing Feng

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

This paper studies function approximation in Gaussian Sobolev spaces over the real line and measures the error in a Gaussian-weighted $L^p$-norm. We construct two linear approximation algorithms using $n$ function evaluations that achieve…

Numerical Analysis · Mathematics 2026-03-20 Yuya Suzuki , Toni Karvonen

Consider an optimization problem with $n$ binary variables and $d+1$ linear objective functions. Each valid solution $x \in \{0,1\}^n$ gives rise to an objective vector in $\R^{d+1}$, and one often wants to enumerate the Pareto optima among…

Data Structures and Algorithms · Computer Science 2010-11-11 Ankur Moitra , Ryan O'Donnell

This paper introduces a new local plastic correction algorithm that is aimed at accelerating elasto-plastic finite element (FE) simulations for structural problems exhibiting localised plasticity (around e.g. notches, geometrical defects).…

Computational Engineering, Finance, and Science · Computer Science 2024-09-26 Abhishek Palchoudhary , Simone Peter , Vincent Maurel , Cristian Ovalle , Pierre Kerfriden

An existence result is presented for the worst-case error of lattice rules for high dimensional integration over the unit cube, in an unanchored weighted space of functions with square-integrable mixed first derivatives. Existing studies…

Numerical Analysis · Mathematics 2018-11-15 Yoshihito Kazashi , Frances Y. Kuo , Ian H. Sloan

We combine a periodization strategy for weighted $L_{2}$-integrands with efficient approximation methods in order to approximate multivariate non-periodic functions on the high-dimensional cube $\left[-\frac{1}{2},\frac{1}{2}\right]^{d}$.…

Numerical Analysis · Mathematics 2021-01-22 Robert Nasdala , Daniel Potts

Learning rates for least-squares regression are typically expressed in terms of $L_2$-norms. In this paper we extend these rates to norms stronger than the $L_2$-norm without requiring the regression function to be contained in the…

Machine Learning · Statistics 2020-10-27 Simon Fischer , Ingo Steinwart

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

The Closest Vector Problem (CVP) is a computational problem in lattices that is central to modern cryptography. The study of its fine-grained complexity has gained momentum in the last few years, partly due to the upcoming deployment of…

Data Structures and Algorithms · Computer Science 2025-01-08 Amir Abboud , Rajendra Kumar

Most existing word embedding methods can be categorized into Neural Embedding Models and Matrix Factorization (MF)-based methods. However some models are opaque to probabilistic interpretation, and MF-based methods, typically solved using…

Computation and Language · Computer Science 2015-08-18 Shaohua Li , Jun Zhu , Chunyan Miao
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