Related papers: A Calculus for Amortized Expected Runtimes
We provide faster randomized algorithms for computing an $\epsilon$-optimal policy in a discounted Markov decision process with $A_{\text{tot}}$-state-action pairs, bounded rewards, and discount factor $\gamma$. We provide an…
We study dynamic algorithms in the model of algorithms with predictions. We assume the algorithm is given imperfect predictions regarding future updates, and we ask how such predictions can be used to improve the running time. This can be…
This paper develops a new technique for proving amortized, randomized cell-probe lower bounds on dynamic data structure problems. We introduce a new randomized nondeterministic four-party communication model that enables "accelerated",…
We present Tachis, a higher-order separation logic to reason about the expected cost of probabilistic programs. Inspired by the uses of time credits for reasoning about the running time of deterministic programs, we introduce a novel notion…
We study a \emph{financial} version of the classic online problem of scheduling weighted packets with deadlines. The main novelty is that, while previous works assume packets have \emph{fixed} weights throughout their lifetime, this work…
The quantum stochastic drift protocol, also known as qDRIFT, has become a popular algorithm for implementing time-evolution of quantum systems using randomised compiling. In this work we develop qFLO, a higher order randomised algorithm for…
We consider the problem of inferring latent stochastic differential equations (SDEs) with a time and memory cost that scales independently with the amount of data, the total length of the time series, and the stiffness of the approximate…
We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…
Catalytic computing concerns space bounded computation which starts with memory full of data that have to be restored by the end of the computation. Lossy catalytic computing, defined by Gupta et al. (2024) and fully characterized by…
Naive approaches to amortized inference in probabilistic programs with unbounded loops can produce estimators with infinite variance. This is particularly true of importance sampling inference in programs that explicitly include rejection…
We present an extension of Vapnik's classical empirical risk minimizer (ERM) where the empirical risk is replaced by a median-of-means (MOM) estimator, the new estimators are called MOM minimizers. While ERM is sensitive to corruption of…
We propose a randomized a posteriori error estimator for reduced order approximations of parametrized (partial) differential equations. The error estimator has several important properties: the effectivity is close to unity with prescribed…
In this paper, we present the first fully-automated expected amortised cost analysis of self-adjusting data structures, that is, of randomised splay trees, randomised splay heaps and randomised meldable heaps, which so far have only (semi-)…
Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…
The abortable mutual exclusion problem was introduced by Scott and Scherer to meet a need that arises in database and real time systems, where processes sometimes have to abandon their attempt to acquire a mutual exclusion lock to initiate…
We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…
We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…
It is becoming increasingly apparent that probabilistic approaches can overcome conservatism and computational complexity of the classical worst-case deterministic framework and may lead to designs that are actually safer. In this paper we…
Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…
In this paper, we introduce a new form of amortized variational inference by using the forward KL divergence in a joint-contrastive variational loss. The resulting forward amortized variational inference is a likelihood-free method as its…