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Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

Orienteering is the following optimization problem: given an edge-weighted graph (directed or undirected), two nodes s,t and a time limit T, find an s-t walk of total length at most T that maximizes the number of distinct nodes visited by…

Data Structures and Algorithms · Computer Science 2007-12-03 Chandra Chekuri , Nitish Korula

This paper describes novel and fast, simple and robust algorithm with O(N) expected complexity which enables to decrease run-time needed to find an exact maximum distance of two points in E2. The proposed algorithm has been evaluated…

Computational Geometry · Computer Science 2022-08-23 Vaclav Skala

The facility location problem is an NP-hard optimization problem. Therefore, approximation algorithms are often used to solve large instances. Such algorithms often perform much better than worst-case analysis suggests. Therefore,…

Data Structures and Algorithms · Computer Science 2019-03-29 Stefan Klootwijk , Bodo Manthey

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications. In this paper, we propose a non-parametric approximation of…

Machine Learning · Computer Science 2019-10-24 Viet Anh Nguyen , Soroosh Shafieezadeh-Abadeh , Man-Chung Yue , Daniel Kuhn , Wolfram Wiesemann

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…

Statistics Theory · Mathematics 2020-01-29 Jing Lei

The Single-Source Shortest Path (SSSP) problem is well-known for the challenges in developing fast, practical, and work-efficient parallel algorithms. This work introduces a novel shortest path search method. It allows paths with different…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-25 Huashan Yu , Xiaolin Wang , Yingwei Luo

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…

Optimization and Control · Mathematics 2020-10-30 Beniamin Costandin , Marius Costandin , Petru Dobra

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

The binary Euclidean algorithm is a modification of the classical Euclidean algorithm for computation of greatest common divisors which avoids ordinary integer division in favour of division by powers of two only. The expectation of the…

Dynamical Systems · Mathematics 2014-09-03 Ian D. Morris

We show that there is a polynomial-time algorithm with approximation guarantee $\frac{3}{2}+\epsilon$ for the $s$-$t$-path TSP, for any fixed $\epsilon>0$. It is well known that Wolsey's analysis of Christofides' algorithm also works for…

Discrete Mathematics · Computer Science 2019-07-24 Vera Traub , Jens Vygen

Le Cam's two-point testing method yields perhaps the simplest lower bound for estimating the mean of a distribution: roughly, if it is impossible to well-distinguish a distribution centered at $\mu$ from the same distribution centered at…

Statistics Theory · Mathematics 2026-01-06 Spencer Compton , Gregory Valiant

We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend…

Computational Complexity · Computer Science 2016-10-26 Gábor Braun , Samuel Fiorini , Sebastian Pokutta

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

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Methodology · Statistics 2020-04-10 Zhiyuan Lu , Moulinath Banerjee , George Michailidis

Local search is a widely-employed strategy for finding good solutions to Traveling Salesman Problem. We analyze the problem of determining whether the weight of a given cycle can be decreased by a popular $k$-opt move. Earlier work has…

Data Structures and Algorithms · Computer Science 2019-09-04 Édouard Bonnet , Yoichi Iwata , Bart M. P. Jansen , Łukasz Kowalik