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We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger

Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve…

Methodology · Statistics 2011-07-28 Cyrille Dubarry , Randal Douc

In this article, we consider the Euclidean dispersion problems. Let $P=\{p_{1}, p_{2}, \ldots, p_{n}\}$ be a set of $n$ points in $\mathbb{R}^2$. For each point $p \in P$ and $S \subseteq P$, we define $cost_{\gamma}(p,S)$ as the sum of…

Computational Geometry · Computer Science 2021-05-20 Pawan K. Mishra , Gautam K. Das

In the k-nearest neighbor algorithm (k-NN), the determination of classes for test instances is usually performed via a majority vote system, which may ignore the similarities among data. In this research, the researcher proposes an approach…

Machine Learning · Computer Science 2019-06-13 Jasper Kyle Catapang

We consider the optimization problem of a multi-resource, multi-unit VCG auction that produces an optimal, i.e., non-approximated, social welfare. We present an algorithm that solves this optimization problem with pseudo-polynomial…

Computer Science and Game Theory · Computer Science 2019-05-23 Liran Funaro , Orna Agmon Ben-Yehuda , Assaf Schuster

In this work we investigate the min-max-min robust optimization problem and the k-adaptability robust optimization problem for binary problems with uncertain costs. The idea of the first approach is to calculate a set of k feasible…

Optimization and Control · Mathematics 2023-08-16 Jannis Kurtz

Nystr\"om approximation is a fast randomized method that rapidly solves kernel ridge regression (KRR) problems through sub-sampling the n-by-n empirical kernel matrix appearing in the objective function. However, the performance of such a…

Machine Learning · Statistics 2021-03-10 Yifan Chen , Yun Yang

The $k$-cut problem asks, given a connected graph $G$ and a positive integer $k$, to find a minimum-weight set of edges whose removal splits $G$ into $k$ connected components. We give the first polynomial-time algorithm with approximation…

Data Structures and Algorithms · Computer Science 2018-11-12 MohammadHossein Bateni , Alireza Farhadi , MohammadTaghi Hajiaghayi

Given a set $P$ of $n$ points in $\mathbf{R}^d$, and a positive integer $k \leq n$, the $k$-dispersion problem is that of selecting $k$ of the given points so that the minimum inter-point distance among them is maximized (under Euclidean…

Computational Geometry · Computer Science 2025-11-04 Ke Chen , Adrian Dumitrescu

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Optimization and Control · Mathematics 2020-10-06 Adel Aghajan , Behrouz Touri

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…

Statistics Theory · Mathematics 2013-02-11 Jerrad Hampton , Manuel E. Lladser

This paper presents a practical global optimization algorithm for the K-center clustering problem, which aims to select K samples as the cluster centers to minimize the maximum within-cluster distance. This algorithm is based on a…

Optimization and Control · Mathematics 2026-03-04 Jiayang Ren , Ningning You , Kaixun Hua , Chaojie Ji , Yankai Cao

Estimating similarity between vertices is a fundamental issue in network analysis across various domains, such as social networks and biological networks. Methods based on common neighbors and structural contexts have received much…

Social and Information Networks · Computer Science 2015-04-14 Jing Zhang , Jie Tang , Cong Ma , Hanghang Tong , Yu Jing , Juanzi Li

In data summarization we want to choose $k$ prototypes in order to summarize a data set. We study a setting where the data set comprises several demographic groups and we are restricted to choose $k_i$ prototypes belonging to group $i$. A…

Machine Learning · Statistics 2019-05-14 Matthäus Kleindessner , Pranjal Awasthi , Jamie Morgenstern

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

This paper addresses the problem of finding a B-term wavelet representation of a given discrete function $f \in \real^n$ whose distance from f is minimized. The problem is well understood when we seek to minimize the Euclidean distance…

Data Structures and Algorithms · Computer Science 2007-07-23 Sudipto Guha , Boulos Harb

The Nystrom method has been popular for generating the low-rank approximation of kernel matrices that arise in many machine learning problems. The approximation quality of the Nystrom method depends crucially on the number of selected…

Machine Learning · Statistics 2016-12-21 Farhad Pourkamali-Anaraki , Stephen Becker

Random unitaries are useful in quantum information and related fields, but hard to generate with limited resources. An approximate unitary $k$-design is an ensemble of unitaries with an underlying measure over which the average is close to…

Quantum Physics · Physics 2026-02-09 Nicholas LaRacuente , Felix Leditzky

In the k-arc connected subgraph problem, we are given a directed graph G and an integer k and the goal is the find a subgraph of minimum cost such that there are at least k-arc disjoint paths between any pair of vertices. We give a simple…

Data Structures and Algorithms · Computer Science 2012-05-09 Bundit Laekhanukit , Shayan Oveis Gharan , Mohit Singh

In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…

Optimization and Control · Mathematics 2019-11-19 Ching-pei Lee , Kai-Wei Chang