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The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin

Calibration refers to the statistical estimation of unknown model parameters in computer experiments, such that computer experiments can match underlying physical systems. This work develops a new calibration method for imperfect computer…

Statistics Theory · Mathematics 2025-03-24 Qingwen Zhang , Wenjia Wang

Two contrasting algorithmic paradigms for constraint satisfaction problems are successive local explorations of neighboring configurations versus producing new configurations using global information about the problem (e.g. approximating…

Quantum Physics · Physics 2022-12-09 S. Andrew Lanham

In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…

Optimization and Control · Mathematics 2015-05-14 Andrei Patrascu , Ion Necoara , Quoc Tran-Dinh

In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…

Artificial Intelligence · Computer Science 2012-12-12 David Ephraim Larkin

The era of huge data necessitates highly efficient machine learning algorithms. Many common machine learning algorithms, however, rely on computationally intensive subroutines that are prohibitively expensive on large datasets. Oftentimes,…

Machine Learning · Computer Science 2023-09-26 Mo Tiwari

This paper discusses how two classes of approximate computation algorithms can be adapted, in a modular fashion, to achieve exact statistical inference from differentially private data products. Considered are approximate Bayesian…

Computation · Statistics 2022-09-28 Ruobin Gong

Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

Approximate integer programming is the following: For a convex body $K \subseteq \mathbb{R}^n$, either determine whether $K \cap \mathbb{Z}^n$ is empty, or find an integer point in the convex body scaled by $2$ from its center of gravity…

Optimization and Control · Mathematics 2024-04-10 Daniel Dadush , Friedrich Eisenbrand , Thomas Rothvoss

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

While concepts and tools from Theoretical Computer Science are regularly applied to, and significantly support, software development for discrete problems, Numerical Engineering largely employs recipes and methods whose correctness and…

Computational Complexity · Computer Science 2018-01-23 Akitoshi Kawamura , Martin Ziegler

This paper introduces a special family of randomized algorithms for Max DICUT that we call oblivious algorithms. Let the bias of a vertex be the ratio between the total weight of its outgoing edges and the total weight of all its edges. An…

Data Structures and Algorithms · Computer Science 2010-10-05 Uriel Feige , Shlomo Jozeph

Gradient-based algorithms are one of the methods of choice for the optimisation of Markov Decision Processes. In this article we will present a novel approximate Newton algorithm for the optimisation of such models. The algorithm has…

Optimization and Control · Mathematics 2015-08-05 Thomas Furmston , David Barber

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

Statistics Theory · Mathematics 2011-03-29 Thomas A. Dean , Sumeetpal S. Singh , Ajay Jasra , Gareth W. Peters

Ensuring artificial intelligence behaves in such a way that is aligned with human values is commonly referred to as the alignment challenge. Prior work has shown that rational agents, behaving in such a way that maximizes a utility…

Artificial Intelligence · Computer Science 2024-02-16 Paulo Garcia

The discovery of causal relationships is a foundational problem in artificial intelligence, statistics, epidemiology, economics, and beyond. While elegant theories exist for accurate causal discovery given infinite data, real-world…

Machine Learning · Statistics 2025-07-28 Mian Wei , Somesh Jha , David Page

Algorithms typically come with tunable parameters that have a considerable impact on the computational resources they consume. Too often, practitioners must hand-tune the parameters, a tedious and error-prone task. A recent line of research…

Machine Learning · Computer Science 2020-11-24 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

We present and evaluate new techniques for designing algorithm portfolios. In our view, the problem has both a scheduling aspect and a machine learning aspect. Prior work has largely addressed one of the two aspects in isolation. Building…

Artificial Intelligence · Computer Science 2012-06-18 Matthew Streeter , Stephen F. Smith
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