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Dynamic discrete choice models are widely employed to answer substantive and policy questions in settings where individuals' current choices have future implications. However, estimation of these models is often computationally intensive…

Methodology · Statistics 2025-04-11 Ebrahim Barzegary , Hema Yoganarasimhan

In classic distributed graph problems, each instance on a graph specifies a space of feasible solutions (e.g. all proper ($\Delta+1$)-list-colorings of the graph), and the task of distributed algorithm is to construct a feasible solution…

Data Structures and Algorithms · Computer Science 2018-02-20 Weiming Feng , Yitong Yin

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

We present an algorithm for computing a holonomic system for a definite integral of a holonomic function over a domain defined by polynomial inequalities. If the integrand satisfies a holonomic difference-differential system including…

Symbolic Computation · Computer Science 2016-04-05 Toshinori Oaku

We demonstrate a quasipolynomial-time deterministic approximation algorithm for the partition function of a Gibbs point process interacting via a finite-range stable potential. This result holds for all activities $\lambda$ for which the…

Data Structures and Algorithms · Computer Science 2023-05-24 Matthew Jenssen , Marcus Michelen , Mohan Ravichandran

In this paper, we propose a numerical method of computing an integral whose integrand is a slowly decaying oscillatory function. In the proposed method, we consider a complex analytic function in the upper-half complex plane, which is…

Numerical Analysis · Mathematics 2019-09-12 Hidenori Ogata

Balanced hypergraph partitioning is a classical NP-hard optimization problem with applications in various domains such as VLSI design, simulating quantum circuits, optimizing data placement in distributed databases or minimizing…

Data Structures and Algorithms · Computer Science 2021-12-24 Lars Gottesbüren , Michael Hamann

We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Paul N. Beuchat , Joseph Warrington , John Lygeros

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

Motivated by a connection with the factorization of multivariate polynomials, we study integral convex polytopes and their integral decompositions in the sense of the Minkowski sum. We first show that deciding decomposability of integral…

Combinatorics · Mathematics 2007-05-23 S. Gao , A. G. B. Lauder

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…

Data Structures and Algorithms · Computer Science 2013-09-25 Vincent Blondel , Kyomin Jung , Pushmeet Kohli , Devavrat Shah

Accurate approximation of a real-valued function depends on two aspects of the available data: the density of inputs within the domain of interest and the variation of the outputs over that domain. There are few methods for assessing…

Numerical Analysis · Mathematics 2024-11-11 Andrew Gillette , Eugene Kur

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

We consider the problem of deterministically factoring a univariate polynomial over a finite field under the assumption of the Extended Riemann Hypothesis (ERH). This work builds upon the line of approach first explored by Gao in $2001$.…

Discrete Mathematics · Computer Science 2015-12-16 Aurko Roy

An original approach to solving rather difficult probabilistic problems arising in studying the readout of random discrete fields and having no exact analytical solutions at the moment is proposed. Several algorithms for direct, iterative,…

Other Computer Science · Computer Science 2014-12-04 Aleksander Reznik , Vitaly Efimov , Aleksander Soloview , Andrey Torgov

Dynamic programming (DP) is an algorithmic design paradigm for the efficient, exact solution of otherwise intractable, combinatorial problems. However, DP algorithm design is often presented in an ad-hoc manner. It is sometimes difficult to…

Data Structures and Algorithms · Computer Science 2024-05-17 Max A. Little , Xi He , Ugur Kayas

This paper presents new deterministic and distributed low-diameter decomposition algorithms for weighted graphs. In particular, we show that if one can efficiently compute approximate distances in a parallel or a distributed setting, one…

Data Structures and Algorithms · Computer Science 2022-09-07 Václav Rozhoň , Michael Elkin , Christoph Grunau , Bernhard Haeupler

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

A novel algorithm is proposed for segmenting an image into multiple levels using its mean and variance. Starting from the extreme pixel values at both ends of the histogram plot, the algorithm is applied recursively on sub-ranges computed…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Siddharth Arora , Jayadev Acharya , Amit Verma , Prasanta K. Panigrahi