Related papers: Random Leja points
The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…
Coresets are compact representations of data sets such that models trained on a coreset are provably competitive with models trained on the full data set. As such, they have been successfully used to scale up clustering models to massive…
Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples…
In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…
The paper is devoted to studying the stability of random sampling in a localized reproducing kernel space. We show that if the sampling set on $\Omega$ (compact) discretizes the integral norm of simple functions up to a given error, then…
An advantageous feature of piecewise constant policy timestepping for Hamilton-Jacobi-Bellman (HJB) equations is that different linear approximation schemes, and indeed different meshes, can be used for the resulting linear equations for…
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…
Compact optimization algorithms are a class of Estimation of Distribution Algorithms (EDAs) characterized by extremely limited memory requirements (hence they are called "compact"). As all EDAs, compact algorithms build and update a…
Low discrepancy point sets have been widely used as a tool to approximate continuous objects by discrete ones in numerical processes, for example in numerical integration. Following a century of research on the topic, it is still unclear…
Let $G$ be a commutative algebraic group embedded in projective space and $\Gamma$ a finitely generated subgroup of $G$. From these data we construct a chain of algebraic subgroups of $G$ which is intimately related to obstructions to…
We introduce and analyse a new, extremely simple, randomised sorting algorithm: - choose a pair of indices $\{i, j\}$ according to some distribution $q$; - sort the elements in positions $i$ and $j$ of the array in ascending order. Choosing…
In this article, we study bivariate polynomial interpolation on the node points of degenerate Lissajous figures. These node points form Chebyshev lattices of rank $1$ and are generalizations of the well-known Padua points. We show that…
In this paper we present a tractable approach for regularizing randomly placed points, by splitting them into two subsets: the first is generated by means of the Mat\'ern hard-core point process, while the remaining points constitute the…
The probability Jaccard similarity was recently proposed as a natural generalization of the Jaccard similarity to measure the proximity of sets whose elements are associated with relative frequencies or probabilities. In combination with a…
In this paper, we investigate the problem of designing compact support interpolation kernels for a given class of signals. By using calculus of variations, we simplify the optimization problem from an infinite nonlinear problem to a finite…
Recently, the influence of potentially present symmetries has begun to be studied in complex networks. A typical way of studying symmetries is via the automorphism group of the corresponding graph. Since complex networks are often subject…
In this paper we present a new algorithm for multivariate interpolation of scattered data sets lying in convex domains $\Omega \subseteq \RR^N$, for any $N \geq 2$. To organize the points in a multidimensional space, we build a $kd$-tree…
Support points summarize a large dataset through a smaller set of representative points that can be used for data operations, such as Monte Carlo integration, without requiring access to the full dataset. In this sense, support points offer…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…