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We investigate the stability of a Sequential Monte Carlo (SMC) method applied to the problem of sampling from a target distribution on $\mathbb{R}^d$ for large $d$. It is well known that using a single importance sampling step one produces…

Computation · Statistics 2012-04-19 Alexandros Beskos , Dan Crisan , Ajay Jasra

We consider the task of fitting low-dimensional embeddings to high-dimensional data. In particular, we study the $k$-Euclidean Metric Violation problem ($\textsf{$k$-EMV}$), where the input is $D \in \mathbb{R}^{\binom{n}{2}}_{\geq 0}$ and…

Data Structures and Algorithms · Computer Science 2025-09-12 Prashanti Anderson , Ainesh Bakshi , Samuel B. Hopkins

Given a metric space $(X,d_X)$, the earth mover distance between two distributions over $X$ is defined as the minimum cost of a bipartite matching between the two distributions. The doubling dimension of a metric $(X, d_X)$ is the smallest…

Data Structures and Algorithms · Computer Science 2010-02-23 Shi Li

Given point sets $A$ and $B$ in $\mathbb{R}^d$ where $A$ and $B$ have equal size $n$ for some constant dimension $d$ and a parameter $\varepsilon>0$, we present the first deterministic algorithm that computes, in $n\cdot(\varepsilon^{-1}…

Data Structures and Algorithms · Computer Science 2022-04-11 Pankaj K. Agarwal , Hsien-Chih Chang , Sharath Raghvendra , Allen Xiao

Consider the length $L_{MM}^E$ of the minimum matching of N points in d-dimensional Euclidean space. Using numerical simulations and the finite size scaling law $< L_{MM}^E > = \beta_{MM}^E(d) N^{1-1/d}(1+A/N+... )$, we obtain precise…

Disordered Systems and Neural Networks · Physics 2009-10-30 Jacques Boutet de Monvel , Olivier C. Martin

We consider the numbers of positive and negative eigenvalues of matrices of squared distances between randomly sampled i.i.d. points in a given metric measure space. These numbers and their limits, as the number of points grows, in fact…

Metric Geometry · Mathematics 2025-08-12 Alexey Kroshnin , Tianyu Ma , Eugene Stepanov

We devise a new embedding technique, which we call measured descent, based on decomposing a metric space locally, at varying speeds, according to the density of some probability measure. This provides a refined and unified framework for the…

Data Structures and Algorithms · Computer Science 2007-05-23 Robert Krauthgamer , James R. Lee , Manor Mendel , Assaf Naor

We study the problem of representing all distances between $n$ points in $\mathbb R^d$, with arbitrarily small distortion, using as few bits as possible. We give asymptotically tight bounds for this problem, for Euclidean metrics, for…

Computational Geometry · Computer Science 2021-10-08 Piotr Indyk , Tal Wagner

In the maximum independent set of convex polygons problem, we are given a set of $n$ convex polygons in the plane with the objective of selecting a maximum cardinality subset of non-overlapping polygons. Here we study a special case of the…

Computational Geometry · Computer Science 2024-02-13 Fabrizio Grandoni , Edin Husić , Mathieu Mari , Antoine Tinguely

We present a new approach to approximate nearest-neighbor queries in fixed dimension under a variety of non-Euclidean distances. We are given a set $S$ of $n$ points in $\mathbb{R}^d$, an approximation parameter $\varepsilon > 0$, and a…

Computational Geometry · Computer Science 2023-06-28 Ahmed Abdelkader , Sunil Arya , Guilherme D. da Fonseca , David M. Mount

There are two ways of speeding up MCMC algorithms: (1) construct more complex samplers that use gradient and higher order information about the target and (2) design a control variate to reduce the asymptotic variance. While the efficiency…

Probability · Mathematics 2019-06-19 Aleksandar Mijatović , Jure Vogrinc

Deep distance metric learning (DDML), which is proposed to learn image similarity metrics in an end-to-end manner based on the convolution neural network, has achieved encouraging results in many computer vision tasks.$L2$-normalization in…

Computer Vision and Pattern Recognition · Computer Science 2018-03-29 Xuefei Zhe , Shifeng Chen , Hong Yan

We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…

Machine Learning · Statistics 2025-03-11 Gilles Blanchard , Jean-Baptiste Fermanian , Hannah Marienwald

The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $\pi, \sigma$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the…

Computational Geometry · Computer Science 2022-03-17 Karl Bringmann , Sándor Kisfaludi-Bak , Marvin Künnemann , Dániel Marx , André Nusser

We introduce a minor variant of the approximate D-optimal design of experiments with a more general information matrix that takes into account the representation of the design space S. The main motivation (and result) is that if S in R^d is…

Optimization and Control · Mathematics 2025-05-15 Didier Henrion , Jean Bernard Lasserre

In this paper, we consider the following query problem: given two weighted point sets $A$ and $B$ in the Euclidean space $\mathbb{R}^d$, we want to quickly determine that whether their earth mover's distance (EMD) is larger or smaller than…

Computational Geometry · Computer Science 2020-06-16 Hu Ding , Tan Chen , Fan Yang , Mingyue Wang

We study the $L_1$-approximation of $d$-variate monotone functions based on information from $n$ function evaluations. It is known that this problem suffers from the curse of dimensionality in the deterministic setting, that is, the number…

Numerical Analysis · Mathematics 2018-03-02 Robert J. Kunsch

Approximate K Nearest Neighbor (AKNN) search in high-dimensional spaces is a critical yet challenging problem. In AKNN search, distance computation is the core task that dominates the runtime. Existing approaches typically use approximate…

Databases · Computer Science 2025-01-20 Mingyu Yang , Wentao Li , Jiabao Jin , Xiaoyao Zhong , Xiangyu Wang , Zhitao Shen , Wei Jia , Wei Wang

In quantum estimation for a $d$-parameter family of density operators on a finite-dimensional Hilbert space $\mathcal{H}$, an estimator is specified by a pair $\left(M,\hat{\theta}\right)$, where $M$ is a POVM with a finite outcome set…

Quantum Physics · Physics 2026-04-24 Koichi Yamagata

Estimating a $d$-dimensional distribution $\mu$ by the empirical measure $\hat{\mu}_n$ of its samples is an important task in probability theory, statistics and machine learning. It is well known that $\mathbb{E}[\mathcal{W}_p(\hat{\mu}_n,…

Probability · Mathematics 2026-03-24 Martin Larsson , Jonghwa Park , Johannes Wiesel