Related papers: Universal $L_2$-approximation using median lattice…
We show that there are no non-trivial closed subspaces of $L_2(\mathbb{R}^n)$ that are invariant under invertible affine transformations. We apply this result to neural networks showing that any nonzero $L_2(\mathbb{R})$ function is an…
We give a short survey of recent results on sparse-grid linear algorithms of approximate recovery and integration of functions possessing a unweighted or weighted Sobolev mixed smoothness based on their sampled values at a certain finite…
We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…
We show that an isometric action of a torsion-free uniform lattice $\Gamma$ on hyperbolic space $\mathbb{H}^n$ can be metrically approximated by geometric actions of $\Gamma$ on $\mathrm{CAT}(0)$ cube complexes, provided that either $n$ is…
We give a deterministic 2^{O(n)} algorithm for computing an M-ellipsoid of a convex body, matching a known lower bound. This has several interesting consequences including improved deterministic algorithms for volume estimation of convex…
We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including…
We introduce a new approximate solution technique for first-order Markov decision processes (FOMDPs). Representing the value function linearly w.r.t. a set of first-order basis functions, we compute suitable weights by casting the…
The mean field approximation to the Ising model is a canonical variational tool that is used for analysis and inference in Ising models. We provide a simple and optimal bound for the KL error of the mean field approximation for Ising models…
A key goal in the design of probabilistic inference algorithms is identifying and exploiting properties of the distribution that make inference tractable. Lifted inference algorithms identify symmetry as a property that enables efficient…
We study approximation algorithms for variants of the \emph{median string} problem, which asks for a string that minimizes the sum of edit distances from a given set of $m$ strings of length $n$. Only the straightforward $2$-approximation…
L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused Lasso (Tibshirani and Wang 2007), which allows for the…
We investigate the proximal map for the weighted mean absolute error function. An algorithm for its efficient and vectorized evaluation is presented. As a demonstration, this algorithm is applied as part of a checkerboard algorithm to solve…
Universality, namely distributional invariance, is a well-known property for many random structures. For example, it is known to hold for a broad range of variational problems with random input. Much less is known about the algorithmic…
Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…
In this paper, we study the approximation problem for functions in the Gaussian-weighted Sobolev space $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed smoothness $\alpha \in \mathbb{N}$ with error measured in the Gaussian-weighted space…
In the $k$-median problem, given a set of locations, the goal is to select a subset of at most $k$ centers so as to minimize the total cost of connecting each location to its nearest center. We study the uniform hard capacitated version of…
It was recently shown in [4] that, for $L_2$-approximation of functions from a Hilbert space, function values are almost as powerful as arbitrary linear information, if the approximation numbers are square-summable. That is, we showed that…
We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…
We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor…