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We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…

Optimization and Control · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

Algorithms with fast convergence, small number of data access, and low per-iteration complexity are particularly favorable in the big data era, due to the demand for obtaining \emph{highly accurate solutions} to problems with \emph{a large…

Machine Learning · Statistics 2016-11-16 Zebang Shen , Hui Qian , Chao Zhang , Tengfei Zhou

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…

Data Structures and Algorithms · Computer Science 2008-10-29 Marek Cygan , Lukasz Kowalik , Marcin Pilipczuk , Mateusz Wykurz

We present deterministic algorithms for maintaining a $(3/2 + \epsilon)$ and $(2 + \epsilon)$-approximate maximum matching in a fully dynamic graph with worst-case update times $\hat{O}(\sqrt{n})$ and $\tilde{O}(1)$ respectively. The…

Data Structures and Algorithms · Computer Science 2021-11-22 Peter Kiss

Semi-supervised learning methods have shown promising results in solving many practical problems when only a few labels are available. The existing methods assume that the class distributions of labeled and unlabeled data are equal;…

Machine Learning · Computer Science 2024-08-06 Min Gu Kwak , Hyungu Kahng , Seoung Bum Kim

We propose an efficient distributed randomized coordinate descent method for minimizing regularized non-strongly convex loss functions. The method attains the optimal $O(1/k^2)$ convergence rate, where $k$ is the iteration counter. The core…

Optimization and Control · Mathematics 2014-07-29 Olivier Fercoq , Zheng Qu , Peter Richtárik , Martin Takáč

Random graph matching refers to recovering the underlying vertex correspondence between two random graphs with correlated edges; a prominent example is when the two random graphs are given by Erd\H{o}s-R\'{e}nyi graphs $G(n,\frac{d}{n})$.…

Machine Learning · Statistics 2020-07-21 Jian Ding , Zongming Ma , Yihong Wu , Jiaming Xu

We consider the problem of estimating a function from $n$ noisy samples whose discrete Total Variation (TV) is bounded by $C_n$. We reveal a deep connection to the seemingly disparate problem of Strongly Adaptive online learning (Daniely et…

Machine Learning · Computer Science 2021-01-27 Dheeraj Baby , Xuandong Zhao , Yu-Xiang Wang

We study the matrix discrepancy problem in the average-case setting. Given a sequence of $m \times m$ symmetric matrices $A_1,\ldots,A_n$, its discrepancy is defined as the minimal spectral norm over all signed sums $\sum_{i=1}^n x_iA_i$…

Probability · Mathematics 2025-10-07 Dmitriy Kunisky , Timm Oertel , Nicola Wengiel , Peiyuan Zhang

A statistical model is said to be un-normalised when its likelihood function involves an intractable normalising constant. Two popular methods for parameter inference for these models are MC-MLE (Monte Carlo maximum likelihood estimation),…

Statistics Theory · Mathematics 2018-02-01 Lionel Riou-Durand , Nicolas Chopin

Using and extending fractional order statistic theory, we characterize the $O(n^{-1})$ coverage probability error of the previously proposed confidence intervals for population quantiles using $L$-statistics as endpoints in Hutson (1999).…

Statistics Theory · Mathematics 2018-02-28 Matt Goldman , David M. Kaplan

Pretrained Transformers achieve remarkable performance when training and test data are from the same distribution. However, in real-world scenarios, the model often faces out-of-distribution (OOD) instances that can cause severe semantic…

Computation and Language · Computer Science 2022-01-24 Wenxuan Zhou , Fangyu Liu , Muhao Chen

We consider stochastic approximation for the least squares regression problem in the non-strongly convex setting. We present the first practical algorithm that achieves the optimal prediction error rates in terms of dependence on the noise…

Machine Learning · Computer Science 2022-03-04 Aditya Varre , Nicolas Flammarion

This paper presents a saddlepoint approximation of the random-coding union bound of Polyanskiy et al. for i.i.d. random coding over discrete memoryless channels. The approximation is single-letter, and can thus be computed efficiently.…

Information Theory · Computer Science 2014-04-28 Jonathan Scarlett , Alfonso Martinez , Albert Guillén i Fàbregas

We prove that the Sinkhorn algorithm converges at a rate of $O(k^{-1} \log k)$ in $\ell_1$-norm marginal error, in the asymptotically scalable case. This almost closes the gap between the lower bound $\Omega(k^{-1})$ (Qu et al., 2025) and…

Optimization and Control · Mathematics 2026-05-15 Guillaume Wang

Accelerated coordinate descent is a widely popular optimization algorithm due to its efficiency on large-dimensional problems. It achieves state-of-the-art complexity on an important class of empirical risk minimization problems. In this…

Optimization and Control · Mathematics 2018-10-01 Filip Hanzely , Peter Richtárik

Variance reduction techniques have been successfully applied to temporal-difference (TD) learning and help to improve the sample complexity in policy evaluation. However, the existing work applied variance reduction to either the less…

Machine Learning · Computer Science 2023-05-23 Shaocong Ma , Yi Zhou , Shaofeng Zou

The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature…

We describe a simple deterministic $O( \varepsilon^{-1} \log \Delta)$ round distributed algorithm for $(2\alpha+1)(1 + \varepsilon)$ approximation of minimum weighted dominating set on graphs with arboricity at most $\alpha$. Here $\Delta$…

Data Structures and Algorithms · Computer Science 2022-06-13 Michal Dory , Mohsen Ghaffari , Saeed Ilchi