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We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…

Probability · Mathematics 2007-11-08 Margarete Knape , Ralph Neininger

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…

Machine Learning · Statistics 2015-06-05 Yiyuan She , Huanghuang Li , Jiangping Wang , Dapeng Wu

The computational equivalence between approximate counting and sampling is well established for polynomial-time algorithms. The most efficient general reduction from counting to sampling is achieved via simulated annealing, where the…

Data Structures and Algorithms · Computer Science 2026-04-03 David G. Harris , Vladimir Kolmogorov , Hongyang Liu , Yitong Yin , Yiyao Zhang

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

We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our…

Optimization and Control · Mathematics 2017-04-26 Naman Agarwal , Zeyuan Allen-Zhu , Brian Bullins , Elad Hazan , Tengyu Ma

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

We study the exponential time complexity of approximate counting satisfying assignments of CNFs. We reduce the problem to deciding satisfiability of a CNF. Our reduction preserves the number of variables of the input formula and thus also…

Computational Complexity · Computer Science 2012-08-14 Patrick Traxler

In view of the great performance of circumcentered isometry methods for solving the best approximation problem, in this work we further investigate the locally proper circumcenter mapping and circumcentered method. Various examples of…

Optimization and Control · Mathematics 2021-12-20 Hui Ouyang

Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range,…

Numerical Analysis · Mathematics 2024-11-12 Yuan Chen , Dongbin Xiu , Xiangxiong Zhang

Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in converging to…

Computer Vision and Pattern Recognition · Computer Science 2021-02-23 Huu Le , Christopher Zach

We revisit the classic #Knapsack problem, which asks to count the Boolean points $(x_1,\dots,x_n)\in\{0,1\}^n$ in a given half-space $\sum_{i=1}^nW_ix_i\le T$. This #P-complete problem admits $(1\pm\epsilon)$-approximation. Before this…

Data Structures and Algorithms · Computer Science 2024-10-30 Weiming Feng , Ce Jin

This technical note compares two coding (quantization) schemes for random projections in the context of sub-linear time approximate near neighbor search. The first scheme is based on uniform quantization while the second scheme utilizes a…

Machine Learning · Computer Science 2014-04-01 Ping Li , Michael Mitzenmacher , Anshumali Shrivastava

We develop general methods to obtain fast (polynomial time) estimates of the cardinality of a combinatorially defined set via solving some randomly generated optimization problems on the set. Geometrically, we estimate the cardinality of a…

Combinatorics · Mathematics 2007-05-23 Alexander Barvinok , Alex Samorodnitsky

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

We introduce the \emph{submodular objectives chasing problem}, which generalizes many natural and previously-studied problems: a sequence of constrained submodular maximization problems is revealed over time, with both the objective and…

Data Structures and Algorithms · Computer Science 2025-11-18 Niv Buchbinder , Joseph , Naor , David Wajc

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

We prove a query complexity lower bound for $\mathsf{QMA}$ protocols that solve approximate counting: estimating the size of a set given a membership oracle. This gives rise to an oracle $A$ such that $\mathsf{SBP}^A \not\subset…

Computational Complexity · Computer Science 2019-02-08 William Kretschmer

Spectral clustering is a novel clustering method which can detect complex shapes of data clusters. However, it requires the eigen decomposition of the graph Laplacian matrix, which is proportion to $O(n^3)$ and thus is not suitable for…

Machine Learning · Computer Science 2013-07-02 Nguyen Lu Dang Khoa , Sanjay Chawla

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer