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The Matrix-based Renyi's entropy enables us to directly measure information quantities from given data without the costly probability density estimation of underlying distributions, thus has been widely adopted in numerous statistical…

Machine Learning · Statistics 2022-05-17 Yuxin Dong , Tieliang Gong , Shujian Yu , Chen Li

We give a algorithm for exact sampling from the Bingham distribution $p(x)\propto \exp(x^\top A x)$ on the sphere $\mathcal S^{d-1}$ with expected runtime of $\operatorname{poly}(d, \lambda_{\max}(A)-\lambda_{\min}(A))$. The algorithm is…

Machine Learning · Computer Science 2023-12-12 Rong Ge , Holden Lee , Jianfeng Lu , Andrej Risteski

We provide a general framework to improve trade-offs between the number of full batch and sample queries used to solve structured optimization problems. Our results apply to a broad class of randomized optimization algorithms that…

Data Structures and Algorithms · Computer Science 2025-09-03 Yujia Jin , Ishani Karmarkar , Aaron Sidford , Jiayi Wang

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

This paper continues the functional approach to the P-versus-NP problem, begun in [1]. Here we focus on the monoid RM_2^P of right-ideal morphisms of the free monoid, that have polynomial input balance and polynomial time-complexity. We…

Group Theory · Mathematics 2016-05-12 J. C. Birget

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

The problem of finding a nontrivial factor of a polynomial f(x) over a finite field F_q has many known efficient, but randomized, algorithms. The deterministic complexity of this problem is a famous open question even assuming the…

Computational Complexity · Computer Science 2019-02-20 Manuel Arora , Gábor Ivanyos , Marek Karpinski , Nitin Saxena

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

Determinant maximization problem gives a general framework that models problems arising in as diverse fields as statistics \cite{pukelsheim2006optimal}, convex geometry \cite{Khachiyan1996}, fair allocations\linebreak \cite{anari2016nash},…

Data Structures and Algorithms · Computer Science 2022-07-12 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh , Prasad Tetali

The exact matching problem is a constrained variant of the maximum matching problem: given a graph with each edge having a weight $0$ or $1$ and an integer $k$, the goal is to find a perfect matching of weight exactly $k$. Mulmuley,…

Data Structures and Algorithms · Computer Science 2024-05-07 Hitoshi Murakami , Yutaro Yamaguchi

Celebrated work of Jerrum, Sinclair, and Vigoda has established that the permanent of a {0,1} matrix can be approximated in randomized polynomial time by using a rapidly mixing Markov chain. A separate strand of the literature has pursued…

Computational Complexity · Computer Science 2009-06-10 Cristopher Moore , Alexander Russell

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

We follow a stream of the history of positive matrices and positive functionals, as applied to algebraic sums of squares decompositions, with emphasis on the interaction between classical moment problems, function theory of one or several…

Functional Analysis · Mathematics 2007-05-23 John William Helton , Mihai Putinar

In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…

Optimization and Control · Mathematics 2020-02-07 Alberto Del Pia , Santanu S. Dey , Robert Weismantel

We study Probabilistic Workflow Nets (PWNs), a model extending van der Aalst's workflow nets with probabilities. We give a semantics for PWNs in terms of Markov Decision Processes and introduce a reward model. Using a result by Varacca and…

Logic in Computer Science · Computer Science 2016-06-02 Javier Esparza , Philipp Hoffmann , Ratul Saha

We give an algorithm that generates a uniformly random contingency table with specified marginals, i.e. a matrix with non-negative integer values and specified row and column sums. Such algorithms are useful in statistics and combinatorics.…

Combinatorics · Mathematics 2021-06-17 Andrii Arman , Pu Gao , Nicholas Wormald

This paper studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…

Methodology · Statistics 2025-10-31 Congyuan Duan , Wanteng Ma , Dong Xia , Kan Xu

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

Mathematical Physics · Physics 2020-11-23 Leonid Pastur

We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…

Machine Learning · Statistics 2021-06-16 Nicholas Krämer , Philipp Hennig

Zero-free based algorithm is a major technique for deterministic approximate counting. In Barvinok's original framework[Bar17], by calculating truncated Taylor expansions, a quasi-polynomial time algorithm was given for estimating zero-free…

Data Structures and Algorithms · Computer Science 2022-02-01 Penghui Yao , Yitong Yin , Xinyuan Zhang