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Data subsampling is one of the most natural methods to approximate a massively large data set by a small representative proxy. In particular, sensitivity sampling received a lot of attention, which samples points proportional to an…

Data Structures and Algorithms · Computer Science 2024-06-04 Alexander Munteanu , Simon Omlor

Finding the minimal relative entropy of two quantum states under semidefinite constraints is a pivotal problem located at the mathematical core of various applications in quantum information theory. An efficient method for providing…

Quantum Physics · Physics 2026-02-02 Gereon Koßmann , René Schwonnek

Nonparametric two-sample tests such as the Maximum Mean Discrepancy (MMD) are often used to detect differences between two distributions in machine learning applications. However, the majority of existing literature assumes that error-free…

Machine Learning · Statistics 2023-08-08 Ron Nafshi , Maggie Makar

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Optimization and Control · Mathematics 2024-02-08 Xufeng Cai , Cheuk Yin Lin , Jelena Diakonikolas

In this paper, we compute the tightest possible bounds on the probability that the optimal value of a combinatorial optimization problem in maximization form with a random objective exceeds a given number, assuming only knowledge of the…

Optimization and Control · Mathematics 2022-11-24 Divya Padmanabhan , Selin Damla Ahipasaoglu , Arjun Ramachandra , Karthik Natarajan

This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…

Computational Complexity · Computer Science 2025-09-01 Mrinalkanti Ghosh

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

Here we present an application of two maxentropic procedures to determine the probability density distribution of compound sums of random variables, using only a finite number of empirically determined fractional moments. The two methods…

Risk Management · Quantitative Finance 2014-11-25 Erika Gomes-Gonçalves , Henryk Gzyl , Silvia Mayoral

Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…

Data Analysis, Statistics and Probability · Physics 2011-05-25 Tim Rogers

Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling…

Machine Learning · Computer Science 2019-05-29 Rithesh Kumar , Sherjil Ozair , Anirudh Goyal , Aaron Courville , Yoshua Bengio

Model usage is the central challenge of model-based reinforcement learning. Although dynamics model based on deep neural networks provide good generalization for single step prediction, such ability is over exploited when it is used to…

Machine Learning · Computer Science 2020-06-30 Chi Zhang , Sanmukh Rao Kuppannagari , Viktor K Prasanna

Finding a high-quality feasible solution to a combinatorial optimization (CO) problem in a limited time is challenging due to its discrete nature. Recently, there has been an increasing number of machine learning (ML) methods for addressing…

Optimization and Control · Mathematics 2023-08-02 Taehyun Yoon , Jinwon Choi , Hyokun Yun , Sungbin Lim

In large scale machine learning, random sampling is a popular way to approximate datasets by a small representative subset of examples. In particular, sensitivity sampling is an intensely studied technique which provides provable guarantees…

Data Structures and Algorithms · Computer Science 2024-01-04 David P. Woodruff , Taisuke Yasuda

We present a framework for the multiscale modeling of finite strain magneto-elasticity based on physics-augmented neural networks (NNs). By using a set of problem specific invariants as input, an energy functional as the output and by…

Computational Engineering, Finance, and Science · Computer Science 2023-09-01 Karl A. Kalina , Philipp Gebhart , Jörg Brummund , Lennart Linden , WaiChing Sun , Markus Kästner

Deep neural networks have established as a powerful tool for large scale supervised classification tasks. The state-of-the-art performances of deep neural networks are conditioned to the availability of large number of accurately labeled…

Computer Vision and Pattern Recognition · Computer Science 2021-06-22 Bharath Bhushan Damodaran , Rémi Flamary , Viven Seguy , Nicolas Courty

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they…

Artificial Intelligence · Computer Science 2024-09-13 Aymen Ben Said , Malek Mouhoub

We study parameter estimation in linear Gaussian covariance models, which are $p$-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this class of models leads to a non-convex…

Statistics Theory · Mathematics 2016-04-19 Piotr Zwiernik , Caroline Uhler , Donald Richards

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario