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We consider a method to jointly estimate sparse precision matrices and their underlying graph structures using dependent high-dimensional datasets. We present a penalized maximum likelihood estimator which encourages both sparsity and…

Applications · Statistics 2016-08-22 Adria Caballe , Natalia Bochkina , Claus Mayer

The sparse structure of the solution for an inverse problem can be modelled using different sparsity enforcing priors when the Bayesian approach is considered. Analytical expression for the unknowns of the model can be obtained by building…

Applications · Statistics 2017-05-31 Mircea Dumitru

We present a general method for obtaining the spectra of large graphs with short cycles using ideas from statistical mechanics of disordered systems. This approach leads to an algorithm that determines the spectra of graphs up to a high…

Disordered Systems and Neural Networks · Physics 2023-01-12 D. Bollé , F. L. Metz , I. Neri

The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…

Data Structures and Algorithms · Computer Science 2020-01-01 Jean Cardinal , Aurélien Ooms

Recently a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random…

Information Theory · Computer Science 2019-07-19 Jean Barbier , Chun Lam Chan , Nicolas Macris

We give several results showing that different discrete structures typically gain certain spanning substructures (in particular, Hamilton cycles) after a modest random perturbation. First, we prove that adding linearly many random edges to…

Combinatorics · Mathematics 2018-03-23 Michael Krivelevich , Matthew Kwan , Benny Sudakov

We study convergence properties of sparse averages of partial sums of Fourier series of continuous functions. By sparse averages, we are considering an increasing sequences of integers $n_0 < n_1 < n_2 < ...$ and looking at…

Classical Analysis and ODEs · Mathematics 2019-03-19 Ethan Goolish , Robert S. Strichartz

Consider the problem of determining whether there exists a spanning hypertree in a given k-uniform hypergraph. This problem is trivially in P for k=2, and is NP-complete for k>= 4, whereas for k=3, there exists a polynomial-time algorithm…

Computational Complexity · Computer Science 2008-12-19 Sergio Caracciolo , Gregor Masbaum , Alan D. Sokal , Andrea Sportiello

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

Machine Learning · Statistics 2011-02-28 Abhimanyu Das , David Kempe

Motivated by the Beck-Fiala conjecture, we study discrepancy bounds for random sparse set systems. Concretely, these are set systems $(X,\Sigma)$, where each element $x \in X$ lies in $t$ randomly selected sets of $\Sigma$, where $t$ is an…

Combinatorics · Mathematics 2015-11-03 Esther Ezra , Shachar Lovett

We present randomized algorithms for some well-studied, hard combinatorial problems: the k-path problem, the p-packing of q-sets problem, and the q-dimensional p-matching problem. Our algorithms solve these problems with high probability in…

Data Structures and Algorithms · Computer Science 2010-07-08 Andreas Björklund , Thore Husfeldt , Petteri Kaski , Mikko Koivisto

We investigate the combinatorial discrepancy of geometric set systems having bounded shallow cell complexity in the \emph{Beck-Fiala} setting, where each point belongs to at most $t$ ranges. For set systems with shallow cell complexity…

Computational Geometry · Computer Science 2023-01-10 Kunal Dutta , Arijit Ghosh

We present a novel method for exact hierarchical sparse polynomial regression. Our regressor is that degree $r$ polynomial which depends on at most $k$ inputs, counting at most $\ell$ monomial terms, which minimizes the sum of the squares…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

For integers $k\geq 1$ and $n\geq 2k+1$, the Kneser graph $K(n,k)$ is the graph whose vertices are the $k$-element subsets of $\{1,\ldots,n\}$ and whose edges connect pairs of subsets that are disjoint. The Kneser graphs of the form…

Combinatorics · Mathematics 2021-08-11 Torsten Mütze , Jerri Nummenpalo , Bartosz Walczak

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…

Data Structures and Algorithms · Computer Science 2019-08-07 Brian Brubach , Karthik Abinav Sankararaman , Aravind Srinivasan , Pan Xu

We study the behavior of solutions of mutually coupled equations in heterogeneous random graphs. Heterogeneity means that some equations receive many inputs whereas most of the equations are given only with a few connections. Starting from…

Dynamical Systems · Mathematics 2014-09-22 Eduardo Garibaldi , Tiago Pereira

We develop a formalism to compute the statistics of the top eigenpair of weighted sparse graphs with finite mean connectivity and bounded maximal degree. Framing the problem in terms of optimisation of a quadratic form on the sphere and…

Statistical Mechanics · Physics 2019-10-28 Vito Antonio Rocco Susca , Pierpaolo Vivo , Reimer Kuehn

We exhibit a probabilistic symbolic algorithm for solving zero-dimensional sparse systems. Our algorithm combines a symbolic homotopy procedure, based on a flat deformation of a certain morphism of affine varieties, with the polyhedral…

Classical Analysis and ODEs · Mathematics 2007-05-23 Gabriela Jeronimo , Guillermo Matera , Pablo Solerno , Ariel Waissbein

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal