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Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

Methodology · Statistics 2025-09-19 Daniele Tancini , Riccardo Rastelli , Francesco Bartolucci

In a model of network communication based on a random walk in an undirected graph, what subset of nodes (subject to constraints on the set size), enable the fastest spread of information? The dynamics of spread is described by a process…

Discrete Mathematics · Computer Science 2016-02-23 Fern Y. Hunt

We address the problems of minimizing and of maximizing the spectral radius overa compact family of non-negative matrices. Those problems being hard in generalcan be efficiently solved for some special families. We consider the so-called…

Optimization and Control · Mathematics 2020-05-19 Vladimir Yu. Protasov , Aleksandar Cvetković

In this short note we prove a lemma about the dimension of certain algebraic sets of matrices. This result is needed in our paper arXiv:1201.1672. The result presented here has also applications in other situations and so it should appear…

Algebraic Geometry · Mathematics 2012-01-12 Jairo Bochi , Nicolas Gourmelon

Matrix recovery is the problem of recovering a low-rank matrix from a few linear measurements. Recently, this problem has gained a lot of attention as it is employed in many applications such as Netflix prize problem, seismic data…

Information Theory · Computer Science 2019-07-30 Hamideh. S Fazael Ardakani , Sajad Daei , Farzan Haddadi

Given a set of $n$ vectors in $\mathbb{R}^d$, the goal of the \emph{determinant maximization} problem is to pick $k$ vectors with the maximum volume. Determinant maximization is the MAP-inference task for determinantal point processes (DPP)…

Data Structures and Algorithms · Computer Science 2023-09-28 Siddharth Gollapudi , Sepideh Mahabadi , Varun Sivashankar

We explore the problem of approximate matrix multiplication (AMM) within the sliding window model, where algorithms utilize limited space to perform large-scale matrix multiplication in a streaming manner. This model has garnered increasing…

Data Structures and Algorithms · Computer Science 2025-02-27 Ziqi Yao , Mingsong Chen , Cheng Chen

Many robotic systems deal with uncertainty by performing a sequence of information gathering actions. In this work, we focus on the problem of efficiently constructing such a sequence by drawing an explicit connection to submodularity.…

We study mechanisms that use greedy allocation rules and pay-your-bid pricing to allocate resources subject to a matroid constraint. We show that all such mechanisms obtain a constant fraction of the optimal welfare at any equilibrium of…

Computer Science and Game Theory · Computer Science 2015-03-20 Brendan Lucier , Vasilis Syrgkanis

We consider a distributed resource allocation problem in networks where each transmitter-receiver pair aims at maximizing its local utility function by adjusting its action matrix, which belongs to a given feasible set. This problem has…

Information Theory · Computer Science 2019-05-22 Wenjie Li , Mohamad Assaad

We propose a class of subspace ascent methods for computing optimal approximate designs that covers both existing as well as new and more efficient algorithms. Within this class of methods, we construct a simple, randomized exchange…

Computation · Statistics 2018-01-18 Radoslav Harman , Lenka Filová , Peter Richtárik

Random search processes are instrumental in studying and understanding navigation properties of complex networks, food search strategies of animals, diffusion control of molecular processes in biological cells, and improving web search…

Social and Information Networks · Computer Science 2016-01-27 Igor Trpevski , Ljupco Kocarev

We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…

Machine Learning · Computer Science 2019-10-31 Chen Dan , Hong Wang , Hongyang Zhang , Yuchen Zhou , Pradeep Ravikumar

We consider a cross interpolation of high-dimensional arrays in the tensor train format. We prove that the maximum-volume choice of the interpolation sets provides the quasioptimal interpolation accuracy, that differs from the best possible…

Numerical Analysis · Mathematics 2014-06-25 Dmitry V. Savostyanov

We consider the celebrated bound introduced by Conforti and Cornu\'ejols (1984) for greedy schemes in submodular optimization. The bound assumes a submodular function defined on a collection of sets forming a matroid and is based on greedy…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Bowen Li , Brandon Van Over , Edwin K. P. Chong , Ali Pezeshki

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…

Machine Learning · Computer Science 2014-11-24 Branislav Kveton , Zheng Wen , Azin Ashkan , Michal Valko

Ranking and selection (R&S) aims to select the best alternative with the largest mean performance from a finite set of alternatives. Recently, considerable attention has turned towards the large-scale R&S problem which involves a large…

Methodology · Statistics 2025-09-09 Zaile Li , Weiwei Fan , L. Jeff Hong

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

We study an elementary path problem which appears in the pricing step of a column generation scheme solving the kidney exchange problem. The latter aims at finding exchanges of donations in a pool of patients and donors of kidney…

Data Structures and Algorithms · Computer Science 2022-01-24 Lucie Pansart , Hadrien Cambazard , Nicolas Catusse

We study the problem of optimal traffic prediction and monitoring in large-scale networks. Our goal is to determine which subset of K links to monitor in order to "best" predict the traffic on the remaining links in the network. We consider…

Data Structures and Algorithms · Computer Science 2013-12-04 Michael Kallitsis , Stilian Stoev , George Michailidis