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Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and computational efficiency of three classes of algorithms which,…

Computation · Statistics 2025-02-24 Alex Ziyu Jiang , Abel Rodríguez

Matrix functions are a central topic of linear algebra, and problems requiring their numerical approximation appear increasingly often in scientific computing. We review various limited-memory methods for the approximation of the action of…

Numerical Analysis · Mathematics 2020-10-26 Stefan Güttel , Daniel Kressner , Kathryn Lund

Minimizing both the worst-case and average execution times of optimization algorithms is equally critical in real-time optimization-based control applications such as model predictive control (MPC). Most MPC solvers have to trade off…

Optimization and Control · Mathematics 2025-10-07 Liang Wu , Yunhong Che , Richard D. Braatz , Jan Drgona

We study multivariate linear tensor product problems with some special properties in the worst case setting. We consider algorithms that use finitely many continuous linear functionals. We use a unified method to investigate tractability of…

Numerical Analysis · Mathematics 2024-12-20 Rong Guo , Heping Wang

The Bin Packing Problem (BPP) is a well-established combinatorial optimization (CO) problem. Since it has many applications in our daily life, e.g. logistics and resource allocation, people are seeking efficient bin packing algorithms. On…

Machine Learning · Computer Science 2023-12-14 Wenjie Wu , Changjun Fan , Jincai Huang , Zhong Liu , Junchi Yan

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…

Data Structures and Algorithms · Computer Science 2010-10-28 Avner Magen , Anastasios Zouzias

Polynomial multiplication is known to have quasi-linear complexity in both the dense and the sparse cases. Yet no truly linear algorithm has been given in any case for the problem, and it is not clear whether it is even possible. This…

Symbolic Computation · Computer Science 2021-01-07 Pascal Giorgi , Bruno Grenet , Armelle Perret du Cray

We focus on the fundamental mathematical structure of score-based generative models (SGMs). We first formulate SGMs in terms of the Wasserstein proximal operator (WPO) and demonstrate that, via mean-field games (MFGs), the WPO formulation…

Machine Learning · Statistics 2024-02-12 Benjamin J. Zhang , Siting Liu , Wuchen Li , Markos A. Katsoulakis , Stanley J. Osher

We analyze the computational complexity of market maker pricing algorithms for combinatorial prediction markets. We focus on Hanson's popular logarithmic market scoring rule market maker (LMSR). Our goal is to implicitly maintain correct…

Computer Science and Game Theory · Computer Science 2008-02-12 Yiling Chen , Lance Fortnow , Nicolas Lambert , David M. Pennock , Jennifer Wortman

Incorporating constraints is a major concern in probabilistic machine learning. A wide variety of problems require predictions to be integrated with reasoning about constraints, from modelling routes on maps to approving loan predictions.…

Machine Learning · Computer Science 2020-01-31 Ioannis Papantonis , Vaishak Belle

Large language models (LLMs) have emerged as promising general-purpose solvers for combinatorial optimization (CO), yet they fundamentally lack mechanisms to guarantee solution feasibility which is critical for real-world deployment. In…

Artificial Intelligence · Computer Science 2026-02-03 Yang Liu , Chuan Zhou , Yancheng Chen , Shuai Zhang , Xixun Lin , Xiaoqing Wang

We present transductive Boltzmann machines (TBMs), which firstly achieve transductive learning of the Gibbs distribution. While exact learning of the Gibbs distribution is impossible by the family of existing Boltzmann machines due to…

Machine Learning · Statistics 2018-05-22 Mahito Sugiyama , Koji Tsuda , Hiroyuki Nakahara

Gauging a global symmetry of a system amounts to introducing new degrees of freedom whose transformation rule makes the overall system observe a local symmetry. In quantum systems there can be obstructions to gauging a global symmetry. When…

Quantum Physics · Physics 2023-03-01 José Garre Rubio , Ilya Kull

The Binary Polynomial Optimization (BPO) problem is defined as the problem of maximizing a given polynomial function over all binary points. The main contribution of this paper is to draw a novel connection between BPO and the field of…

Optimization and Control · Mathematics 2024-11-13 Florent Capelli , Alberto Del Pia , Silvia Di Gregorio

It is important to estimate the errors of probabilistic inference algorithms. Existing diagnostics for Markov chain Monte Carlo methods assume inference is asymptotically exact, and are not appropriate for approximate methods like…

Machine Learning · Computer Science 2021-03-02 Justin Domke

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Inspired by fast algorithms in natural language processing, we study low rank approximation in the entrywise transformed setting where we want to find a good rank $k$ approximation to $f(U \cdot V)$, where $U, V^\top \in \mathbb{R}^{n…

Data Structures and Algorithms · Computer Science 2023-11-06 Tamas Sarlos , Xingyou Song , David Woodruff , Qiuyi , Zhang

In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…

Numerical Analysis · Mathematics 2018-08-29 Lijie Ji , Yanlai Chen , Zhenli Xu

Engagement-optimized adaptive tutoring systems may prioritize short-term behavioral signals over sustained learning outcomes, creating structural incentives for reward hacking in reinforcement learning policies. We formalize this challenge…

Artificial Intelligence · Computer Science 2026-04-07 Oluseyi Olukola , Nick Rahimi

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov