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This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Rohan Deb , Swetha Ganesh , Shalabh Bhatnagar

The Pandora's Box problem and its extensions capture optimization problems with stochastic input where the algorithm can obtain instantiations of input random variables at some cost. To our knowledge, all previous work on this class of…

Data Structures and Algorithms · Computer Science 2020-04-17 Shuchi Chawla , Evangelia Gergatsouli , Yifeng Teng , Christos Tzamos , Ruimin Zhang

In this thesis, new generalizations of the Bethe approximation and new understanding of the replica method are proposed. The Bethe approximation is an efficient approximation for graphical models, which gives an asymptotically accurate…

Statistical Mechanics · Physics 2013-03-12 Ryuhei Mori

Motivated by real-world applications such as the allocation of public housing, we examine the problem of assigning a group of agents to vertices (e.g., spatial locations) of a network so that the diversity level is maximized. Specifically,…

Data Structures and Algorithms · Computer Science 2024-04-02 Zirou Qiu , Andrew Yuan , Chen Chen , Madhav V. Marathe , S. S. Ravi , Daniel J. Rosenkrantz , Richard E. Stearns , Anil Vullikanti

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Optimization and Control · Mathematics 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

We present an alternate formulation of the partial assignment problem as matching random clique complexes, that are higher-order analogues of random graphs, designed to provide a set of invariants that better detect higher-order structure.…

Machine Learning · Computer Science 2020-07-30 Charu Sharma , Deepak Nathani , Manohar Kaul

Finding the k-medianin a network involves identifying a subset of k vertices that minimize the total distance to all other vertices in a graph. This problem has been extensively studied in computer science, graph theory, operations…

Data Structures and Algorithms · Computer Science 2023-12-14 Roldan Pozo

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on Factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices…

Portfolio Management · Quantitative Finance 2015-03-19 Daniel Bartz , Kerr Hatrick , Christian W. Hesse , Klaus-Robert Müller , Steven Lemm

Given an undirected graph with edge costs and edge demands, the Capacitated Arc Routing problem (CARP) asks for minimum-cost routes for equal-capacity vehicles so as to satisfy all demands. Constant-factor polynomial-time approximation…

Data Structures and Algorithms · Computer Science 2014-07-15 René van Bevern , Sepp Hartung , André Nichterlein , Manuel Sorge

The symmetry of complex networks is a global property that has recently gained attention since MacArthur et al. 2008 showed that many real-world networks contain a considerable number of symmetries. These authors work with a very strict…

Social and Information Networks · Computer Science 2023-12-14 Anna Pidnebesna , David Hartman , Aneta Pokorná , Matěj Straka , Jaroslav Hlinka

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Niccolò Antonello , Lorenzo Stella , Panagiotis Patrinos , Toon van Waterschoot

In recent years, a CRA (Credit Risk Analysis) quantum algorithm with a quadratic speedup over classical analogous methods has been introduced. We propose a new variant of this quantum algorithm with the intent of overcoming some of the most…

Emerging Technologies · Computer Science 2022-12-21 Emanuele Dri , Edoardo Giusto , Antonello Aita , Bartolomeo Montrucchio

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

Statistics Theory · Mathematics 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

Graphs are a fundamental abstraction for modeling relational data. However, graphs are discrete and combinatorial in nature, and learning representations suitable for machine learning tasks poses statistical and computational challenges. In…

Machine Learning · Statistics 2019-05-16 Aditya Grover , Aaron Zweig , Stefano Ermon

Despite recent progress in video generation, inference speed remains a major bottleneck. A common acceleration strategy involves reusing model outputs via caching mechanisms at fixed intervals. However, we find that such fixed-frequency…

Computer Vision and Pattern Recognition · Computer Science 2025-07-10 Zishen Huang , Chunyu Yang , Mengyuan Ren

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

We present ABRA, a suite of algorithms that compute and maintain probabilistically-guaranteed, high-quality, approximations of the betweenness centrality of all nodes (or edges) on both static and fully dynamic graphs. Our algorithms rely…

Data Structures and Algorithms · Computer Science 2016-02-19 Matteo Riondato , Eli Upfal

Quantum cellular automata (QCAs) are automorphisms of tensor product algebras that preserve locality, with local quantum circuits as a simple example. We study approximate QCAs, where the locality condition is only satisfied up to a small…

Quantum Physics · Physics 2026-03-10 Daniel Ranard , Michael Walter , Freek Witteveen

A selection of algorithms for the rational approximation of matrix-valued functions are discussed, including variants of the interpolatory AAA method, the RKFIT method based on approximate least squares fitting, vector fitting, and a method…

Numerical Analysis · Mathematics 2021-04-21 Ion Victor Gosea , Stefan Güttel
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