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The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57, 175…

投资组合管理 · 定量金融 2016-12-15 Takashi Shinzato , Muneki Yasuda

Belief propagation (BP) algorithm is a widely used message-passing method for inference in graphical models. BP on loop-free graphs converges in linear time. But for graphs with loops, BP's performance is uncertain, and the understanding of…

机器学习 · 统计学 2020-06-30 Dong Liu , Minh Thành Vu , Zuxing Li , Lars K. Rasmussen

We study the problem of parameter estimation based on infection data from an epidemic outbreak on a graph. We assume that successive infections occur via contagion; i.e., transmissions can only spread across existing directed edges in the…

统计理论 · 数学 2018-06-15 Justin Khim , Po-Ling Loh

Finding a minimum vertex cover in a network is a fundamental NP-complete graph problem. One way to deal with its computational hardness, is to trade the qualitative performance of an algorithm (allowing non-optimal outputs) for an improved…

数据结构与算法 · 计算机科学 2023-12-14 Thomas Bläsius , Tobias Friedrich , Maximilian Katzmann

A known failing of many popular random graph models is that the Aldous-Hoover Theorem guarantees these graphs are dense with probability one; that is, the number of edges grows quadratically with the number of nodes. This behavior is…

统计理论 · 数学 2016-03-23 Tamara Broderick , Diana Cai

We study distributed algorithms that find a maximal matching in an anonymous, edge-coloured graph. If the edges are properly coloured with $k$ colours, there is a trivial greedy algorithm that finds a maximal matching in $k-1$ synchronous…

分布式、并行与集群计算 · 计算机科学 2013-12-24 Juho Hirvonen , Jukka Suomela

A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such…

机器学习 · 统计学 2012-10-23 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

We study text summarization from the viewpoint of maximum coverage problem. In graph theory, the task of text summarization is regarded as maximum coverage problem on bipartite graph with weighted nodes. In recent study, belief-propagation…

计算与语言 · 计算机科学 2020-04-20 Hiroki Kitano , Koujin Takeda

Suppose there is a spreading process such as an infectious disease propagating on a graph. How would we reduce the number of affected nodes in the spreading process? This question appears in recent studies about implementing mobility…

社会与信息网络 · 计算机科学 2023-03-17 Dongyue Li , Tina Eliassi-Rad , Hongyang R. Zhang

This paper aims to maximize algebraic connectivity of networks via topology design under the presence of constraints and an adversary. We are concerned with three problems. First, we formulate the concave maximization topology design…

最优化与控制 · 数学 2017-11-15 Tor Anderson , Chin-Yao Chang , Sonia Martinez

Message passing type algorithms such as the so-called Belief Propagation algorithm have recently gained a lot of attention in the statistics, signal processing and machine learning communities as attractive algorithms for solving a variety…

离散数学 · 计算机科学 2016-03-10 David Gamarnik , Devavrat Shah , Yehua Wei

This study investigated typical performance of approximation algorithms known as belief propagation, greedy algorithm, and linear-programming relaxation for maximum coverage problems on sparse biregular random graphs. After using the cavity…

无序系统与神经网络 · 物理学 2018-02-27 Satoshi Takabe , Takanori Maehara , Koji Hukushima

Belief propagation is a fundamental message-passing algorithm for probabilistic reasoning and inference in graphical models. While it is known to be exact on trees, in most applications belief propagation is run on graphs with cycles.…

机器学习 · 计算机科学 2019-05-27 Frederic Koehler

This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…

系统与控制 · 计算机科学 2015-01-20 Kwang-Ki K. Kim

We develop new $(1+\epsilon)$-approximation algorithms for finding the global minimum edge-cut in a directed edge-weighted graph, and for finding the global minimum vertex-cut in a directed vertex-weighted graph. Our algorithms are…

数据结构与算法 · 计算机科学 2025-12-17 Ron Mosenzon

The algorithmic differentiation (AD) of mathematical functions can be interpreted as a sequence of vertex eliminations in an underlying directed acyclic graph. The problem of determining a minimum-cost elimination ordering, which we call…

We consider the problem of adding a fixed number of new edges to an undirected graph in order to minimize the diameter of the augmented graph, and under the constraint that the number of edges added for each vertex is bounded by an integer.…

数据结构与算法 · 计算机科学 2023-02-14 Florian Adriaens , Aristides Gionis

Optimization problems consist of either maximizing or minimizing an objective function. Instead of looking for a maximum solution (resp. minimum solution), one can find a minimum maximal solution (resp. maximum minimal solution). Such…

数据结构与算法 · 计算机科学 2018-11-08 Kaveh Khoshkhah , Mehdi Khosravian Ghadikolaei , Jerome Monnot , Florian Sikora

In the context of influence propagation in a social graph, we can identify three orthogonal dimensions - the number of seed nodes activated at the beginning (known as budget), the expected number of activated nodes at the end of the…

离散数学 · 计算机科学 2011-11-08 Amit Goyal , Francesco Bonchi , Laks V. S. Lakshmanan , Suresh Venkatasubramanian

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

机器学习 · 计算机科学 2021-04-13 Maciej Skorski