Export Citations
Save this search
Please login to be able to save your searches and receive alerts for new content matching your search criteria.
- research-articleJune 2023
A Moment-Matching Approach to Testable Learning and a New Characterization of Rademacher Complexity
STOC 2023: Proceedings of the 55th Annual ACM Symposium on Theory of ComputingPages 1657–1670https://doi.org/10.1145/3564246.3585206A remarkable recent paper by Rubinfeld and Vasilyan (2022) initiated the study of testable learning, where the goal is to replace hard-to-verify distributional assumptions (such as Gaussianity) with efficiently testable ones and to require that the ...
- research-articleJune 2022
Sublinear time spectral density estimation
STOC 2022: Proceedings of the 54th Annual ACM SIGACT Symposium on Theory of ComputingPages 1144–1157https://doi.org/10.1145/3519935.3520009We present a new sublinear time algorithm for approximating the spectral density (eigenvalue distribution) of an n× n normalized graph adjacency or Laplacian matrix. The algorithm recovers the spectrum up to є accuracy in the Wasserstein-1 distance in O(...
- articleMay 2018
A Moment-Matching Method to Study the Variability of Phenomena Described by Partial Differential Equations
Many phenomena are modeled by deterministic differential equations, whereas the observation of these phenomena, in particular in life sciences, exhibits an important variability. This paper addresses the following question: how can the model be adapted to ...
- research-articleJanuary 2018
Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
SIAM Journal on Optimization (SIOPT), Volume 28, Issue 3Pages 2360–2383https://doi.org/10.1137/17M1115046In this paper, we introduce and study a two-stage distributionally robust mixed binary problem (TSDR-MBP) in which the random parameters follow the worst-case distribution belonging to an uncertainty set of probability distributions. We present a ...
- research-articleNovember 2017
Moment-Matching-Based Conjugacy Approximation for Bayesian Ranking and Selection
ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 27, Issue 4Article No.: 26, Pages 1–23https://doi.org/10.1145/3149013We study the conjugacy approximation models in the context of Bayesian ranking and selection with unknown correlations. Under the assumption of normal-inverse-Wishart prior distribution, the posterior distribution remains a normal-inverse-Wishart ...
-
- articleJanuary 2016
Bayesian decision process for cost-efficient dynamic ranking via crowdsourcing
Rank aggregation based on pairwise comparisons over a set of items has a wide range of applications. Although considerable research has been devoted to the development of rank aggregation algorithms, one basic question is how to efficiently collect a ...
- articleMay 2014
Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
Applied Stochastic Models in Business and Industry (ASMBI), Volume 30, Issue 3Pages 240–257https://doi.org/10.1002/asmb.1970A scenario tree is an efficient way to represent a stochastic data process in decision problems under uncertainty. This paper addresses how to efficiently generate appropriate scenario trees. A knowledge-based scenario tree generation method is proposed;...
- research-articleJanuary 2014
A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
SIAM Journal on Optimization (SIOPT), Volume 24, Issue 4Pages 1670–1697https://doi.org/10.1137/130925013We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set consists of probability ...
- articleNovember 2013
Fitting the Pht/Mt/s/c Time-Dependent Departure Process for Use in Tandem Queueing Networks
<P>This paper considers time-dependent Pht/Mt/s/c queueing nodes and small tandem networks of such nodes. We examine characteristics of the departure processes from a multiserver queueing node; in particular, we focus on solving for the first two time-...
- research-articleJanuary 2013
Generating Moment Matching Scenarios Using Optimization Techniques
SIAM Journal on Optimization (SIOPT), Volume 23, Issue 2Pages 963–999https://doi.org/10.1137/110858082An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of ...
- articleMay 2012
Estimating Response Modeling Methodology models
WIREs Computational Statistics (WICS), Volume 4, Issue 3Pages 323–333https://doi.org/10.1002/wics.1199An advanced review of Response Modeling Methodology RMM has recently summarized RMM core philosophy, modeling approach, and allied statistical expressions. This focus article complements the earlier review by presenting a step-by-step guide to ...
- articleMarch 2010
A Framework for Reduced Order Modeling with Mixed Moment Matching and Peak Error Objectives
We examine a new method of producing reduced order models for LTI systems which attempts to minimize a bound on the peak error between the original and reduced order models subject to a bound on the peak value of the input. The method, which can be ...
- research-articleFebruary 2010
On the approximation of the generalized-K distribution by a gamma distribution for modeling composite fading channels
IEEE Transactions on Wireless Communications (TWC), Volume 9, Issue 2Pages 706–713https://doi.org/10.1109/TWC.2010.02.081266In wireless channels, multipath fading and shadowing occur simultaneously leading to the phenomenon referred to as composite fading. The use of the Nakagami probability density function (PDF) to model multipath fading and the Gamma PDF to model ...
- ArticleApril 2009
On the approximation of the generalized-K PDF by a gamma PDF using the moment matching method
WCNC'09: Proceedings of the 2009 IEEE conference on Wireless Communications & Networking ConferencePages 398–403Using the Nakagami probability density function (PDF) to model multipath fading and the Gamma PDF to model shadowing, in a wireless channel, has led to a closed-form expression for the composite fading PDF, known as the generalized-K PDF (also called ...
- research-articleJanuary 2009
An accurate slew metric for on-chip VLSI interconnect using Weibull distribution function
ICAC3 '09: Proceedings of the International Conference on Advances in Computing, Communication and ControlPages 601–604https://doi.org/10.1145/1523103.1523224Slew rate determines the ability of a device to handle the varying signals. Determination of the slew rate to a good proximity is thus essential for efficient design of high speed CMOS integrated circuits. This in turn estimates the output switching ...
- research-articleSeptember 2008
Model Order Reduction of Parameterized Interconnect Networks via a Two-Directional Arnoldi Process
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems (TCADICS), Volume 27, Issue 9Pages 1571–1582https://doi.org/10.1109/TCAD.2008.927768This paper presents a multiparameter moment-matching-based model order reduction technique for parameterized interconnect networks via a novel two-directional Arnoldi process (TAP). It is referred to as a Parameterized Interconnect Macromodeling via a ...
- articleMarch 2008
Multichannel Speech Enhancement Based on Generalized Gamma Prior Distribution with Its Online Adaptive Estimation
IEICE - Transactions on Information and Systems (TROIS), Volume E91-D, Issue 3Pages 439–447https://doi.org/10.1093/ietisy/e91-d.3.439We present a multichannel speech enhancement method based on MAP speech spectral magnitude estimation using a generalized gamma model of speech prior distribution, where the model parameters are adapted from actual noisy speech in a frame-by-frame ...
- research-articleDecember 2006
Fast Thermal Simulation for Runtime Temperature Tracking and Management
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems (TCADICS), Volume 25, Issue 12Pages 2882–2893https://doi.org/10.1109/TCAD.2006.882594As the power density increases exponentially, the runtime regulation of operating temperature by dynamic thermal management (DTM) becomes necessary. This paper proposes two novel approaches to the thermal analysis at the chip architecture level for ...
- research-articleNovember 2006
Rational Krylov for eigenvalue computation and model order reduction
AbstractA rational Krylov algorithm for eigenvalue computation and model order reduction is described. It is shown how to implement it as a modified shift-and-invert spectral transformation Arnoldi decomposition. It is shown how to do deflation, locking ...