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Concentration of Measure for the Analysis of Randomized Algorithms

Concentration of Measure for the Analysis of Randomized Algorithms
Author: Devdatt P. Dubhashi
Publisher: Cambridge University Press
Total Pages: 213
Release: 2009-06-15
Genre: Computers
ISBN: 1139480995

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Randomized algorithms have become a central part of the algorithms curriculum, based on their increasingly widespread use in modern applications. This book presents a coherent and unified treatment of probabilistic techniques for obtaining high probability estimates on the performance of randomized algorithms. It covers the basic toolkit from the Chernoff–Hoeffding bounds to more sophisticated techniques like martingales and isoperimetric inequalities, as well as some recent developments like Talagrand's inequality, transportation cost inequalities and log-Sobolev inequalities. Along the way, variations on the basic theme are examined, such as Chernoff–Hoeffding bounds in dependent settings. The authors emphasise comparative study of the different methods, highlighting respective strengths and weaknesses in concrete example applications. The exposition is tailored to discrete settings sufficient for the analysis of algorithms, avoiding unnecessary measure-theoretic details, thus making the book accessible to computer scientists as well as probabilists and discrete mathematicians.


Concentration of Measure for the Analysis of Randomized Algorithms

Concentration of Measure for the Analysis of Randomized Algorithms
Author: Devdatt P. Dubhashi
Publisher: Cambridge University Press
Total Pages: 213
Release: 2009-06-15
Genre: Computers
ISBN: 0521884276

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This book presents a coherent and unified account of classical and more advanced techniques for analyzing the performance of randomized algorithms.


Concentration of Measure Inequalities in Information Theory, Communications, and Coding

Concentration of Measure Inequalities in Information Theory, Communications, and Coding
Author: Maxim Raginsky
Publisher:
Total Pages: 256
Release: 2014
Genre: Computers
ISBN: 9781601989062

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Concentration of Measure Inequalities in Information Theory, Communications, and Coding focuses on some of the key modern mathematical tools that are used for the derivation of concentration inequalities, on their links to information theory, and on their various applications to communications and coding.


High-Dimensional Probability

High-Dimensional Probability
Author: Roman Vershynin
Publisher: Cambridge University Press
Total Pages: 299
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1108415199

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An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.


Concentration Inequalities

Concentration Inequalities
Author: Stéphane Boucheron
Publisher: Oxford University Press
Total Pages: 492
Release: 2013-02-07
Genre: Mathematics
ISBN: 0199535256

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Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.


Probabilistic Methods for Algorithmic Discrete Mathematics

Probabilistic Methods for Algorithmic Discrete Mathematics
Author: Michel Habib
Publisher: Springer Science & Business Media
Total Pages: 342
Release: 2013-03-14
Genre: Mathematics
ISBN: 3662127881

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Leave nothing to chance. This cliche embodies the common belief that ran domness has no place in carefully planned methodologies, every step should be spelled out, each i dotted and each t crossed. In discrete mathematics at least, nothing could be further from the truth. Introducing random choices into algorithms can improve their performance. The application of proba bilistic tools has led to the resolution of combinatorial problems which had resisted attack for decades. The chapters in this volume explore and celebrate this fact. Our intention was to bring together, for the first time, accessible discus sions of the disparate ways in which probabilistic ideas are enriching discrete mathematics. These discussions are aimed at mathematicians with a good combinatorial background but require only a passing acquaintance with the basic definitions in probability (e.g. expected value, conditional probability). A reader who already has a firm grasp on the area will be interested in the original research, novel syntheses, and discussions of ongoing developments scattered throughout the book. Some of the most convincing demonstrations of the power of these tech niques are randomized algorithms for estimating quantities which are hard to compute exactly. One example is the randomized algorithm of Dyer, Frieze and Kannan for estimating the volume of a polyhedron. To illustrate these techniques, we consider a simple related problem. Suppose S is some region of the unit square defined by a system of polynomial inequalities: Pi (x. y) ~ o.


Randomized Algorithms

Randomized Algorithms
Author: Rajeev Motwani
Publisher: Cambridge University Press
Total Pages: 496
Release: 1995-08-25
Genre: Computers
ISBN: 1139643134

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For many applications a randomized algorithm is either the simplest algorithm available, or the fastest, or both. This tutorial presents the basic concepts in the design and analysis of randomized algorithms. The first part of the book presents tools from probability theory and probabilistic analysis that are recurrent in algorithmic applications. Algorithmic examples are given to illustrate the use of each tool in a concrete setting. In the second part of the book, each of the seven chapters focuses on one important area of application of randomized algorithms: data structures; geometric algorithms; graph algorithms; number theory; enumeration; parallel algorithms; and on-line algorithms. A comprehensive and representative selection of the algorithms in these areas is also given. This book should prove invaluable as a reference for researchers and professional programmers, as well as for students.


An Introduction to Matrix Concentration Inequalities

An Introduction to Matrix Concentration Inequalities
Author: Joel Tropp
Publisher:
Total Pages: 256
Release: 2015-05-27
Genre: Computers
ISBN: 9781601988386

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Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.


Bandit Algorithms

Bandit Algorithms
Author: Tor Lattimore
Publisher: Cambridge University Press
Total Pages: 537
Release: 2020-07-16
Genre: Business & Economics
ISBN: 1108486827

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A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.


Foundations of Probabilistic Programming

Foundations of Probabilistic Programming
Author: Gilles Barthe
Publisher: Cambridge University Press
Total Pages: 583
Release: 2020-12-03
Genre: Computers
ISBN: 110848851X

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This book provides an overview of the theoretical underpinnings of modern probabilistic programming and presents applications in e.g., machine learning, security, and approximate computing. Comprehensive survey chapters make the material accessible to graduate students and non-experts. This title is also available as Open Access on Cambridge Core.