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 randomized approximation scheme


TrustworthyMonteCarlo

Neural Information Processing Systems

Wepresent an orchestration of the computations such that theoutcome isaccompanied withaproofofcorrectness thatcanbeverifiedwith substantially less computational resources than it takes to run the computations fromscratch withstate-of-the-art algorithms. Specifically,weadopt analgebraic proof system developed incomputational complexity theory,inwhich theproof is represented by a polynomial; evaluating the polynomial at a random point amounts to a verification of the proof with probabilistic guarantees.



A Randomized Approximation Algorithm of Logic Sampling

arXiv.org Artificial Intelligence

PIBNET is hard for NP, by reduction from 3-satisfiability in the propositional calculus [3]. That classification has focused research on approximate methods, special-case techniques, heuristics, and analyses of average-case behavior. There now exists a number of algorithms for exact probabilistic inference in belief networks: the message-passing algorithm of Pearl [ 12], the triangulation method of Lauritzen and Spiegelhalter [10], and others. Previous approximation algorithms include the Markov-simulation scheme of Pearl [13, 14], Henrion's logic sampling [7], and the randomized approximation scheme (ras), known as BN-RAS, which we have previously demonstrated [1]. Heckerman has proposed a special-case algorithm for certain kinds of two-level belief networks [6]. Each algorithm has computational properties that render it attractive for inference on certain kinds of networks. The NPhard classification suggests, however, that no algorithm can provide a definitive efficient solution for all inference problems.


Analysis of a randomized approximation scheme for matrix multiplication

arXiv.org Machine Learning

This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of Bernstein's inequality and a tail inequality for quadratic forms in subgaussian random vectors.