Allocating Variance to Maximize Expectation

ORID vqxprtjuKH · tags icml2026-repro paper-vqxprtjuKH

#StatusPageArtifactClaim excerpt
1VERIFIED 2/201-independent-gaussian-variance-allocation-problemartifactFor the independent Gaussian variance allocation problem, the paper gives a PTAS…
2VERIFIED 2/202-correlated-gaussian-variables-ptas-sameartifactFor correlated Gaussian variables, a PTAS with the same additive ε guarantee is …
3VERIFIED 2/203-graphvaralloc-problem-multiple-constraint-setsartifactFor the GraphVarAlloc problem with multiple constraint sets (general m>1), the p…
4VERIFIED 2/204-optimal-allocation-variables-receive-varianceartifactTheorem 1.6 proves that in the optimal allocation, only Θ(1/p) variables receive…
5VERIFIED 2/205-bounds-contribution-small-variance-variables-useartifactLemma 2.1 bounds the contribution of small-variance variables by O(ε√ln(1/ε)), w…
6VERIFIED 2/206-monte-carlo-simulations-erd-nyiartifactMonte Carlo simulations on Erdős–Rényi random graphs with n=8 nodes and edge pro…

Open logbook index · logbook.json