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Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is to first partition the dataset into subsets and then fit…

Methodology · Statistics 2016-02-15 Xiangyu Wang , David Dunson , Chenlei Leng

In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…

Numerical Analysis · Mathematics 2024-08-01 E. Gobet , J. G. López-Salas , C. Vázquez

The graph partitioning problem has many applications in scientific computing such as computer aided design, data mining, image compression and other applications with sparse-matrix vector multiplications as a kernel operation. In many cases…

Data Structures and Algorithms · Computer Science 2016-01-08 Foad Lotfifar , Matthew Johnson

We propose a probabilistic shape completion method extended to the continuous geometry of large-scale 3D scenes. Real-world scans of 3D scenes suffer from a considerable amount of missing data cluttered with unsegmented objects. The problem…

Computer Vision and Pattern Recognition · Computer Science 2022-04-05 Dongsu Zhang , Changwoon Choi , Inbum Park , Young Min Kim

The moving mesh PDE (MMPDE) method for variational mesh generation and adaptation is studied theoretically at the discrete level, in particular the nonsingularity of the obtained meshes. Meshing functionals are discretized geometrically and…

Numerical Analysis · Mathematics 2018-04-20 Weizhang Huang , Lennard Kamenski

Large-scale parallel numerical simulations are essential for a wide range of engineering problems that involve complex, coupled physical processes interacting across a broad range of spatial and temporal scales. The data structures involved…

Mathematical Software · Computer Science 2018-10-11 Fande Kong , Roy H. Stogner , Derek R. Gaston , John W. Peterson , Cody J. Permann , Andrew E. Slaughter , Richard C. Martineau

We consider the problem of selecting the best variable-value strategy for solving a given problem in constraint programming. We show that the recent Embarrassingly Parallel Search method (EPS) can be used for this purpose. EPS proposes to…

Artificial Intelligence · Computer Science 2016-04-25 Anthony Palmieri , Jean-Charles Régin , Pierre Schaus

In this work, we propose a novel Bregman ADMM with nonlinear dual update to solve the Bethe variational problem (BVP), a key optimization formulation in graphical models and statistical physics. Our algorithm provides rigorous convergence…

Optimization and Control · Mathematics 2025-11-19 Yuehaw Khoo , Tianyun Tang , Kim-Chuan Toh

Partite, $3$-uniform hypergraphs are $3$-uniform hypergraphs in which each hyperedge contains exactly one point from each of the $3$ disjoint vertex classes. We consider the degree sequence problem of partite, $3$-uniform hypergraphs, that…

Combinatorics · Mathematics 2023-08-28 Andras Hubai , Tamas Robert Mezei , Ferenc Beres , Andras Benczur , Istvan Miklos

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

Gas transport and other complex real-world challenges often require solving and controlling partial differential equations (PDEs) defined on graph structures, which typically demand substantial memory and computational resources. The Random…

Numerical Analysis · Mathematics 2025-06-16 Martín Hernández , Enrique Zuazua

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

In this paper we specifically present a parallel solution to finding the one-ring neighboring nodes and elements for each vertex in generic meshes. The finding of nodal neighbors is computationally straightforward but expensive for large…

Computational Geometry · Computer Science 2016-05-06 Gang Mei , Nengxiong Xu , Hong Tian , Shengwei Li

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

Machine Learning · Computer Science 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

We describe a new algorithm for Gaussian Elimination suitable for general (unsymmetric and possibly singular) sparse matrices, of any entry type, which has a natural parallel and distributed-memory formulation but degrades gracefully to…

Mathematical Software · Computer Science 2012-01-17 Riccardo Murri