Related papers: Grid-based exploration of cosmological parameter s…
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where the random coefficient is parametrized by means of a countable…
Neural network constraint satisfaction is crucial for safety-critical applications such as power system optimization, robotic path planning, and autonomous driving. However, existing constraint satisfaction methods face…
Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…
Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…
Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…
The gapped local alignment score of two random sequences follows a Gumbel distribution. If computers could estimate the parameters of the Gumbel distribution within one second, the use of arbitrary alignment scoring schemes could increase…
Policy Gradient methods that explore directly in parameter space are among the most effective and robust direct policy search methods and have drawn a lot of attention lately. The basic method from this field, Policy Gradients with…
We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…
Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been…
Over the last two decades, frameworks for distributed-memory parallel computation, such as MapReduce, Hadoop, Spark and Dryad, have gained significant popularity with the growing prevalence of large network datasets. The Massively Parallel…
This work proposes an efficient parallel algorithm for non-monotone submodular maximization under a knapsack constraint problem over the ground set of size $n$. Our algorithm improves the best approximation factor of the existing parallel…
In this work we provide a new technique to design fast approximation algorithms for graph problems where the points of the graph lie in a metric space. Specifically, we present a sampling approach for such metric graphs that, using a…
In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…
The Constrained Minimal Supersymmetric Standard Model (CMSSM) is one of the simplest and most widely-studied supersymmetric extensions to the standard model of particle physics. Nevertheless, current data do not sufficiently constrain the…
Cosmological parameter estimation is traditionally performed in the Bayesian context. By adopting an "agnostic" statistical point of view, we show the interest of confronting the Bayesian results to a frequentist approach based on…
Parallel multigrid is widely used as preconditioners in solving large-scale sparse linear systems. However, the current multigrid library still needs more satisfactory performance for structured grid problems regarding speed and…
Large sets of matter density simulations are becoming increasingly important in large-scale structure cosmology. Matter power spectra emulators, such as the Euclid Emulator and CosmicEmu, are trained on simulations to correct the non-linear…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
We consider a bandit problem over a graph where the rewards are not directly observed. Instead, the decision maker can compare two nodes and receive (stochastic) information pertaining to the difference in their value. The graph structure…
The formation trajectory planning using complete graphs to model collaborative constraints becomes computationally intractable as the number of drones increases due to the curse of dimensionality. To tackle this issue, this paper presents a…