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In this paper we consider the unconstrained minimization problem of a smooth function in ${\mathbb{R}}^n$ in a setting where only function evaluations are possible. We design a novel randomized derivative-free algorithm --- the stochastic…

Optimization and Control · Mathematics 2019-05-08 El Houcine Bergou , Eduard Gorbunov , Peter Richtárik

This article concerns the computational problem of counting the lattice points inside convex polytopes, when each point must be counted with a weight associated to it. We describe an efficient algorithm for computing the highest degree…

Combinatorics · Mathematics 2010-11-09 Velleda Baldoni , Nicole Berline , Jesús A. De Loera , Matthias Köppe , Michèle Vergne

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Progress in extracting excited-state baryon masses in lattice QCD using large sets of spatially-extended operators is presented. The use of stochastic estimates of all-to-all quark propagators with variance reduction techniques is…

High Energy Physics - Lattice · Physics 2019-08-13 Colin Morningstar

Precision cosmology benefits from extracting maximal information from cosmic structures, motivating the use of higher-order statistics (HOS) at small spatial scales. However, predicting how baryonic processes modify matter statistics at…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-07 Alan Junzhe Zhou , Marco Gatti , Dhayaa Anbajagane , Scott Dodelson , Matthieu Schaller , Joop Schaye

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Methodology · Statistics 2025-01-08 Siliang Zhang , Yunxiao Chen

We consider the construction of the stochastic moment matrices that appear in the typical elliptic diffusion problem considered in the setting of stochastic Galerkin finite element method (sGFEM). Algorithms for the efficient construction…

Numerical Analysis · Mathematics 2015-09-11 Harri Hakula , Matti Leinonen

We have implemented a new way of computing three-point correlation functions. It is based on a factorization of the entire correlation function into two parts which are evaluated with open spin- (and to some extent flavor-) indices. This…

High Energy Physics - Lattice · Physics 2018-04-18 Gunnar S. Bali , Sara Collins , Benjamin Glässle , Simon Heybrock , Piotr Korcyl , Marius Löffler , Rudolf Rödl , Andreas Schäfer

In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…

Systems and Control · Computer Science 2016-09-28 Vasileios Tzoumas , Nikolay A. Atanasov , Ali Jadbabaie , George J. Pappas

Total energy electronic structure calculations, based on density functional theory or on the more empirical tight binding approach, are generally believed to scale as the cube of the number of electrons. By using the localisaton property of…

Materials Science · Physics 2009-11-11 Florian R. Krajewski , Michele Parrinello

In this paper we develop a stochastic analysis for marked binomial processes, that can be viewed as the discrete analogues of marked Poisson processes. The starting point is the statement of a chaotic expansion for square-integrable (marked…

Probability · Mathematics 2024-07-16 Hélène Halconruy

In this work, our aim is to reconstruct the unknown initial value from terminal data. We develop a numerical framework on nonuniform time grids for fractional wave equations under the lower regularity assumptions. Then, we introduce a…

Numerical Analysis · Mathematics 2025-06-25 Dakang Cen , Zhiyuan Li , Wenlong Zhang

One of the primary sources of uncertainties in modeling the cosmic-shear power spectrum on small scales is the effect of baryonic physics. Accurate cosmology for Stage-IV surveys requires knowledge of the matter power spectrum deep in the…

Cosmology and Nongalactic Astrophysics · Physics 2021-09-15 Maria G. Moreira , Felipe Andrade-Oliveira , Xiao Fang , Hung-Jin Huang , Elisabeth Krause , Vivian Miranda , Rogerio Rosenfeld , Marko Simonović

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

In this work we present an efficient construction of baryon interpolating fields for lattice QCD computations of two and three point functions. These are essential building blocks of computations of nucleon parton distribution functions…

High Energy Physics - Lattice · Physics 2020-11-24 Eloy Romero , Kostas Orginos

I review the results of hadron spectroscopy calculations from lattice QCD for an intended audience of low energy hadronic physicists. I briefly introduce the ideas of numerical lattice QCD. The various systematic errors, such as the lattice…

High Energy Physics - Lattice · Physics 2016-11-23 Craig McNeile

We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…

Quantum Physics · Physics 2026-01-08 Mário J. de Oliveira

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

Maintenance optimization has been extensively studied in the past decades. However, most of the existing maintenance models focus on single-component systems and are not applicable for complex systems consisting of multiple components, due…

Optimization and Control · Mathematics 2019-07-03 Zhicheng Zhu , Yisha Xiang , Bo Zeng