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In this article, we propose and develop a novel Bayesian algorithm for optimization of functions whose first and second partial derivatives are known. The basic premise is the Gaussian process representation of the function which induces a…

Optimization and Control · Mathematics 2020-10-27 Sucharita Roy , Sourabh Bhattacharya

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

Machine Learning · Computer Science 2022-03-16 Minta Liu , Suliang Bu

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

Probability · Mathematics 2019-03-28 Remco van der Hofstad , Harsha Honnappa

Higher derivative corrections are ubiquitous in effective field theories, which seemingly introduces new degrees of freedom at successive order. This is actually an artefact of the implicit local derivative expansion defining effective…

High Energy Physics - Theory · Physics 2024-07-30 Dražen Glavan

The newly developed single trajectory quadrature method is applied to a two-dimensional example. The results based on different versions of new perturbation expansion and the new Green's function deduced from this method are compared to…

Quantum Physics · Physics 2007-05-23 W. Q. Chao , C. S. Ju

The optimal value function is one of the basic objects in the field of mathematical optimization, as it allows the evaluation of the variations in the cost/revenue generated while minimizing/maximizing a given function under some…

Optimization and Control · Mathematics 2021-11-29 Alain B. Zemkoho

We propose a variational perturbation method based on the observation that eigenvalues of each parity sector of both the anharmonic and double-well oscillators are approximately equi-distanced. The generalized deformed algebra satisfied by…

High Energy Physics - Theory · Physics 2008-11-26 Hyeong-Chan Kim , Jae Hyung Yee

We discuss the extent to which it is necessary to include higher-derivative operators in the effective field theory of general scalar-tensor theories. We explore the circumstances under which it is correct to restrict to second-order…

High Energy Physics - Theory · Physics 2018-02-28 Adam R. Solomon , Mark Trodden

A novel type of discrete basis for paraxial beams is proposed, consisting of monomial vortices times polynomials of Gaussians in the radial variable. These bases have the distinctive property that the effective size of their elements is…

Optics · Physics 2018-02-27 Rodrigo Gutiérrez-Cuevas , Miguel A. Alonso

A variational technique is established to deal with the Schrodinger equation with parity-time(PT) symmetric Gaussian complex potential. The method is extended to the linear and self-focusing and defocusing nonlinear cases. Some unusual…

Pattern Formation and Solitons · Physics 2012-03-09 Sumei Hu , Guo Liang , Shanyong Cai , Daquan Lu , Qi Guo , Wei Hu

This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Hanns L. Harney

We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…

Machine Learning · Statistics 2018-03-13 Hongyi Ding , Young Lee , Issei Sato , Masashi Sugiyama

This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…

Optimization and Control · Mathematics 2022-05-11 Amos Uderzo

A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…

Methodology · Statistics 2026-05-21 Marno Basson , Tobias M. Louw , Theresa R. Smith

We address the problem of modulating a parameter onto a power-limited signal, transmitted over a discrete-time Gaussian channel and estimating this parameter at the receiver. Continuing an earlier work, where the optimal trade-off between…

Information Theory · Computer Science 2019-04-26 Neri Merhav

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

In this work we analyze the variational problem emerging from the Gutzwiller approach to strongly correlated systems. This problem comprises the two main steps: evaluation and minimization of the ground state energy $W$ for the postulated…

Strongly Correlated Electrons · Physics 2014-11-24 J. Kaczmarczyk

We use constrained variational minimizing methods to study the existence of periodic solutions with a prescribed energy for a class of second order Hamiltonian systems with a $C^2$ potential function which may have an unbounded potential…

Classical Analysis and ODEs · Mathematics 2013-07-31 Fengying Li , Shiqing Zhang

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber