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Numerical homogenization, i.e. the finite-dimensional approximation of solution spaces of PDEs with arbitrary rough coefficients, requires the identification of accurate basis elements. These basis elements are oftentimes found after a…

Numerical Analysis · Mathematics 2015-05-12 Houman Owhadi

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to…

Optimization and Control · Mathematics 2022-09-26 Alen Alexanderian , Joseph Hart , Mason Stevens

Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function. We propose a new parameter fitting method, Minimum Probability Flow (MPF), which is applicable to any parametric model. We…

Machine Learning · Computer Science 2020-07-21 Jascha Sohl-Dickstein , Peter Battaglino , Michael R. DeWeese

This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…

Optimization and Control · Mathematics 2019-11-26 Masaki Ogura , Masako Kishida , James Lam

We consider the problem of inferring the unknown parameters of a stochastic biochemical network model from a single measured time-course of the concentration of some of the involved species. Such measurements are available, e.g., from…

Molecular Networks · Quantitative Biology 2011-11-22 Christian L. Muller , Rajesh Ramaswamy , Ivo F. Sbalzarini

Focusing on identification, this paper develops techniques to reconstruct zero and nonzero elements of a sparse parameter vector of a stochastic dynamic system under feedback control, for which the current input may depend on the past…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Wenxiao Zhao , George G. Yin , Er-Wei Bai

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

This paper discusses an optimization method called Modified Bee Colony algorithm (MBC) based on a particular intelligent behavior of honeybee swarms. The algorithm was checked in a few benchmarks like Shekel, Rozenbroke, Himmelblau and…

Computational Engineering, Finance, and Science · Computer Science 2020-03-06 Vasiliy V. Grigoriev , Oleg Iliev , Petr N. Vabishchevich

Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their…

Machine Learning · Statistics 2021-01-01 Peng Zheng , Aleksandr Y. Aravkin , Karthikeyan Natesan Ramamurthy

In high energy density physics (HEDP) and inertial confinement fusion (ICF), predictive modeling is complicated by uncertainty in parameters that characterize various aspects of the modeled system, such as those characterizing material…

We study the problem of selecting most informative subset of a large observation set to enable accurate estimation of unknown parameters. This problem arises in a variety of settings in machine learning and signal processing including…

Signal Processing · Electrical Eng. & Systems 2019-05-27 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

Owing to additive manufacturing techniques, a structure at millimeter length scale (macroscale) can be produced by using a lattice substructure at micrometer length scale (microscale). Such a system is called a metamaterial at the…

Computational Engineering, Finance, and Science · Computer Science 2019-11-25 H. Yang , B. E. Abali , W. H. Müller , D. Timofeev

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

The two-scale computational homogenization method is proposed for modelling of locally periodic fluid-saturated media subjected a to large deformation induced by quasistatic loading. The periodic heterogeneities are relevant to the…

Numerical Analysis · Mathematics 2022-02-11 Vladimír Lukeš , Eduard Rohan

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

This paper continues earlier work and is concerned with the inverse problem of parameter identification in variational inequalities of the second kind that does not only treat the parameter linked to a bilinear form, but importantly also…

Optimization and Control · Mathematics 2021-01-01 Joachim Gwinner

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

We are interested in the localization of defects in non-absorbing inhomogeneous media with far-field measurements generated by plane waves. In localization problems, most so-called sampling methods are based on a characterization involving…

Numerical Analysis · Mathematics 2013-04-02 Yann Grisel , Jérémie Fourbil , Vincent Mouysset

This paper concerns the analysis of a multiscale method for wave propagation problems in microscopically nonhomogeneous media. A direct numerical approximation of such problems is prohibitively expensive as it requires resolving the…

Numerical Analysis · Mathematics 2017-02-20 Doghonay Arjmand , Olof Runborg

Given data drawn from a collection of Gaussian variables with a common mean but different and unknown variances, what is the best algorithm for estimating their common mean? We present an intuitive and efficient algorithm for this task. As…

Statistics Theory · Mathematics 2023-12-06 Spencer Compton , Gregory Valiant
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