Related papers: Probabilistic Interpretation of Linear Solvers
In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…
We present a uniform analysis of biased stochastic gradient methods for minimizing convex, strongly convex, and non-convex composite objectives, and identify settings where bias is useful in stochastic gradient estimation. The framework we…
We study the conjugate gradient method for solving s system of linear equations with coefficients which are measurable functions and establish the rate of convergence of this method.
We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…
Network interpretation as an effort to reveal the features learned by a network remains largely visualization-based. In this paper, our goal is to tackle semantic network interpretation at both filter and decision level. For filter-level…
Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…
Building robust, interpretable, and secure AI system requires quantifying and representing uncertainty under a probabilistic perspective to mimic human cognitive abilities. However, probabilistic computation presents significant challenges…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…
Linear equations play a pivotal role in many areas of science and engineering, making efficient solutions to linear systems highly desirable. The development of quantum algorithms for solving linear systems has been a significant…
In this paper we propose a general approach to define a many-valued preferential interpretation of gradual argumentation semantics. The approach allows for conditional reasoning over arguments and boolean combination of arguments, with…
We give a specific method to solve with quadratic complexity the linear systems arising in known algorithms to deal with the sign determination problem. In particular, this enable us to improve the complexity bound for sign determination in…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…
We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…
This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…
Conformal prediction has emerged as a widely used framework for constructing valid prediction sets in classification and regression tasks. In this work, we extend the split conformal prediction framework to hierarchical classification,…
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…