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This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

Penalized B-splines are routinely used in additive models to describe smooth changes in a response with quantitative covariates. It is typically done through the conditional mean in the exponential family using generalized additive models…

Methodology · Statistics 2020-05-12 Philippe Lambert

It is tested whether machine learning methods can be used for preconditioning to increase the performance of the linear solver -- the backbone of the semi-implicit, grid-point model approach for weather and climate models. Embedding the…

Atmospheric and Oceanic Physics · Physics 2020-10-07 Jan Ackmann , Peter D. Düben , Tim N. Palmer , Piotr K. Smolarkiewicz

This paper proposes a method for improved CTC inference with searched intermediates and multi-pass conditioning. The paper first formulates self-conditioned CTC as a probabilistic model with an intermediate prediction as a latent…

Computation and Language · Computer Science 2022-04-04 Tatsuya Komatsu , Yusuke Fujita , Jaesong Lee , Lukas Lee , Shinji Watanabe , Yusuke Kida

Compressive sampling has been widely used for sparse polynomial chaos (PC) approximation of stochastic functions. The recovery accuracy of compressive sampling highly depends on the incoherence properties of the measurement matrix. In this…

Computation · Statistics 2018-10-17 Negin Alemazkoor , Hadi Meidani

This paper is focused on the convergence analysis of an adaptive stochastic collocation algorithm for the stationary diffusion equation with parametric coefficient. The algorithm employs sparse grid collocation in the parameter domain…

Numerical Analysis · Mathematics 2025-01-22 Alex Bespalov , Andrey Savinov

We introduce RandRAND, a new class of randomized preconditioning methods for large-scale linear systems. RandRAND deflates the spectrum via efficient orthogonal projections onto random subspaces, without computing eigenpairs or low-rank…

Numerical Analysis · Mathematics 2025-09-25 Oleg Balabanov , Caleb Ju , Kaiwen He , Aryaman Jeendgar , Michael W. Mahoney

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

Numerical Analysis · Mathematics 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

A preconditioning strategy for the Powell-Hestenes-Rockafellar Augmented Lagrangian method (ALM) is presented. The scheme exploits the structure of the Augmented Lagrangian Hessian. It is a modular preconditioner consisting of two blocks.…

Optimization and Control · Mathematics 2017-02-24 AM Sajo-Castelli

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. In this paper, we study the stochastic collocation methods that can be combined with reduced basis…

Numerical Analysis · Mathematics 2022-04-19 Heyrim Cho , Howard C. Elman

Online optimisation facilitates the solution of dynamic inverse problems, such as image stabilisation, fluid flow monitoring, and dynamic medical imaging. In this paper, we improve upon previous work on predictive online primal-dual methods…

Optimization and Control · Mathematics 2025-02-28 Neil Dizon , Jyrki Jauhiainen , Tuomo Valkonen

We present a new predictor combination algorithm that improves a given task predictor based on potentially relevant reference predictors. Existing approaches are limited in that, to discover the underlying task dependence, they either…

Computer Vision and Pattern Recognition · Computer Science 2019-04-11 Kwang In Kim , Hyung Jin Chang

This paper provides a provably quasi-optimal preconditioning strategy of the linear Schr\"odinger eigenvalue problem with periodic potentials for a possibly non-uniform spatial expansion of the domain. The quasi-optimality is achieved by…

Numerical Analysis · Mathematics 2022-11-17 Benjamin Stamm , Lambert Theisen

We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…

Statistics Theory · Mathematics 2016-03-28 Zudi Lu , Arvid Lundervold , Dag Tjøstheim , Qiwei Yao

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

Optimization and Control · Mathematics 2011-09-14 Q. Tran Dinh , C. Savorgnan , M. Diehl

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

Online alignment in machine translation refers to the task of aligning a target word to a source word when the target sequence has only been partially decoded. Good online alignments facilitate important applications such as lexically…

Computation and Language · Computer Science 2022-04-05 Soumya Chatterjee , Sunita Sarawagi , Preethi Jyothi

The aim of this article is to propose a new reduced-order modelling approach for parametric eigenvalue problems arising in electronic structure calculations. Namely, we develop nonlinear reduced basis techniques for the approximation of…

Numerical Analysis · Mathematics 2025-11-19 Maxime Dalery , Genevieve Dusson , Virginie Ehrlacher , Alexei Lozinski

In this contribution we present a survey of concepts in localized model order reduction methods for parameterized partial differential equations. The key concept of localized model order reduction is to construct local reduced spaces that…

Numerical Analysis · Mathematics 2019-10-29 Andreas Buhr , Laura Iapichino , Mario Ohlberger , Stephan Rave , Felix Schindler , Kathrin Smetana