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An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error representations based on space-time cells is…

Numerical Analysis · Mathematics 2012-11-16 Fardin Saedpanah

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We introduce quantitative and robust tools to control the numerical accuracy in simulations performed using the Multiscale Finite Element Method (MsFEM). First, we propose a guaranteed and fully computable a posteriori error estimate for…

Numerical Analysis · Mathematics 2018-05-09 Ludovic Chamoin , Frederic Legoll

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

Optimization and Control · Mathematics 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

We present asymptotic results for the regression-adjusted version of approximate Bayesian computation introduced by Beaumont(2002). We show that for an appropriate choice of the bandwidth, regression adjustment will lead to a posterior…

Statistics Theory · Mathematics 2017-11-29 Wentao Li , Paul Fearnhead

A simple bilevel variational problem where the lower level is a variational inequality while the upper level is an optimization problem is studied. We consider an inexact version of the lower problem, which guarantees enough regularity to…

Optimization and Control · Mathematics 2025-10-22 Giancarlo Bigi , Riccardo Tomassini

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Anders Eriksson , Carl Olsson , Fredrik Kahl , Tat-Jun Chin

In this paper we present an inexact proximal point method for variational inequality problem on Hadamard manifolds and study its convergence properties. The proposed algorithm is inexact in two sense. First, each proximal subproblem is…

Optimization and Control · Mathematics 2021-03-04 G. C. Bento , O. P. Ferreira , E. A. Papa Quiroz

In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…

Numerical Analysis · Computer Science 2017-09-08 Przemysław Gospodarczyk , Paweł Woźny

We define an a posteriori verification procedure that enables to control and certify PGD-based model reduction techniques applied to parametrized linear elliptic or parabolic problems. Using the concept of constitutive relation error, it…

Numerical Analysis · Mathematics 2018-06-22 Ludovic Chamoin , Florent Pled , Pierre-Eric Allier , Pierre Ladevèze

We present a method for dimensionality reduction of an affine variational inequality (AVI) defined over a compact feasible region. Centered around the Johnson Lindenstrauss lemma, our method is a randomized algorithm that produces with high…

Optimization and Control · Mathematics 2014-11-11 Bharat Prabhakar , Ankur A. Kulkarni

This paper investigates online algorithms for smooth time-varying optimization problems, focusing first on methods with constant step-size, momentum, and extrapolation-length. Assuming strong convexity, precise results for the tracking…

Optimization and Control · Mathematics 2024-07-16 Liam Madden , Stephen Becker , Emiliano Dall'Anese

We propose and analyse residual-based a posteriori error estimates for the virtual element discretisation applied to the thin plate vibration problem in both two and three dimensions. Our approach involves a conforming $C^1$ discrete…

Numerical Analysis · Mathematics 2025-07-10 Franco Dassi , Andres E. Rubiano , Iván Velásquez

In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…

Numerical Analysis · Mathematics 2018-04-05 B. Endtmayer , U. Langer , T. Wick

In a previous work, we introduced a discretization scheme for a constrained optimal control problem involving the fractional Laplacian. For such a control problem, we derived optimal a priori error estimates that demand the convexity of the…

Optimization and Control · Mathematics 2016-03-31 Harbir Antil , Enrique Otarola

The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…

Numerical Analysis · Mathematics 2021-01-05 Aleksey Alekseev , Alexander Bondarev

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

Methodology · Statistics 2020-04-03 Chaitanya Joshi , Fabrizio Ruggeri

Computable estimates for the error of finite element discretisations of parabolic problems in the $L^\infty(0,T; L^2)$ norm are developed, which exhibit constant effectivities (the ratio of the estimated error to the true error) with…

Numerical Analysis · Mathematics 2018-03-09 Oliver J. Sutton

A posteriori error estimates are derived in the context of two-dimensional structural elastic shape optimization under the compliance objective. It is known that the optimal shape features are microstructures that can be constructed using…

Numerical Analysis · Mathematics 2015-01-30 Benedict Geihe , Martin Rumpf