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We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
We consider a variety of NP-Complete network connectivity problems. We introduce a novel dual-based approach to approximating network design problems with cut-based linear programming relaxations. This approach gives a $3/2$-approximation…
Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…
Propensity score matching is a common tool for adjusting for observed confounding in observational studies, but is known to have limitations in the presence of unmeasured confounding. In many settings, researchers are confronted with…
A relativistic fluid in 3+1 dimensions with a global $U(1)$ symmetry admits nine independent static susceptibilities at the second order in the hydrodynamic derivative expansion, which capture the response of the fluid in thermal…
Answer Set Programming (ASP) is a popular framework for modeling combinatorial problems. However, ASP cannot easily be used for reasoning about uncertain information. Possibilistic ASP (PASP) is an extension of ASP that combines…
In this paper, we study a sequential decision-making problem, called Adaptive Sampling for Discovery (ASD). Starting with a large unlabeled dataset, algorithms for ASD adaptively label the points with the goal to maximize the sum of…
We consider a setting in which $N$ agents aim to speedup a common Stochastic Approximation (SA) problem by acting in parallel and communicating with a central server. We assume that the up-link transmissions to the server are subject to…
Several stochastic simulation algorithms (SSAs) have been recently proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this paper, two commonly used SSAs are studied. The first SSA is an on-lattice…
Neuro-symbolic artificial intelligence (AI) systems typically couple a neural perception module to a discrete symbolic solver through a non-differentiable boundary, preventing constraint-satisfaction feedback from reaching the perception…
The alternating direction method of multipliers (ADMM) is widely used for solving large-scale semidefinite programs (SDPs), yet on instances with multiple primal-dual optimal solution pairs, it often enters prolonged slow-convergence…
Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…
We present the first application of a variance-based sensitivity analysis (SA) to a model that aims to predict the evolution and properties of the whole galaxy population. SA is a well-established technique in other quantitative sciences,…
Conventional analysis of neuroscience data involves computing average neural activity over a group of trials and/or a period of time. This approach may be particularly problematic when assessing the response patterns of neurons to more than…
For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…
Small-angle X-ray or neutron scattering (SAXS/SANS/SAS) is widely used to obtain structural information on biomolecules or soft-matter complexes in solution. Deriving a molecular interpretation of the scattering signals requires methods for…
Many atomic descriptors are currently limited by their unfavourable scaling with the number of chemical elements $S$ e.g. the length of body-ordered descriptors, such as the Smooth Overlap of Atomic Positions (SOAP) power spectrum (3-body)…
In this paper we propose a solution to the need for a fast particle transport algorithm in Online Adaptive Proton Therapy capable of cheaply, but accurately computing the changes in patient dose metrics as a result of changes in the system…