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We develop TwinKernel methods for nonparametric estimation of intensity functions of point processes. Building on the general TwinKernel framework and combining it with martingale techniques for counting processes, we construct estimators…
We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian,…
Over the last two decades, several fast, robust, and high-order accurate methods have been developed for solving the Poisson equation in complicated geometry using potential theory. In this approach, rather than discretizing the partial…
We study the problem of estimating the value of a known smooth function $f$ at an unknown point $\boldsymbol{\mu} \in \mathbb{R}^n$, where each component $\mu_i$ can be sampled via a noisy oracle. Sampling more frequently components of…
This paper suggests a new method for determining the search area for a motion estimation algorithm based on block matching. The search area is adaptively found in the proposed method for each frame block. This search area is similar to that…
We present a new algorithm to rapidly compute the two-point (2PCF), three-point (3PCF) and n-point (n-PCF) correlation functions in roughly O(N log N) time for N particles, instead of O(N^n) as required by brute force approaches. The…
We consider the problem of sequentially maximizing an unknown function $f$ over a set of actions of the form $(s,\mathbf{x})$, where the selected actions must satisfy a safety constraint with respect to an unknown safety function $g$. We…
This paper presents an accelerated quadrature scheme for the evaluation of layer potentials in three dimensions. Our scheme combines a generic, high order quadrature method for singular kernels called Quadrature by Expansion (QBX) with a…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…
We initiate the study of quantum algorithms for optimizing approximately convex functions. Given a convex set ${\cal K}\subseteq\mathbb{R}^{n}$ and a function $F\colon\mathbb{R}^{n}\to\mathbb{R}$ such that there exists a convex function…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
In our recent publication [1] we presented an exponential series approximation suitable for highly accurate computation of the complex error function in a rapid algorithm. In this Short Communication we describe how a simplified…
We construct a simple symplectic map to study the dynamics of eccentric orbits in non-spherical potentials. The map offers a dramatic improvement in speed over traditional integration methods, while accurately representing the qualitative…
Rational approximation is a powerful tool to obtain accurate surrogates for nonlinear functions that are easy to evaluate and linearize. The interpolatory adaptive Antoulas--Anderson (AAA) method is one approach to construct such…
Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
Since introduced by Martinet and Rockafellar, the proximal point algorithm was generalized in many fruitful directions. More recently, in 2002, Pennanen studied the proximal point algorithm without monotonicity. A year later, Iusem and…
Many methods have been developed for planning the motion of robotic arms for picking and placing, ranging from local optimization to global search techniques, which are effective for sparsely placed objects. Dense clutter, however, still…
This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…