Related papers: Discrete Gaussian Sampling Reduces to CVP and SVP
We study the fundamental problem of the construction of optimal randomization in Differential Privacy. Depending on the clipping strategy or additional properties of the processing function, the corresponding sensitivity set theoretically…
Improving on the Voronoi cell based techniques of Micciancio and Voulgaris (SIAM J. Comp. 13), and Sommer, Feder and Shalvi (SIAM J. Disc. Math. 09), we give a Las Vegas $\tilde{O}(2^n)$ expected time and space algorithm for CVPP (the…
In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…
We consider a distributed learning problem in which the computation is carried out on a system consisting of a master node and multiple worker nodes. In such systems, the existence of slow-running machines called stragglers will cause a…
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…
We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…
In the study of rarefied gas dynamics, the discrete velocity method (DVM) has been widely employed to solve the gas kinetic equations. Although various versions of DVM have been developed, their performance, in terms of accuracy and…
We present GP-4DGS, a novel framework that integrates Gaussian Processes (GPs) into 4D Gaussian Splatting (4DGS) for principled probabilistic modeling of dynamic scenes. While existing 4DGS methods focus on deterministic reconstruction,…
Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…
We consider the problem of computing a Gaussian approximation to the posterior distribution of a parameter given a large number N of observations and a Gaussian prior, when the dimension of the parameter d is also large. To address this…
We give a polynomial time approximation scheme (PTAS) for computing the supremum of a Gaussian process. That is, given a finite set of vectors $V\subseteq\mathbb{R}^d$, we compute a $(1+\varepsilon)$-factor approximation to $\mathop…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can communicate with its neighbors via a network. To handle this…
Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…
Support vector machine (SVM) is a well known binary linear classification model in supervised learning. This paper proposes a globalized distributionally robust chance-constrained (GDRC) SVM model based on core sets to address uncertainties…
We introduce a novel stochastic variational inference method for Gaussian process ($\mathcal{GP}$) regression, by deriving a posterior over a learnable set of coresets: i.e., over pseudo-input/output, weighted pairs. Unlike former free-form…
We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…
In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…
We define two new problems called SIAP and CAP related to solving SIVP and CVP in a subset of lattices called Simultaneous Approximation (SA) lattices. We give dimension- and gap-preserving, deterministic polynomial-time and space…
3D Gaussian splatting (3DGS) has shown its detailed expressive ability and highly efficient rendering speed in the novel view synthesis (NVS) task. The application to inverse rendering still faces several challenges, as the discrete nature…
There has been significant recent work on the theory and application of randomized coordinate descent algorithms, beginning with the work of Nesterov [SIAM J. Optim., 22(2), 2012], who showed that a random-coordinate selection rule achieves…