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This paper proposes a data-adaptive factor model (DAFM), a novel framework for extracting common factors that explain the structures of high-dimensional data. DAFM adopts a composite quantile strategy to adaptively capture the full…

Methodology · Statistics 2025-10-02 Seeun Park , Hee-Seok Oh

The direct and indirect boundary element methods, accelerated via the fast multipole method, are applied to numerical simulation of room acoustics for large rooms of volume $\sim 150$ $m^{3}$ and frequencies up to 5 kHz on a workstation. As…

Numerical Analysis · Mathematics 2021-09-22 Nail A. Gumerov , Ramani Duraiswami

We present tests of comparison between our versions of the Fast Multipole Algorithm (FMA) and ``classic'' tree-code to evaluate gravitational forces in particle systems. We have optimized the Greengard's original version of FMA allowing for…

Astrophysics · Physics 2016-08-30 R. Capuzzo-Dolcetta , P. Miocchi

We propose a high-order FDTD scheme based on the correction function method (CFM) to treat interfaces with complex geometry without increasing the complexity of the numerical approach for constant coefficients. Correction functions are…

Numerical Analysis · Mathematics 2020-02-18 Yann-Meing Law , Alexandre Noll Marques , Jean-Christophe Nave

This work presents a highly optimized computational framework for the Discrete Dipole Approximation, a numerical method for calculating the optical properties associated with a target of arbitrary geometry that is widely used in…

Instrumentation and Methods for Astrophysics · Physics 2009-08-07 James Mc Donald , Aaron Golden , S. Gerard Jennings

Complex networks have been studied in recent years due to their relevance in biological, social and technical real systems, such as the world wide web, social networks and biochemical interactions. One of the most current features of…

Physics and Society · Physics 2024-02-13 Pablo Pavón-Domínguez , Soledad Moreno-Pulido

Fast algorithms for the computation of $N$-body problems can be broadly classified into mesh-based interpolation methods, and hierarchical or multiresolution methods. To this last class belongs the well-known fast multipole method (FMM),…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-21 Felipe A. Cruz , Matthew G. Knepley , L. A. Barba

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…

Machine Learning · Computer Science 2016-04-05 Changkyu Song , Sejong Yoon , Vladimir Pavlovic

We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…

Computation · Statistics 2023-05-19 Philip Greengard , Manas Rachh , Alex Barnett

The alternating direction method of multipliers (ADMM) is a versatile tool for solving a wide range of constrained optimization problems, with differentiable or non-differentiable objective functions. Unfortunately, its performance is…

Machine Learning · Computer Science 2017-07-20 Zheng Xu , Mario A. T. Figueiredo , Tom Goldstein

We propose a new Monte Carlo method for sampling from multimodal distributions. The idea of this technique is based on splitting the task into two: finding the modes of a target distribution $\pi$ and sampling, given the knowledge of the…

Computation · Statistics 2019-01-14 Emilia Pompe , Chris Holmes , Krzysztof Łatuszyński

This paper applies the Recursive Projection Method (RPM) to the problem of finding the effective mechanical response of a periodic heterogeneous solid. Previous works apply the Fast Fourier Transform (FFT) in combination with various…

Computational Engineering, Finance, and Science · Computer Science 2020-03-18 Xiaoyao Peng , Dhriti Nepal , Kaushik Dayal

We present a new algorithm, Fractional Decomposition Tree (FDT) for finding a feasible solution for an integer program (IP) where all variables are binary. FDT runs in polynomial time and is guaranteed to find a feasible integer solution…

Discrete Mathematics · Computer Science 2020-08-12 Robert D. Carr , Arash Haddadan , Cynthia A. Phillips

An adaptive modeling method (AMM) that couples a deep neural network potential and a classical force field is introduced to address the accuracy-efficiency dilemma faced by the molecular simulation community. The AMM simulated system is…

Chemical Physics · Physics 2018-11-14 Linfeng Zhang , Han Wang , Weinan E

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

Fractional polynomials are widely used for dose-response modelling, and recent Bayesian fractional polynomial work has renewed interest in this finite model class. We propose PMM-FP, a frequentist extension of Kunchenko's polynomial…

Methodology · Statistics 2026-05-26 Serhii Zabolotnii

In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…

General Mathematics · Mathematics 2023-10-26 Alireza Khalili Golmankhaneh , Donatella Bongiorno

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

We present the design and implementation details of a geometric multigrid method on adaptively refined meshes for massively parallel computations. The method uses local smoothing on the refined part of the mesh. Partitioning is achieved by…

Numerical Analysis · Computer Science 2021-08-04 Thomas C. Clevenger , Timo Heister , Guido Kanschat , Martin Kronbichler