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A class of monotone operator equations, which can be decomposed into sum of the gradient of a strongly convex function and a linear and skew-symmetric operator, is considered in this work. Based on discretization of the generalized gradient…

Optimization and Control · Mathematics 2025-01-22 Long Chen , Jingrong Wei

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

We propose an adaptive mixed precision and dynamically scaled preconditioned conjugate gradient algorithm (AMP-PCG). It dynamically adjusts the precision for storing vectors and computing, exploiting low precision when appropriate, while…

Numerical Analysis · Mathematics 2025-05-08 Yichen Guo , Eric de Sturler , Tim Warburton

This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…

Machine Learning · Computer Science 2024-12-30 Andrzej Cichocki , Sergio Cruces , Auxiliadora Sarmiento , Toshihisa Tanaka

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

The adaptive $s$-step CG algorithm is a solver for sparse, symmetric positive definite linear systems designed to reduce the synchronization cost per iteration while still achieving a user-specified accuracy requirement. In this work, we…

Numerical Analysis · Mathematics 2019-08-13 Erin C. Carson

Global probabilistic inversion within the latent space learned by a Generative Adversarial Network (GAN) has been recently demonstrated. Compared to inversion on the original model space, using the latent space of a trained GAN can offer…

Multivariate time series analysis is becoming an integral part of data analysis pipelines. Understanding the individual time point connections between covariates as well as how these connections change in time is non-trivial. To this aim,…

Machine Learning · Statistics 2021-02-04 Federico Ciech , Veronica Tozzo

In this work, we extend a modified Anderson acceleration proposed in [Y. He, arXiv:2603.25983, 2026] to accelerate the Picard iteration for the Navier-Stokes equations. In this variant of Anderson acceleration, named AAg, the nonlinear…

Numerical Analysis · Mathematics 2026-05-19 Yunhui He , Leo Rebholz

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

A generalized covariant method of analysis applicable to frames for which time is not orthogonal to space, such as spacetime around a star possessing angular momentum or on a rotating disk, is presented. Important aspects of such an…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Robert D. Klauber

In this paper, we propose decentralized and scalable algorithms for Gaussian process (GP) training and prediction in multi-agent systems. To decentralize the implementation of GP training optimization algorithms, we employ the alternating…

Machine Learning · Statistics 2022-03-08 George P. Kontoudis , Daniel J. Stilwell

Human trajectory forecasting requires capturing the multimodal nature of pedestrian behavior. However, existing approaches suffer from prior misalignment. Their learned or fixed priors often fail to capture the full distribution of…

Computer Vision and Pattern Recognition · Computer Science 2026-04-15 Chao Li , Rui Zhang , Siyuan Huang , Xian Zhong , Hongbo Jiang

We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…

Optimization and Control · Mathematics 2019-11-07 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

We consider adaptive finite element methods (AFEMs) with inexact algebraic solvers for second-order symmetric linear elliptic diffusion problems. Optimal complexity of AFEM, i.e., optimal convergence rates with respect to the overall…

Numerical Analysis · Mathematics 2026-04-10 Paula Hilbert , Ani Miraçi , Dirk Praetorius

While multilinear algebra appears natural for studying the multiway interactions modeled by hypergraphs, tensor methods for general hypergraphs have been stymied by theoretical and practical barriers. A recently proposed adjacency tensor is…

Numerical Analysis · Mathematics 2024-04-05 Sinan G. Aksoy , Ilya Amburg , Stephen J. Young

Generative Adversarial Network (GAN) and its variants exhibit state-of-the-art performance in the class of generative models. To capture higher-dimensional distributions, the common learning procedure requires high computational complexity…

Machine Learning · Computer Science 2018-04-02 Xingwei Cao , Xuyang Zhao , Qibin Zhao

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…

Optimization and Control · Mathematics 2026-01-21 Andrew Zheng , Adam R. Stinchcombe

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

Optimization and Control · Mathematics 2018-01-16 Mert Gurbuzbalaban , Asuman Ozdaglar , Pablo Parrilo