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Parameter inference for stochastic differential equations is challenging due to the presence of a latent diffusion process. Working with an Euler-Maruyama discretisation for the diffusion, we use variational inference to jointly learn the…

Computation · Statistics 2018-05-15 Thomas Ryder , Andrew Golightly , A. Stephen McGough , Dennis Prangle

V.I. Arnold has recently defined the complexity of finite sequences of zeroes and ones in terms of periods and preperiods of attractors of a dynamic system of the operator of finite differentiation. Arnold has set up a hypothesis that the…

Number Theory · Mathematics 2007-10-11 E. Yu. Lerner

We derive algorithms for higher order derivative computation of the rectangular $QR$ and eigenvalue decomposition of symmetric matrices with distinct eigenvalues in the forward and reverse mode of algorithmic differentiation (AD) using…

Data Structures and Algorithms · Computer Science 2010-02-19 S. F. Walter , L. Lehmann

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

Optimization and Control · Mathematics 2025-11-03 Damilola Fasiku , Wentao Tang

Analog dynamical accelerators (DXs) are a growing sub-field in computer architecture research, offering order-of-magnitude gains in power efficiency and latency over traditional digital methods in several machine learning, optimization, and…

Machine Learning · Computer Science 2025-05-08 Matthew X. Burns , Qingyuan Hou , Michael C. Huang

Predictive uncertainty estimation is essential for deploying Deep Neural Networks in real-world autonomous systems. However, most successful approaches are computationally intensive. In this work, we attempt to address these challenges in…

Computer Vision and Pattern Recognition · Computer Science 2022-07-22 Gianni Franchi , Xuanlong Yu , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , David Filliat

Differentiation is an important task in control, observation and fault detection. Levant's differentiator is unique, since it is able to estimate exactly and robustly the derivatives of a signal with a bounded high-order derivative.…

Optimization and Control · Mathematics 2020-11-05 Jaime A. Moreno

As a non-linear extension of the classic Linear Discriminant Analysis(LDA), Deep Linear Discriminant Analysis(DLDA) replaces the original Categorical Cross Entropy(CCE) loss function with eigenvalue-based loss function to make a deep neural…

Computer Vision and Pattern Recognition · Computer Science 2022-06-14 Wen Lu

Deep learning has been widely applied to solve partial differential equations (PDEs) in computational fluid dynamics. Recent research proposed a PDE correction framework that leverages deep learning to correct the solution obtained by a PDE…

Machine Learning · Computer Science 2024-04-30 Shaocong Ma , James Diffenderfer , Bhavya Kailkhura , Yi Zhou

It is generally well understood that predictive classification and compression are intrinsically related concepts in information theory. Indeed, many deep learning methods are explained as learning a kind of compression, and that better…

Machine Learning · Computer Science 2024-10-22 John Hurwitz , Charles Nicholas , Edward Raff

The high computational complexity associated with training deep neural networks limits online and real-time training on edge devices. This paper proposed an end-to-end training and inference scheme that eliminates multiplications by…

Machine Learning · Computer Science 2026-05-05 Arnab Sanyal , Peter A. Beerel , Keith M. Chugg

Linear computation coding is concerned with the compression of multidimensional linear functions, i.e. with reducing the computational effort of multiplying an arbitrary vector to an arbitrary, but known, constant matrix. This paper…

Information Theory · Computer Science 2025-07-02 Hans Rosenberger , Johanna S. Fröhlich , Ali Bereyhi , Ralf R. Müller

The advent of Large Language Models (LLMs) has revolutionized text generation, producing outputs that closely mimic human writing. This blurring of lines between machine- and human-written text presents new challenges in distinguishing one…

Computation and Language · Computer Science 2024-10-29 Cong Zeng , Shengkun Tang , Xianjun Yang , Yuanzhou Chen , Yiyou Sun , zhiqiang xu , Yao Li , Haifeng Chen , Wei Cheng , Dongkuan Xu

In this paper, we apply results on number systems based on continued fraction expansions to modular arithmetic. We provide two new algorithms in order to compute modular multiplication and modular division. The presented algorithms are…

Data Structures and Algorithms · Computer Science 2013-03-15 Mourad Gouicem

In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…

Computational Physics · Physics 2025-06-03 He Zhang

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Understanding the global optimality in deep learning (DL) has been attracting more and more attention recently. Conventional DL solvers, however, have not been developed intentionally to seek for such global optimality. In this paper we…

Machine Learning · Statistics 2017-11-21 Ziming Zhang , Yuanwei Wu , Guanghui Wang

Matrix multiplication computation acceleration has been a research hotspot across various domains. Due to the characteristics of some applications, approximate matrix multiplication can achieve significant performance improvements without…

Numerical Analysis · Mathematics 2024-05-28 Hongyaoxing Gu

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen