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Estimating the shape of an elliptical distribution is a fundamental problem in statistics. One estimator for the shape matrix, Tyler's M-estimator, has been shown to have many appealing asymptotic properties. It performs well in numerical…

Data Structures and Algorithms · Computer Science 2021-09-16 Cole Franks , Ankur Moitra

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

We investigate a parallelization strategy for dense matrix factorization (DMF) algorithms, using OpenMP, that departs from the legacy (or conventional) solution, which simply extracts concurrency from a multithreaded version of BLAS. This…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-20 Sandra Catalán , Adrián Castelló , Francisco D. Igual , Rafael Rodríguez-Sánchez , Enrique S. Quintana-Ortí

We introduce a simple yet effective sampling-based planner that is tailored for bottleneck pathfinding: Given an implicitly-defined cost map $\mathcal{M}:\mathbb{R}^d\rightarrow \mathbb{R}$, which assigns to every point in space a real…

Robotics · Computer Science 2016-09-28 Kiril Solovey , Dan Halperin

Prior to the recent development of symplectic integrators, the time-stepping operator $\e^{h(A+B)}$ was routinely decomposed into a sum of products of $\e^{h A}$ and $\e^{hB}$ in the study of hyperbolic partial differential equations. In…

Numerical Analysis · Mathematics 2010-05-14 Siu A. Chin , Jurgen Geiser

Traditional multi-robot motion planning (MMP) focuses on computing trajectories for multiple robots acting in an environment, such that the robots do not collide when the trajectories are taken simultaneously. In safety-critical…

Robotics · Computer Science 2023-03-15 Justin Kottinger , Shaull Almagor , Morteza Lahijanian

We consider Lie and Strang splitting for the time integration of constrained partial differential equations with a nonlinear reaction term. Since such systems are known to be sensitive with respect to perturbations, the splitting procedure…

Numerical Analysis · Mathematics 2016-07-27 Robert Altmann , Alexander Ostermann

While large training datasets generally offer improvement in model performance, the training process becomes computationally expensive and time consuming. Distributed learning is a common strategy to reduce the overall training time by…

Machine Learning · Statistics 2021-10-22 Nicole Mücke , Enrico Reiss , Jonas Rungenhagen , Markus Klein

Bi-directional search is a widely used strategy to increase the success and convergence rates of sampling-based motion planning algorithms. Yet, few results are available that merge both bi-directional search and asymptotic optimality into…

Robotics · Computer Science 2016-01-05 Joseph A. Starek , Javier V. Gomez , Edward Schmerling , Lucas Janson , Luis Moreno , Marco Pavone

Recent advances in {matrix-mimetic} tensor frameworks have made it possible to preserve linear algebraic properties for multilinear data analysis and, as a result, to obtain optimal representations of multiway data. Matrix mimeticity arises…

Numerical Analysis · Mathematics 2024-06-12 Elizabeth Newman , Katherine Keegan

We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Paul N. Beuchat , Joseph Warrington , John Lygeros

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

Numerical Analysis · Mathematics 2025-09-12 Jingyu Yang , Shingyu Leung , Jianliang Qian , Hao Liu

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…

Optimization and Control · Mathematics 2016-12-08 Ganzhao Yuan , Wei-Shi Zheng , Bernard Ghanem

The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…

Chemical Physics · Physics 2024-09-26 Julien Roulet , Jiří Vaníček

The calibration and training of a neural network is a complex and time-consuming procedure that requires significant computational resources to achieve satisfactory results. Key obstacles are a large number of hyperparameters to select and…

Machine Learning · Computer Science 2023-09-07 Raffaele Giuseppe Cestari , Gabriele Maroni , Loris Cannelli , Dario Piga , Simone Formentin

Many problems in optimization theory are strongly nonlinear in the traditional sense but possess a hidden linear structure over suitable idempotent semirings. After an overview of `Idempotent Mathematics' with an emphasis on matrix theory,…

Numerical Analysis · Mathematics 2025-10-20 Grigori Litvinov , Andrei Sobolevskii

In this study, a new $\Delta$-evaluation method is introduced for solving a column permutation problem defined on a sparse binary matrix with the consecutive ones property. This problem models various $\mathcal{NP}$-hard problems in graph…

Artificial Intelligence · Computer Science 2024-09-10 Júnior R. Lima , Viníicius Gandra M. Santos , Marco Antonio M. Carvalho

We introduce a unified framework for iterative reasoning that leverages non-Euclidean geometry via Bregman divergences, higher-order operator averaging, and adaptive feedback mechanisms. Our analysis establishes that, under mild smoothness…

Machine Learning · Computer Science 2025-02-07 Jacob Fein-Ashley

The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be easily incorporated into software that now uses the…

Numerical Analysis · Mathematics 2017-06-30 Cédric M. Campos , J. M. Sanz-Serna

This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…

Methodology · Statistics 2025-02-18 Rutger-Jan Lange
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