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We study the general approach to accelerating the convergence of the most widely used solution method of Markov decision processes with the total expected discounted reward. Inspired by the monotone behavior of the contraction mappings in…

Optimization and Control · Mathematics 2008-03-28 Oleksandr Shlakhter , Chi-Guhn Lee , Dmitry Khmelev , Nasser Jaber

A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…

Robotics · Computer Science 2023-09-26 Patrick Zhong , Federico Rossi , Dylan A. Shell

A novel parallel algorithm for matrix multiplication is presented. The hyper-systolic algorithm makes use of a one-dimensional processor abstraction. The procedure can be implemented on all types of parallel systems. It can handle…

Mathematical Software · Computer Science 2007-05-23 Thomas Lippert , Nikolay Petkov , Paolo Palazzari , Klaus Schilling

We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…

Machine Learning · Statistics 2017-05-23 Renbo Zhao , William B. Haskell , Jiashi Feng

We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…

Optimization and Control · Mathematics 2023-07-14 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…

Numerical Analysis · Mathematics 2024-06-21 Sina Ober-Blöbaum , Theresa Wenger , Tobias Gail , Sigrid Leyendecker

Consumer-electronics systems are becoming increasingly complex as the number of integrated applications is growing. Some of these applications have real-time requirements, while other non-real-time applications only require good average…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-28 Anna Minaeva , Premysl Sucha , Benny Akesson , Zdenek Hanzalek

Constraint problems can be trivially solved in parallel by exploring different branches of the search tree concurrently. Previous approaches have focused on implementing this functionality in the solver, more or less transparently to the…

Artificial Intelligence · Computer Science 2010-08-26 Lars Kotthoff , Neil C. A. Moore

In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

Numerical Analysis · Computer Science 2013-01-15 Dohy Hong , Fabien Mathieu , Gérard Burnside

Motivated by recent progresses in nonequilibrium Fluctuation Relations, we present a generalized time reversal for stochastic master equation systems with discrete states that is defined as a splitting of the rate matrix into irreversible…

Statistical Mechanics · Physics 2011-10-28 Fei Liu , Hong Lei

The fixed-stress splitting scheme is a popular method for iteratively solving the Biot equations. The method successively solves the flow and mechanic subproblems while adding a stabilizing term to the flow equation, which includes a…

Numerical Analysis · Mathematics 2021-05-24 Erlend Storvik , Jakub Wiktor Both , Jan Martin Nordbotten , Florin Adrian Radu

The method of choice to study one-dimensional strongly interacting many body quantum systems is based on matrix product states and operators. Such method allows to explore the most relevant, and numerically manageable, portion of an…

Statistical Mechanics · Physics 2018-10-10 Chu Guo , Zhanming Jie , Wei Lu , Dario Poletti

We consider the problem of covariance matrix estimation in the presence of latent variables. Under suitable conditions, it is possible to learn the marginal covariance matrix of the observed variables via a tractable convex program, where…

Machine Learning · Statistics 2011-10-17 Gui-Bo Ye , Yuanfeng Wang , Yifei Chen , Xiaohui Xie

Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…

Machine Learning · Computer Science 2025-05-29 Zhonglin Xie , Yiman Fong , Haoran Yuan , Zaiwen Wen

Division algorithms have been developed to reduce latency and to improve the efficiency of the processors. Floating point division is considered as a high latency operation. This papers looks into one such division algorithm, examines the…

Hardware Architecture · Computer Science 2019-09-24 Taposh Dutta Roy

We present an approximate algorithm for matrix multiplication based on matrix sketching techniques. First one of the matrix is chosen and sparsified using the online matrix sketching algorithm, and then the matrix product is calculated…

Numerical Analysis · Computer Science 2014-06-12 Huan Wang , Christos Boutsidis , Edo Liberty , Daniel Hsu

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

In this note we construct a solution of a matrix interval linear equation of the form X=AX+B (the discrete stationary Bellman equation) over partially ordered semirings, including the semiring of nonnegative real numbers and all idempotent…

Rings and Algebras · Mathematics 2007-05-23 Grigori Litvinov , Andrei Sobolevskii

The matrix element method utilizes ab initio calculations of probability densities as powerful discriminants for processes of interest in experimental particle physics. The method has already been used successfully at previous and current…

Computational Physics · Physics 2015-05-20 Doug Schouten , Adam DeAbreu , Bernd Stelzer

Koopman analysis of a general dynamics system provides a linear Koopman operator and an embedded eigenfunction space, enabling the application of standard techniques from linear analysis. However, in practice, deriving exact operators and…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Alexander Estornell , Leonard Jung , Alenna Spiro , Mario Sznaier , Michael Everett