Related papers: Reparameterizing the Birkhoff Polytope for Variati…
We consider interpolation-based derivative-free optimization in settings where only some derivatives are available. Such situations arise naturally in scientific computing applications involving simulations, adjoint-enabled components,…
Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…
In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…
We discuss how semidefinite programming can be used to determine the second-order density matrix directly through a variational optimization. We show how the problem of characterizing a physical or N -representable density matrix leads to…
We introduce a new sorting device for permutations which makes use of a pop stack augmented with a bypass operation. This results in a sorting machine, which is more powerful than the usual Popstacksort algorithm and seems to have never…
Birkhoff's theorem tells that any doubly stochastic matrix can be decomposed as a weighted sum of permutation matrices. A similar theorem reveals that any unitary matrix can be decomposed as a weighted sum of complex permutation matrices.…
The recent development of compressed sensing has led to spectacular advances in the understanding of sparse linear estimation problems as well as in algorithms to solve them. It has also triggered a new wave of developments in the related…
We introduce an approach based on the Givens representation for posterior inference in statistical models with orthogonal matrix parameters, such as factor models and probabilistic principal component analysis (PPCA). We show how the Givens…
Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…
In 2010, Vershik proposed a new combinatorial invariant of metric spaces given by a class of polytopes that arise in the theory of optimal transport and are called ``Wasserstein polytopes'' or ``Kantorovich-Rubinstein polytopes'' in the…
We investigate the combinatorics and geometry of permutation polytopes associated to cyclic permutation groups, i.e., the convex hulls of cyclic groups of permutation matrices. We give formulas for their dimension and vertex degree. In the…
We reframe linear dimensionality reduction as a problem of Bayesian inference on matrix manifolds. This natural paradigm extends the Bayesian framework to dimensionality reduction tasks in higher dimensions with simpler models at greater…
Probabilistic programming systems generally compute with probability density functions, leaving the base measure of each such function implicit. This mostly works, but creates problems when densities with respect to different base measures…
We describe birational representations of discrete groups generated by involutions, having their origin in the theory of exactly solvable vertex-models in lattice statistical mechanics. These involutions correspond respectively to two kinds…
This works extends the Random Embedding Bayesian Optimization approach by integrating a warping of the high dimensional subspace within the covariance kernel. The proposed warping, that relies on elementary geometric considerations, allows…
Next generation radio telescopes, like the Square Kilometre Array, will acquire an unprecedented amount of data for radio astronomy. The development of fast, parallelisable or distributed algorithms for handling such large-scale data sets…
Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…
This paper presents new approaches for finding the determinant and inverse of a matrix. The choice of pivot selection is kept arbitrary and can be made according to the users need. So the ill conditioned matrices can be handled easily. The…
Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…
Almost all fields of science rely upon statistical inference to estimate unknown parameters in theoretical and computational models. While the performance of modern computer hardware continues to grow, the computational requirements for the…