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We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…

Efficient arithmetic circuit design for resourceconstrained hardware involves challenging combinatorial optimization problems, among which Multiple Constant Multiplication (MCM) is a prominent example. MCM aims at implementing…

This paper focuses on variational inference with intractable likelihood functions that can be unbiasedly estimated. A flexible variational approximation based on Gaussian mixtures is developed, by adopting the mixture population Monte Carlo…

We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian…

Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous…

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

We consider minimizing $f(x) = \mathbb{E}[f(x,\omega)]$ when $f(x,\omega)$ is possibly nonsmooth and either strongly convex or convex in $x$. (I) Strongly convex. When $f(x,\omega)$ is $\mu-$strongly convex in $x$, we propose a variable…

In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of…

This paper addresses the problem of modeling and estimating dynamic multi-valued mappings. While most mathematical models provide a unique solution for a given input, real-world applications often lack deterministic solutions. In such…

In this paper, we propose a novel modulation concept which we call \emph{index and composition modulation (ICM)}. In the proposed concept, we use indices of active/deactive codeword elements and compositions of an integer to encode…

We introduce efficient numerical methods for generic HJM equations of interest rate theory by means of high-order weak approximation schemes. These schemes allow for QMC implementations due to the relatively low dimensional integration…

We exploit the truncated singular value decomposition and the recently proposed circulant decomposition for an efficient first-order approximation of the multiplication of large dense matrices. A decomposition of each matrix into a sum of a…

The parametrisation method for invariant manifolds is a powerful technique for deriving reduced-order models in the context of nonlinear vibrating systems, allowing accurate computations of nonlinear normal modes. Thanks to arbitrary order…

Many applications, such as system identification, classification of time series, direct and inverse problems in partial differential equations, and uncertainty quantification lead to the question of approximation of a non-linear operator…

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

In order to prevent velocity, pressure, and temperature spikes at material discontinuities occurring when the interface-capturing schemes inconsistently simulate compressible multi-material flows(when the specific heats ratio is…

The Unconstrained Feature Model (UFM) is a mathematical framework that enables closed-form approximations for minimal training loss and related performance measures in deep neural networks (DNNs). This paper leverages the UFM to provide…

Multi-model Monte Carlo methods, such as multi-level Monte Carlo (MLMC) and multifidelity Monte Carlo (MFMC), allow for efficient estimation of the expectation of a quantity of interest given a set of models of varying fidelities. Recently,…

A multiparameter filtration, or a multifiltration, may in many cases be seen as the collection of sublevel sets of a vector function, which we call a multifiltering function. The main objective of this paper is to obtain a better…

We develop all of the components needed to construct an adaptive finite element code that can be used to approximate fractional partial differential equations, on non-trivial domains in $d\geq 1$ dimensions. Our main approach consists of…