Related papers: Exact Sampling of Determinantal Point Processes wi…

Denoising Diffusion Probabilistic Models (DDPMs) are a very popular class of deep generative model that have been successfully applied to a diverse range of problems including image and video generation, protein and material synthesis,…

Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation…

For a determinantal point process $X$ with a kernel $K$ whose spectrum is strictly less than one, Andr{\'e} Goldman has established a coupling to its reduced Palm process $X^u$ at a point $u$ with $K(u,u)>0$ so that almost surely $X^u$ is…

Image convolution with complex kernels is a fundamental operation in photography, scientific imaging, and animation effects, yet direct dense convolution is computationally prohibitive on resource-limited devices. Existing approximations,…

Standard numerical algorithms like the fast multipole method or $\mathcal{H}$-matrix schemes rely on low-rank approximations of the underlying kernel function. For high-frequency problems, the ranks grow rapidly as the mesh is refined, and…

Differential Dynamic Programming (DDP) is one of the indirect methods for solving an optimal control problem. Several extensions to DDP have been proposed to add stagewise state and control constraints, which can mainly be classified as…

We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from…

Diffusion processes arise in many fields, and so simulating the path of a diffusion is an important problem. It is usually necessary to make some sort of approximation via model-discretization, but a recently introduced class of algorithms,…

A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Diffusion probabilistic models (DPMs) have achieved impressive success in visual generation. While, they suffer from slow inference speed due to iterative sampling. Employing fewer sampling steps is an intuitive solution, but this will also…

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…

Large Language Models (LLMs) have shown outstanding performance across a variety of tasks, partly due to advanced prompting techniques. However, these techniques often require lengthy prompts, which increase computational costs and can…

In this work, we introduce a new deep learning approach based on diffusion posterior sampling (DPS) to perform material decomposition from spectral CT measurements. This approach combines sophisticated prior knowledge from unsupervised…

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

Deceptive path planning (DPP) is the problem of designing a path that hides its true goal from an outside observer. Existing methods for DPP rely on unrealistic assumptions, such as global state observability and perfect model knowledge,…

Several statistical approaches based on reproducing kernels have been proposed to detect abrupt changes arising in the full distribution of the observations and not only in the mean or variance. Some of these approaches enjoy good…