Related papers: Holonomic Gradient Method for Two Way Contingency …
Finding the product of two polynomials is an essential and basic problem in computer algebra. While most previous results have focused on the worst-case complexity, we instead employ the technique of adaptive analysis to give an improvement…
The evolution of skyline and ranking queries has created new archetypes like flexible skylines, which have proven to be an efficient method to select relevant data from large datasets using multi objective optimization. This paper aims to…
A pure frequency domain method for the computation of periodic solutions of nonlinear ordinary differential equations (ODEs) is proposed in this study. The method is particularly suitable for the analysis of systems that feature distinct…
The gradient descent approach is the key ingredient in variational quantum algorithms and machine learning tasks, which is an optimization algorithm for finding a local minimum of an objective function. The quantum versions of gradient…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…
Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…
We present a subdivision method to solve systems of congruence equations. This method is inspired in a subdivision method, based on Bernstein forms, to solve systems of polynomial inequalities in several variables and arbitrary degrees. The…
In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…
Large contingency tables arise in many contexts but especially in the collection of survey and census data by government statistical agencies. Because the vast majority of the variables in this context have a large number of categories,…
We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
In this paper, we present a heuristic adaptive fast gradient method. We show that in practice our method has a better convergence rate than popular today optimization methods. Moreover, we justify our method and point out some problems that…
We present an efficient method for the computation of homogenized coefficients of divergence-form operators with random coefficients. The approach is based on a multiscale representation of the homogenized coefficients. We then implement…
In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.
Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…
In this paper, we study different discrete data clustering methods, which use the Model-Based Clustering (MBC) framework with the Multinomial distribution. Our study comprises several relevant issues, such as initialization, model…
Adaptive moment methods have been remarkably successful in deep learning optimization, particularly in the presence of noisy and/or sparse gradients. We further the advantages of adaptive moment techniques by proposing a family of double…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…