Related papers: Constructing lattice points for numerical integrat…
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…
L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused Lasso (Tibshirani and Wang 2007), which allows for the…
We present a multi-scale lattice Boltzmann scheme, which adaptively refines particles' velocity space. Different velocity sets, i.e., higher- and lower-order lattices, are consistently and efficiently coupled, allowing us to use the…
When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here, we present a new sampling technique that can be used to…
Algorithms with predictions is a growing area that aims to leverage machine-learned predictions to design faster beyond-worst-case algorithms. In this paper, we use this framework to design a learned data structure for the incremental…
We study equal weight numerical integration, or Quasi Monte Carlo (QMC) rules, for functions in a Sobolev space $H^s(S^d)$ with smoothness parameter $s>d/2$ defined over the unit sphere $S^d$ in $R^{d+1}$. Focusing on $N$-point sets that…
Coordinate-type subgradient methods for addressing nonsmooth optimization problems are relatively underexplored due to the set-valued nature of the subdifferential. In this work, our study focuses on nonsmooth composite optimization…
In this paper, we study the sequential convex programming method with monotone line search (SCP$_{ls}$) in [46] for a class of difference-of-convex (DC) optimization problems with multiple smooth inequality constraints. The SCP$_{ls}$ is a…
Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for…
Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorithms to tackle these problems, several persistent challenges…
We study the problem of enumerating Tarski fixed points on finite lattices. We derive query complexity lower bounds for finding three or more Tarski fixed points of isotone maps and the subclasses of increasing and decreasing isotone maps.…
In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…
In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
The so-called fast inertial relaxation engine is a first-order method for unconstrained smooth optimization problems. It updates the search direction by a linear combination of the past search direction, the current gradient and the…
Low-discrepancy point sets and digital sequences underpin quasi-Monte Carlo (QMC) methods for high-dimensional integration. We cast two long-standing QMC design problems as program synthesis and solve them with an LLM-guided evolutionary…
An algorithm (bliss) is proposed to speed up the construction of slow adaptive walks. Slow adaptive walks are adaptive walks biased towards closer points or smaller move steps. They were previously introduced to explore a search space, e.g.…
We present LatNet Builder, a software tool to find good parameters for lattice rules, polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and randomized quasi-Monte Carlo (RQMC) sampling over the…
Count-Min Sketch (CMS) is a memory-efficient data structure for estimating the frequency of elements in a multiset. Learned Count-Min Sketch (LCMS) enhances CMS with a machine learning model to reduce estimation error under the same memory…
In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be viewed as an extension of the Kogbetliantz…