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We present a simple direct discretization for functionals used in the variational mesh generation and adaptation. Meshing functionals are discretized on simplicial meshes and the Jacobian matrix of the continuous coordinate transformation…

Numerical Analysis · Mathematics 2015-11-30 Weizhang Huang , Lennard Kamenski

Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…

Statistics Theory · Mathematics 2021-11-01 Anna Korba , François Portier

We propose two easy-to-implement fast algorithms based on moment-matching to compute the nonlocal potential $\varphi(\textbf{x})=(U\ast \rho)(\textbf{x})$ on bounded domain, where the kernel $U$ is singular at the origin and the density…

Numerical Analysis · Mathematics 2026-02-16 Xin Liu , Qinglin Tang , Yong Zhang

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

Optimization and Control · Mathematics 2026-02-17 Xiaozhe Hu , Sara Pollock , Zhongqin Xue , Yunrong Zhu

We present a probabilistic framework for both (i) determining the initial settings of kernel adaptive filters (KAFs) and (ii) constructing fully-adaptive KAFs whereby in addition to weights and dictionaries, kernel parameters are learnt…

Machine Learning · Statistics 2017-07-21 Iván Castro , Cristóbal Silva , Felipe Tobar

Conformal prediction is a statistical tool for producing prediction regions for machine learning models that are valid with high probability. A key component of conformal prediction algorithms is a \emph{non-conformity score function} that…

Machine Learning · Computer Science 2025-03-06 Renukanandan Tumu , Matthew Cleaveland , Rahul Mangharam , George J. Pappas , Lars Lindemann

Convolutional neural network is a very important model of deep learning. It can help avoid the exploding/vanishing gradient problem and improve the generalizability of a neural network if the singular values of the Jacobian of a layer are…

Machine Learning · Computer Science 2019-07-29 Pei-Chang Guo

When human participants repeatedly encounter a velocity-dependent force field that distorts their movement trajectories, they adapt their motor behavior to recover straight trajectories. Computational models suggest that adaptation to a…

Neurons and Cognition · Quantitative Biology 2022-10-12 Etienne Moullet , Agnès Roby-Brami , Emmanuel Guigon

In this paper, we present a generic framework that allows accelerating almost arbitrary non-accelerated deterministic and randomized algorithms for smooth convex optimization problems. The main approach of our envelope is the same as in…

Optimization and Control · Mathematics 2021-03-09 Anastasiya Ivanova , Dmitry Pasechnyuk , Dmitry Grishchenko , Egor Shulgin , Alexander Gasnikov , Vladislav Matyukhin

The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…

Numerical Analysis · Mathematics 2025-04-29 Xin Liu , Yong Zhang

We study the linear convergence of variants of the Frank-Wolfe algorithms for some classes of strongly convex problems, using only affine-invariant quantities. As in Guelat & Marcotte (1986), we show the linear convergence of the standard…

Optimization and Control · Mathematics 2014-01-06 Simon Lacoste-Julien , Martin Jaggi

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…

Information Theory · Computer Science 2010-08-24 Urs Niesen , Devavrat Shah , Gregory Wornell

Convolutional neural networks have achieved great success in various vision tasks; however, they incur heavy resource costs. By using deeper and wider networks, network accuracy can be improved rapidly. However, in an environment with…

Computer Vision and Pattern Recognition · Computer Science 2018-11-01 Yunho Jeon , Junmo Kim

We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…

Statistics Theory · Mathematics 2014-01-07 Xiaohui Chen , Mengyu Xu , Wei Biao Wu

We propose an adaptive proximal gradient method for minimizing the sum of two functions, where one is a simple convex function, and the other belongs to one of the three classes: nonconvex smooth, convex nonsmooth, or convex smooth. The key…

Optimization and Control · Mathematics 2026-05-08 Zimeng Wang , Alp Yurtsever

We provide a theoretical explanation for the effectiveness of gradient clipping in training deep neural networks. The key ingredient is a new smoothness condition derived from practical neural network training examples. We observe that…

Optimization and Control · Mathematics 2020-02-12 Jingzhao Zhang , Tianxing He , Suvrit Sra , Ali Jadbabaie

Mutation has traditionally been regarded as an important operator in evolutionary algorithms. In particular, there have been many experimental studies which showed the effectiveness of adapting mutation rates for various static optimization…

Artificial Intelligence · Computer Science 2011-06-06 Tianshi Chen , Yunji Chen , Ke Tang , Guoliang Chen , Xin Yao

Adaptive confidence intervals for regression functions are constructed under shape constraints of monotonicity and convexity. A natural benchmark is established for the minimum expected length of confidence intervals at a given function in…

Statistics Theory · Mathematics 2013-05-27 T. Tony Cai , Mark G. Low , Yin Xia

We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…

Operator Algebras · Mathematics 2007-05-23 Frank Hansen , Jun Tomiyama

The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a…

Optimization and Control · Mathematics 2020-01-31 Angang Cui , Jigen Peng , Haiyang Li