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We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is…

Machine Learning · Statistics 2019-02-27 Shubhanshu Shekhar , Tara Javidi

Knot-based, sparse Gaussian processes have enjoyed considerable success as scalable approximations to full Gaussian processes. Problems can occur, however, when knot selection is done by optimizing the marginal likelihood. For example, the…

Machine Learning · Statistics 2020-02-25 Nathaniel Garton , Jarad Niemi , Alicia Carriquiry

We study a class of optimization problems including matrix scaling, matrix balancing, multidimensional array scaling, operator scaling, and tensor scaling that arise frequently in theory and in practice. Some of these problems, such as…

Computational Complexity · Computer Science 2024-11-19 Cole Franks , Philipp Reichenbach

We present new theoretical algorithms that sums the n-ary comparators output in order to get the permutation indices in order to sort a sequence. By analysing the parallel ranking algorithm, we found that the special comparators number of…

Data Structures and Algorithms · Computer Science 2019-11-05 Jonathan Blanchette , Robert Laganière

We consider the problem of Gaussian multiplier bootstrap procedures for the $k$th largest statistics and functions of the top $k$ order statistics, which are commonly encountered in high-dimensional statistical inference. Such a problem has…

Statistics Theory · Mathematics 2026-03-04 Yixi Ding , Qizhai Li , Yuke Shi , Liuquan Sun , Luobin Zhang

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

Quantum walks function as essential means to implement quantum simulators, allowing one to study complex and often directly inaccessible quantum processes in controllable systems. In this contribution, the notion of a driven Gaussian…

We consider versions of the FIND algorithm where the pivot element used is the median of a subset chosen uniformly at random from the data. For the median selection we assume that subsamples of size asymptotic to $c \cdot n^\alpha$ are…

Probability · Mathematics 2013-11-20 Henning Sulzbach , Ralph Neininger , Michael Drmota

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

The concept of jump system, introduced by Bouchet and Cunningham (1995), is a set of integer points satisfying a certain exchange property. We consider the minimization of a separable convex function on a jump system. It is known that the…

Optimization and Control · Mathematics 2022-06-22 Norito Minamikawa

Suppose that $n$ is $0$ or $4$ modulo $6$. We show that there are infinitely many primes of the form $p^2 + nq^2$ with both $p$ and $q$ prime, and obtain an asymptotic for their number. In particular, when $n = 4$ we verify the `Gaussian…

Number Theory · Mathematics 2024-10-15 Ben Green , Mehtaab Sawhney

Quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=X$ are encountered in the analysis of Quasi--Birth-Death stochastic processes where the solution of interest is the minimal nonnegative solution $G$. In many queueing models,…

Numerical Analysis · Mathematics 2021-01-25 Dario A. Bini , Beatrice Meini , Jie Meng

The pivot algorithm -- we also call it the pivot chain -- is an algorithm for approximately uniform sampling from $\Omega _{N},$ the set of $N$-step self-avoiding walks on $\mathbb{Z}^{d}$ ($N,$ $d\geq 1$). Based on this algorithm and the…

Probability · Mathematics 2024-08-30 Udrea Păun

We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass…

Probability · Mathematics 2019-06-24 Louis-Pierre Arguin , Lisa Hartung , Nicola Kistler

It is shown that, under some mild technical conditions, representations of prime numbers by binary quadratic forms can be computed in polynomial complexity by exploiting Schoof's algorithm, which counts the number of $\mathbb F_q$-points of…

Number Theory · Mathematics 2016-04-25 Michele Elia , Federico Pintore

We introduce a new probabilistic model of the primes consisting of integers that survive the sieving process when a random residue class is selected for every prime modulus below a specific bound. From a rigorous analysis of this model, we…

Number Theory · Mathematics 2025-08-13 William Banks , Kevin Ford , Terence Tao

Let S be a subset of {-1,0,1}^2 not containing (0,0). We address the enumeration of plane lattice walks with steps in S, that start from (0,0) and always remain in the first quadrant. A priori, there are 2^8 problems of this type, but some…

Combinatorics · Mathematics 2025-09-26 Mireille Bousquet-Mélou , Marni Mishna