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Passive radar systems can detect and track the moving targets of interest by exploiting non-cooperative illuminators-of-opportunity to transmit orthogonal frequency division multiplexing (OFDM) signals. These targets are searched using a…
In Spectrally Efficient Frequency Division Multiplexing systems the input data stream is divided into several adjacent subchannels where the distance of the subchannels is less than that of Orthogonal Frequency Division…
Multilevel Monte Carlo (MLMC) has become an important methodology in applied mathematics for reducing the computational cost of weak approximations. For many problems, it is well-known that strong pairwise coupling of numerical solutions in…
Distributed stochastic gradient descent (SGD) is essential for scaling the machine learning algorithms to a large number of computing nodes. However, the infrastructures variability such as high communication delay or random node slowdown…
This paper presents a novel Sliding Mode Control (SMC) algorithm to handle mismatched uncertainties in systems via a novel Self-Learning Disturbance Observer (SLDO). A computationally efficient SLDO is developed within a framework of…
We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…
Semi-supervised learning (SSL) is a promising machine learning paradigm to address the issue of label scarcity in medical imaging. SSL methods were originally developed in image classification. The state-of-the-art SSL methods in image…
Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to…
Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…
The perfectly matched layer (PML) is a very popular tool in the truncation of wave scattering in unbounded domains. In Chandler-Wilde & Monk et al. 2009, the author proposed a conjecture that for scattering problems with rough surfaces, the…
Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…
The problem of image reconstruction under multiple light scattering is usually formulated as a regularized non-convex optimization. A deep learning architecture, Scattering Decoder (ScaDec), was recently proposed to solve this problem in a…
We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can…
We detail a novel class of implicit neural models. Leveraging time-parallel methods for differential equations, Multiple Shooting Layers (MSLs) seek solutions of initial value problems via parallelizable root-finding algorithms. MSLs…
In this paper, we propose first-order feasible methods for difference-of-convex (DC) programs with smooth inequality and simple geometric constraints. Our strategy for maintaining feasibility of the iterates is based on a "retraction" idea…
The article proposes formulating and codifying a set of applied numerical methods, coined as Deep Learning Discrete Calculus (DLDC), that uses the knowledge from discrete numerical methods to interpret the deep learning algorithms through…
This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…
This tutorial presents a comprehensive introduction to Speculative Decoding (SD), an advanced technique for LLM inference acceleration that has garnered significant research interest in recent years. SD is introduced as an innovative…
Mathematical programs with complementarity constraints (MPCCs) are a challenging class of nonlinear optimization problems, because their nonlinear programming reformulations violate standard constraint qualifications at every feasible…
In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…