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We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…

Dynamical Systems · Mathematics 2021-11-05 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

The use of Variational Autoencoders in different Machine Learning tasks has drastically increased in the last years. They have been developed as denoising, clustering and generative tools, highlighting a large potential in a wide range of…

Machine Learning · Computer Science 2019-07-12 Helena Andrés-Terré , Pietro Lió

In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…

Optimization and Control · Mathematics 2025-04-01 Caroline Geiersbach , Tim Suchan , Kathrin Welker

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

The late-time nonlinear Lagrangian displacement field is highly correlated with the initial field, so reconstructing it could enable us to extract primordial cosmological information. Our previous work [1] carefully studied the displacement…

Cosmology and Nongalactic Astrophysics · Physics 2024-01-25 Atsuhisa Ota , Hee-Jong Seo , Shun Saito , Florian Beutler

Forward imaging technique is the base of combined method on density reconstruction with the forward calculation and inverse problem solution. In the paper, we introduced the projection equation for the radiographic system with areal source…

Medical Physics · Physics 2016-01-12 Jin Liu , Jun Liu , Yue-feng Jing , Bo Xiao , Cai-hua Wei , Yong-hong Guan , Xuan Zhang

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

The ICP registration algorithm has been a preferred method for LiDAR-based robot localization for nearly a decade. However, even in modern SLAM solutions, ICP can degrade and become unreliable in geometrically ill-conditioned environments.…

Robotics · Computer Science 2025-07-15 Turcan Tuna , Julian Nubert , Patrick Pfreundschuh , Cesar Cadena , Shehryar Khattak , Marco Hutter

We consider Poisson's equation with a finite number of weighted Dirac masses as a source term, together with its discretization by means of conforming finite elements. For the error in fractional Sobolev spaces, we propose residual-type a…

Numerical Analysis · Mathematics 2015-07-30 Fernando D. Gaspoz , Pedro Morin , Andreas Veeser

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

The use of Lagrangian cuts proves effective in enhancing the lower bound of the master problem within the execution of benders-type algorithms, particularly in the context of two-stage stochastic programs. However, even the process of…

Optimization and Control · Mathematics 2023-12-29 Xiaoyu Luo , Mingming Xu , Chuanhou Gao

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

The recent accelerated growth in space-related research and development activities makes the near-term need for long-term extraterrestrial habitats evident. Such habitats must operate under continuous disruptive conditions arising from…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Mahindra Rautela , Motahareh Mirfarah , Christian Silva , Shirley Dyke , Amin Maghareh , S. Gopalakrishnan

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…

Optimization and Control · Mathematics 2025-12-18 Tomoya Kamijima , Naoki Marumo , Akiko Takeda

Advancements in information technology have enabled the creation of massive spatial datasets, driving the need for scalable and efficient computational methodologies. While offering viable solutions, centralized frameworks are limited by…

Machine Learning · Statistics 2025-02-11 Jianwei Shi , Sameh Abdulah , Ying Sun , Marc G. Genton

Gaussian process (GP) surrogate modeling for large computer experiments is limited by cubic runtimes, especially with data from stochastic simulations with input-dependent noise. A popular workaround to reduce computational complexity…

Methodology · Statistics 2022-06-01 D Austin Cole , Robert B Gramacy , Mike Ludkovski

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold