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Linear discriminant analysis (LDA) is a fundamental classification and dimension reduction method that achieves Bayes optimality under Gaussian mixture, but often struggles in high-dimensional settings where the covariance matrix cannot be…

Computation · Statistics 2026-04-06 Cencheng Shen , Yuexiao Dong

We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic…

Machine Learning · Computer Science 2020-06-11 Silvan Melchior , Sebastian Curi , Felix Berkenkamp , Andreas Krause

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

Optimization and Control · Mathematics 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

In terms of the concepts of state and state transition, a new algorithm-State Transition Algorithm (STA) is proposed in order to probe into classical and intelligent optimization algorithms. On the basis of state and state transition, it…

Optimization and Control · Mathematics 2012-10-15 Xiaojun Zhou , Chunhua Yang , Weihua Gui

We present explicit expressions for the central piece of a variational method developed by Shi et al. which extends variational wave functions that are efficiently computable on classical computers beyond mean-field to generalized Gaussian…

Quantum Physics · Physics 2021-09-23 Michael P. Kaicher , Simon B. Jäger , Frank K. Wilhelm

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

This paper introduces a computationally efficient algorithm in system theory for solving inverse problems governed by linear partial differential equations (PDEs). We model solutions of linear PDEs using Gaussian processes with priors…

Machine Learning · Statistics 2025-06-16 Xin Li , Markus Lange-Hegermann , Bogdan Raiţă

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

In this paper, we explore an efficient online algorithm for quantum state estimation based on a matrix-exponentiated gradient method previously used in the context of machine learning. The state update is governed by a learning rate that…

Quantum Physics · Physics 2019-03-28 Akram Youssry , Christopher Ferrie , Marco Tomamichel

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential,…

Machine Learning · Computer Science 2017-09-13 Maziar Raissi , George Em. Karniadakis

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Machine Learning · Statistics 2019-05-10 Ali Hebbal , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Nouredine Melab

Devising optimal operating strategies for a compressor station relies on the knowledge of compressor characteristics. As the compressor characteristics change with time and use, it is necessary to provide accurate models of the…

Computational Engineering, Finance, and Science · Computer Science 2021-11-24 Akhil Ahmed , Marta Zagorowska , Ehecatl Antonio del Rio-Chanona , Mehmet Mercangöz

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

We propose a methodology for implementing Grover's algorithm in the digital quantum simulation of disordered Ising models. The core concept revolves around using the evolution operator for the Ising model as the quantum oracle within…

Quantum Physics · Physics 2025-04-28 Andrey Zhukov , Andrey Lebedev , Walter Pogosov

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato
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