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In the continuous time random walk model, the time-fractional operator usually expresses an infinite waiting time probability density. Different from that usual setting, this work considers the tempered time-fractional operator, which…
In sequence prediction tasks like neural machine translation, training with cross-entropy loss often leads to models that overgeneralize and plunge into local optima. In this paper, we propose an extended loss function called \emph{dual…
As an extension of the alternating direction method of multipliers (ADMM), the semi-proximal ADMM (sPADMM) has been widely used in various fields due to its flexibility and robustness. In this paper, we first show that the two-block sPADMM…
Simulated annealing - moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions - has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers.…
Mean shift (MS) algorithms are popular methods for mode finding in pattern analysis. Each MS algorithm can be phrased as a fixed-point iteration scheme, which operates on a kernel density estimate (KDE) based on some data. The ability of an…
Along with developing of Peaceman-Rachford Splittling Method (PRSM), many batch algorithms based on it have been studied very deeply. But almost no algorithm focused on the performance of stochastic version of PRSM. In this paper, we…
Parallel tempering simulates at many quark masses simultaneously, by changing the mass during the simulation while remaining in equilibrium. The algorithm is faster than pure HMC if more than one mass is needed, and works better the smaller…
This article presents MAPS$^2$ : a distributed algorithm that allows multi-robot systems to deliver coupled tasks expressed as Signal Temporal Logic (STL) constraints. Classical control theoretical tools addressing STL constraints either…
This paper proposes an accelerated method for approximately solving partially observable Markov decision process (POMDP) problems offline. Our method carefully combines two existing tools: Anderson acceleration (AA) and the fast informed…
Wall-clock convergence time and communication rounds are critical performance metrics in distributed learning with parameter-server setting. While synchronous methods converge fast but are not robust to stragglers; and asynchronous ones can…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We generalize the derivation of model predictive path integral control (MPPI) to allow for a single joint distribution across controls in the control sequence. This reformation allows for the implementation of adaptive importance sampling…
We derive and implement an alternative formulation of the Stochastic Lanczos algorithm to be employed in connection with the Many-Body Dispersion model (MBD). Indeed, this formulation, which is only possible due to the Stochastic Lanczos'…
Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and…
Many model selection algorithms rely on sparse dictionary learning to provide interpretable and physics-based governing equations. The optimization algorithms typically use a hard thresholding process to enforce sparse activations in the…
To avoid ineffective collisions between the equilibrium states, the hybrid method with deviational particles (HDP) has been proposed to integrate the Vlasov-Poisson-Landau system, while leaving a new issue in sampling deviational particles…
The computational modeling of high-speed flows (e.g. hypersonic) and space plasmas is characterized by a plethora of complex physical phenomena, in particular involving strong oblique shocks, bow shocks and/or shock waves boundary layer…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…
Recently a new algorithm for sampling posteriors of unnormalised probability densities, called ABC Shadow, was proposed in [8]. This talk introduces a global optimisation procedure based on the ABC Shadow simulation dynamics. First the…