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A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

We present an adjoint-based optimization method to invert for stress and frictional parameters used in earthquake modeling. The forward problem is linear elastodynamics with nonlinear rate-and-state frictional faults. The misfit functional…

Numerical Analysis · Mathematics 2024-09-10 Vidar Stiernström , Martin Almquist , Eric M. Dunham

It is well known that vision classification models suffer from poor calibration in the face of data distribution shifts. In this paper, we take a geometric approach to this problem. We propose Geometric Sensitivity Decomposition (GSD) which…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Junjiao Tian , Dylan Yung , Yen-Chang Hsu , Zsolt Kira

This paper proposes some efficient and accurate adaptive two-grid (ATG) finite element algorithms for linear and nonlinear partial differential equations (PDEs). The main idea of these algorithms is to utilize the solutions on the $k$-th…

Numerical Analysis · Mathematics 2020-09-22 Yukun Li , Yi Zhang

The Heston stochastic volatility model is a widely used tool in financial mathematics for pricing European options. However, its calibration remains computationally intensive and sensitive to local minima due to the model's nonlinear…

Analysis of PDEs · Mathematics 2026-04-21 Arman Zadgar , Somayeh Fallah , Farshid Mehrdoust , Juan E. Trinidad Segovia

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

Simulation modeling of robots, objects, and environments is the backbone for all model-based control and learning. It is leveraged broadly across dynamic programming and model-predictive control, as well as data generation for imitation,…

Robotics · Computer Science 2022-01-19 Fei Liu , Mingen Li , Jingpei Lu , Entong Su , Michael C. Yip

Federated Learning (FL) has emerged as a new paradigm for training machine learning models distributively without sacrificing data security and privacy. Learning models on edge devices such as mobile phones is one of the most common use…

Machine Learning · Computer Science 2023-02-10 Sixing Yu , Phuong Nguyen , Ali Anwar , Ali Jannesari

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

Computational Fluid Dynamics (CFD) is widely used in different engineering fields, but accurate simulations are dependent upon proper meshing of the simulation domain. While highly refined meshes may ensure precision, they come with high…

Graphics · Computer Science 2023-08-16 Amin Heyrani Nobari , Justin Rey , Suhas Kodali , Matthew Jones , Faez Ahmed

We evaluate a co-evolutionary calibration framework for the Heston model in which a genetic algorithm (GA) over parameters is coupled to an evolving neural inverse map from option surfaces to parameters. While GA-history sampling can reduce…

Pricing of Securities · Quantitative Finance 2025-12-04 Julian Gutierrez

Compressed Deep Learning (DL) models are essential for deployment in resource-constrained environments. But their performance often lags behind their large-scale counterparts. To bridge this gap, we propose Alignment Adapter (AlAd): a…

Machine Learning · Computer Science 2026-02-17 Rohit Raj Rai , Abhishek Dhaka , Amit Awekar

This article deals with the adaptive and approximative computation of the Lam\'e equations. The equations of linear elasticity are considered as boundary integral equations and solved in the setting of the boundary element method (BEM).…

Numerical Analysis · Mathematics 2022-05-11 Maximilian Bauer , Mario Bebendorf

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Accurate triangulation of the domain plays a pivotal role in computing the numerical approximation of the differential operators. A good triangulation is the one which aids in reducing discretization errors. In a standard collocation…

Numerical Analysis · Mathematics 2024-02-22 Shylaja G. , Kesavulu Naidu V. , Venkatesh B. , S. M. Mallikarjunaiah

We establish a new framework for image registration, which is based on linear elasticity and optimal mass transportation theory. We combine these two arguments in order to obtain a PDE constrained optimization problem that is analytically…

Optimization and Control · Mathematics 2016-09-15 Jarosław Wlazło , Robert Feßler , René Pinnau , Norbert Siedow , Oliver Tse

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

In this work, we bridge standard adaptive mesh refinement and coarsening on scalable octree background meshes and robust unfitted finite element formulations for the automatic and efficient solution of large-scale nonlinear solid mechanics…

Numerical Analysis · Mathematics 2021-09-01 Santiago Badia , Manuel Caicedo , Alberto F. Martín , Javier Principe

We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…

Numerical Analysis · Mathematics 2024-01-08 Eirik Valseth , Pouria Behnoudfar , Clint Dawson , Albert Romkes
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