Related papers: Online Particle Smoothing with Application to Map-…
Optimising a ranking-based metric, such as Average Precision (AP), is notoriously challenging due to the fact that it is non-differentiable, and hence cannot be optimised directly using gradient-descent methods. To this end, we introduce an…
Large scale deep learning provides a tremendous opportunity to improve the quality of content recommendation systems by employing both wider and deeper models, but this comes at great infrastructural cost and carbon footprint in modern data…
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…
The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…
We consider the problem of reconstructing vehicle trajectories from sparse sequences of GPS points, for which the sampling interval is between 10 seconds and 2 minutes. We introduce a new class of algorithms, called altogether path…
Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based posterior approximation with coupled location and skewness…
Particle smoothing enables state estimation in nonlinear and non-Gaussian state-space models, but its practical use is often limited by high computational cost. Backward smoothing methods such as the Forward Filter Backward Smoother (FFBS)…
Online and stochastic gradient methods have emerged as potent tools in large scale optimization with both smooth convex and nonsmooth convex problems from the classes $C^{1,1}(\reals^p)$ and $C^{1,0}(\reals^p)$ respectively. However to our…
This paper proposes a novel method of algorithmic subsampling (data sketching) for multiway cluster dependent data. We establish a new uniform weak law of large numbers and a new central limit theorem for the multiway algorithmic subsample…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
We propose a novel framework for simulating ink as a particle-laden flow using particle flow maps. Our method addresses the limitations of existing flow-map techniques, which struggle with dissipative forces like viscosity and drag, thereby…
In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
Over the past two decades, we have seen an exponentially increased amount of point clouds collected with irregular shapes in various areas. Motivated by the importance of solid modeling for point clouds, we develop a novel and efficient…
Recently, deep learning-based denoising approaches have led to dramatic improvements in low sample-count Monte Carlo rendering. These approaches are aimed at path tracing, which is not ideal for simulating challenging light transport…
In this study, an efficient reanalysis strategy for dynamic topology optimization is proposed. Compared with other related studies, an online successive dynamic reanalysis method and POD-based approximate dynamic displacement strategy are…
We present an approximate algorithm for matrix multiplication based on matrix sketching techniques. First one of the matrix is chosen and sparsified using the online matrix sketching algorithm, and then the matrix product is calculated…
This paper explores minimum sensing navigation of robots in environments cluttered with obstacles. The general objective is to find a path plan to a goal region that requires minimal sensing effort. In [1], the information-geometric RRT*…
A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…
Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching…
In this paper, we propose offline and online adaptive enrichment algorithms for the generalized multiscale approximation of a mixed finite element method with velocity elimination to solve the subsurface flow problem in high-contrast and…