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We present a message-passing algorithm to solve the edge disjoint path problem (EDP) on graphs incorporating under a unique framework both traffic optimization and path length minimization. The min-sum equations for this problem present an…

Disordered Systems and Neural Networks · Physics 2016-01-21 Fabrizio Altarelli , Alfredo Braunstein , Luca Dall'Asta , Caterina De Bacco , Silvio Franz

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

This paper proposes a machine learning-based framework for asset selection and portfolio construction, termed the Best-Path Algorithm Sparse Graphical Model (BPASGM). The method extends the Best-Path Algorithm (BPA) by mapping linear and…

Portfolio Management · Quantitative Finance 2026-02-04 T. Di Matteo , L. Riso , M. G. Zoia

In the context of ground robot navigation in unstructured hazardous environments, the coupling of efficient path planning with an adequate environment representation is a crucial topic in order to guarantee the robot safety while ensuring…

Robotics · Computer Science 2024-07-09 Quentin Serdel , Julien Marzat , Julien Moras

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…

Machine Learning · Computer Science 2020-05-05 Lukas Hewing , Elena Arcari , Lukas P. Fröhlich , Melanie N. Zeilinger

In several important routing contexts it is required to identify a set of routes, each of which optimizes a different criterion. For instance, in the context of vehicle routing, one route would minimize the total distance traveled, while…

Networking and Internet Architecture · Computer Science 2020-08-25 Ido Zoref , Ariel Orda

Transition state or minimum energy path finding methods constitute a routine component of the computational chemistry toolkit. Standard analysis involves trajectories conventionally plotted in terms of the relative energy to the initial…

Chemical Physics · Physics 2026-03-09 Rohit Goswami

In this work we introduce a reduced-rank algorithm for Gaussian process regression. Our numerical scheme converts a Gaussian process on a user-specified interval to its Karhunen-Lo\`eve expansion, the $L^2$-optimal reduced-rank…

Computation · Statistics 2022-08-25 Philip Greengard , Michael O'Neil

Mapping the chemical reaction pathways and their corresponding activation barriers is a significant challenge in molecular simulation. Given the inherent complexities of 3D atomic geometries, even generating an initial guess of these paths…

Computational Physics · Physics 2025-01-24 Akihide Hayashi , So Takamoto , Ju Li , Yuta Tsuboi , Daisuke Okanohara

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Daniel Glover , Parikshit Pareek , Deepjyoti Deka , Anamika Dubey

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

Gaussian processes are powerful non-parametric probabilistic models for stochastic functions. However, the direct implementation entails a complexity that is computationally intractable when the number of observations is large, especially…

Transition path sampling is a method for estimating the rates of rare events in molecular systems based on the gradual transformation of a path distribution containing a small fraction of reactive trajectories into a biased distribution in…

Statistical Mechanics · Physics 2015-10-28 Pierre Terrier , Mihai-Cosmin Marinica , Manuel Athènes

We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including…

Statistics Theory · Mathematics 2013-08-07 David Ginsbourger , Olivier Roustant , Nicolas Durrande

Unconstrained optimization problems are typically solved using iterative methods, which often depend on line search techniques to determine optimal step lengths in each iteration. This paper introduces a novel line search approach.…

Optimization and Control · Mathematics 2024-05-20 Sören Laue , Tomislav Prusina

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…

Fluid Dynamics · Physics 2021-11-15 Y. Morita , S. Rezaeiravesh , N. Tabatabaei , R. Vinuesa , K. Fukagata , P. Schlatter

Numerical simulation is powerful to study nonlinear solid mechanics problems. However, mesh-based or particle-based numerical methods suffer from the common shortcoming of being time-consuming, particularly for complex problems with…

Machine Learning · Statistics 2024-09-18 Ming-Jian Li , Yanping Lian , Zhanshan Cheng , Lehui Li , Zhidong Wang , Ruxin Gao , Daining Fang
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