Related papers: An offline-online strategy for multiscale problems…
In many problems, the inputs arrive over time, and must be dealt with irrevocably when they arrive. Such problems are online problems. A common method of solving online problems is to first solve the corresponding linear program, and then…
Probabilistic super-resolution of high-dimensional spatial fields using diffusion models is often computationally prohibitive due to the cost of operating directly in pixel space. We propose PODiff, a structured conditional generative…
We investigate the problem of online learning, which has gained significant attention in recent years due to its applicability in a wide range of fields from machine learning to game theory. Specifically, we study the online optimization of…
We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…
Sampling from log-concave distributions is a well researched problem that has many applications in statistics and machine learning. We study the distributions of the form $p^{*}\propto\exp(-f(x))$, where…
We propose a decentralized online learning algorithm for distributed random inverse problems over network graphs with online measurements, and unifies the distributed parameter estimation in Hilbert spaces and the least mean square problem…
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target and constraint functions are oblivious adversarially generated…
Discontinuity layout optimization (DLO) is a relatively new upper bound limit analysis method. Compared to classic topology optimization methods, aimed at obtaining the optimum design of a structure by considering its self-weight, building…
Online model predictive control (MPC) for piecewise affine (PWA) systems requires the online solution to an optimization problem that implicitly optimizes over the switching sequence of PWA regions, for which the computational burden can be…
We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…
Methods for out-of-distribution (OOD) detection that scale to 3D data are crucial components of any real-world clinical deep learning system. Classic denoising diffusion probabilistic models (DDPMs) have been recently proposed as a robust…
We study the problem of online convex optimization (OCO) under unknown linear constraints that are either static, or stochastically time-varying. For this problem, we introduce an algorithm that we term Optimistically Safe OCO (OSOCO) and…
The dispersion problem has been widely studied in computational geometry and facility location, and is closely related to the packing problem. The goal is to locate n points (e.g., facilities or persons) in a k-dimensional polytope, so that…
We consider the offline constrained reinforcement learning (RL) problem, in which the agent aims to compute a policy that maximizes expected return while satisfying given cost constraints, learning only from a pre-collected dataset. This…
In this paper, we present a dimension reduction method to reduce the dimension of parameter space and state space and efficiently solve inverse problems. To this end, proper orthogonal decomposition (POD) and radial basis function (RBF) are…
Effective properties of materials with random heterogeneous structures are typically determined by homogenising the mechanical quantity of interest in a window of observation. The entire problem setting encompasses the solution of a local…
Finite element based simulation of phenomena governed by partial differential equations is a standard tool in many engineering workflows today. However, the simulation of complex geometries is computationally expensive. Many engineering…
We introduce a generalized framework for studying higher-order versions of the multiscale method known as Localized Orthogonal Decomposition. Through a suitable reformulation, we are able to accommodate both conforming and nonconforming…
In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a $\Omega(\sqrt{d})$ lower bound on the competitive ratio of any online…