Related papers: Forward and Backward Bellman equations improve the…

We propose a fast algorithm for computing the GMM estimator in the BLP demand model (Berry, Levinsohn, and Pakes, 1995). Inspired by nested pseudo-likelihood methods for dynamic discrete choice models, our approach avoids repeatedly solving…

This research is concerned with evolution equations and their forward-backward discretizations. Our first contribution is an estimation for the distance between iterates of sequences generated by forward-backward schemes, useful in the…

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Dense retrieval techniques employ pre-trained large language models to build a high-dimensional representation of queries and passages. These representations compute the relevance of a passage w.r.t. to a query using efficient similarity…

A new approach for the parallel forward modeling of transient electromagnetic (TEM) fields is presented. It is based on a family of uniform-in-time rational approximants to the matrix exponential that share a common denominator independent…

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

We present a framework for solving a broad class of ill-posed inverse problems governed by partial differential equations (PDEs), where the target coefficients of the forward operator are recovered through an iterative regularization scheme…

A boundary element method (BEM) simulation is used to compare the efficiency of numerical inverse Laplace transform strategies, considering general requirements of Laplace-space numerical approaches. The two-dimensional BEM solution is used…

The measurement of progress using benchmarks evaluations is ubiquitous in computer science and machine learning. However, common approaches to analyzing and presenting the results of benchmark comparisons of multiple algorithms over…

In multi-task learning (MTL), related tasks learn jointly to improve generalization performance. To exploit the high learning speed of extreme learning machines (ELMs), we apply the ELM framework to the MTL problem, where the output weights…

Source localization based on electroencephalography (EEG) has become a widely used neuroimagining technique. However its precision has been shown to be very dependent on how accurately the brain, head and scalp can be electrically modeled…

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very…

Partially Observable Markov Decision Processes (POMDPs) offer a promising world representation for autonomous agents, as they can model both transitional and perceptual uncertainties. Calculating the optimal solution to POMDP problems can…

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

We introduce a Model Predictive Control (MPC) framework for training deep neural networks, systematically unifying the Back-Propagation (BP) and Forward-Forward (FF) algorithms. At the same time, it gives rise to a range of intermediate…

Forward-backward stochastic differential equations (FBSDEs) have been generalized by introducing jumps for better capturing random phenomena, while the resulting FBSDEs are far more intricate than the standard one from every perspective. In…

We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$…

Previous partial permutation synchronization (PPS) algorithms, which are commonly used for multi-object matching, often involve computation-intensive and memory-demanding matrix operations. These operations become intractable for large…

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

In this paper, we propose an efficient parallelization strategy for boundary element method (BEM) solvers that perform the electromagnetic analysis of structures with lossy conductors. The proposed solver is accelerated with the adaptive…