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Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis (PCA) and the calculation of truncated singular value decompositions (SVD). The present…

Computation · Statistics 2017-01-02 Arthur Szlam , Yuval Kluger , Mark Tygert

Deep image matting methods have achieved increasingly better results on benchmarks (e.g., Composition-1k/alphamatting.com). However, the robustness, including robustness to trimaps and generalization to images from different domains, is…

Computer Vision and Pattern Recognition · Computer Science 2022-01-19 Yutong Dai , Brian Price , He Zhang , Chunhua Shen

The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…

Statistics Theory · Mathematics 2023-06-30 Claire Boyer , Antoine Godichon-Baggioni

For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…

Computation · Statistics 2019-06-27 HaiYing Wang , Rong Zhu , Ping Ma

This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…

Optimization and Control · Mathematics 2025-11-18 Asimina Marousi , Vassilis M. Charitopoulos

Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…

Statistics Theory · Mathematics 2009-08-26 Faming Liang

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-21 Wiktor Maj

Randomized matrix algorithms have become workhorse tools in scientific computing and machine learning. To use these algorithms safely in applications, they should be coupled with posterior error estimates to assess the quality of the…

Numerical Analysis · Mathematics 2024-10-03 Ethan N. Epperly , Joel A. Tropp

Trust-region (TR) and adaptive regularization using cubics (ARC) have proven to have some very appealing theoretical properties for non-convex optimization by concurrently computing function value, gradient, and Hessian matrix to obtain the…

Machine Learning · Computer Science 2023-10-19 Liu Liu , Xuanqing Liu , Cho-Jui Hsieh , Dacheng Tao

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

Self-Consistency mitigates hallucinations in Large Language Models (LLMs) by sampling multiple reasoning paths,but it lacks a systematic approach to determine the optimal number of samples or select the most faithful rationale. To address…

Computation and Language · Computer Science 2025-02-05 Guangya Wan , Yuqi Wu , Jie Chen , Sheng Li

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

Visual place recognition (VPR) is a fundamental task for many applications such as robot localization and augmented reality. Recently, the hierarchical VPR methods have received considerable attention due to the trade-off between accuracy…

Computer Vision and Pattern Recognition · Computer Science 2024-04-09 Feng Lu , Shuting Dong , Lijun Zhang , Bingxi Liu , Xiangyuan Lan , Dongmei Jiang , Chun Yuan

An important step in building a quantum computer is calibrating experimentally implemented quantum gates to produce operations that are close to ideal unitaries. The calibration step involves estimating the systematic errors in gates and…

Quantum Physics · Physics 2021-10-22 Shelby Kimmel , Guang Hao Low , Theodore J. Yoder

We design algorithms for Robust Principal Component Analysis (RPCA) which consists in decomposing a matrix into the sum of a low rank matrix and a sparse matrix. We propose a deep unrolled algorithm based on an accelerated alternating…

Signal Processing · Electrical Eng. & Systems 2023-07-13 Elizabeth Z. C. Tan , Caroline Chaux , Emmanuel Soubies , Vincent Y. F. Tan

A novel stochastic optimization method called MAC was suggested. The method is based on the calculation of the objective function at several random points and then an empirical expected value and an empirical covariance matrix are…

Neural and Evolutionary Computing · Computer Science 2023-04-25 Attila László Nagy , Goitom Simret Kidane , Tamás Turányi , János Tóth

During the course of the last decade, traveling wave accelerating structures for a future Linear Collider have been the object of intense R&D efforts. An important problem is the efficient computation of the long range wakefield with the…

Accelerator Physics · Physics 2008-11-26 J. -F. Ostiguy , K. -Y. Ng

Sharpness-Aware Minimization (SAM) has emerged as a promising approach for effectively reducing the generalization error. However, SAM incurs twice the computational cost compared to base optimizer (e.g., SGD). We propose Asymptotic…

Computer Vision and Pattern Recognition · Computer Science 2025-03-31 Jiaxin Deng , Junbiao Pang , Baochang Zhang

Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…

Methodology · Statistics 2026-05-14 Matias Quiroz , Aishwarya Bhaskaran , Zixuan Wang , Thomas Goodwin