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Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Daniel E. Shea , Rajiv Giridharagopal , David S. Ginger , Steven L. Brunton , J. Nathan Kutz

Replication is a key technique in the design of efficient and reliable distributed systems. As information grows, it becomes difficult or even impossible to store all information at every replica. A common approach to deal with this problem…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-05 Gonçalo Cabrita , Nuno Preguiça

We present a theory and accompanying importance sampling method for computing rate constants in spatially inhomogenious systems. Using the relationship between rate constants and path space partition functions, we illustrate that the…

Statistical Mechanics · Physics 2019-06-05 Addison J. Schile , David T. Limmer

As neural networks are increasingly being applied to real-world applications, mechanisms to address distributional shift and sequential task learning without forgetting are critical. Methods incorporating network expansion have shown…

Machine Learning · Computer Science 2021-03-26 Vinay Kumar Verma , Kevin J Liang , Nikhil Mehta , Piyush Rai , Lawrence Carin

We pose the deterministic, nonparametric, approximation problem for scalar nonnegative input/output systems via finite impulse response convolutions, based on repeated observations of input/output signal pairs. The problem is converted into…

Optimization and Control · Mathematics 2015-07-14 Lorenzo Finesso , Peter Spreij

In this work we study the topic of high-resolution adaptive sampling of a given deterministic signal and establish a connection with classic approaches to high-rate quantization. Specifically, we formulate solutions for the task of optimal…

Information Theory · Computer Science 2018-04-20 Yehuda Dar , Alfred M. Bruckstein

Integer factorization is a famous computational problem unknown whether being solvable in the polynomial time. With the rise of deep neural networks, it is interesting whether they can facilitate faster factorization. We present an approach…

Machine Learning · Computer Science 2023-09-12 Karlis Freivalds , Emils Ozolins , Guntis Barzdins

This paper presents a fast and robust algorithm for trend filtering, a recently developed nonparametric regression tool. It has been shown that, for estimating functions whose derivatives are of bounded variation, trend filtering achieves…

Machine Learning · Statistics 2015-09-01 Aaditya Ramdas , Ryan J. Tibshirani

We study existence and uniqueness of the fixed points solutions of a large class of non-linear variable discounted transfer operators associated to a sequential decision-making process. We establish regularity properties of these solutions,…

Dynamical Systems · Mathematics 2019-02-20 L. Cioletti , Elismar R. Oliveira

One key requirement for fountain (rateless) coding schemes is to achieve a high intermediate symbol recovery rate. Recent coding schemes have incorporated the use of a feedback channel to improve intermediate performance of traditional…

Information Theory · Computer Science 2016-11-17 Morteza Hashemi , Yuval Cassuto , Ari Trachtenberg

This paper presents a novel attention-based algorithm for achieving adaptive computation called DACT, which, unlike existing ones, is end-to-end differentiable. Our method can be used in conjunction with many networks; in particular, we…

Artificial Intelligence · Computer Science 2020-05-25 Cristobal Eyzaguirre , Alvaro Soto

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

In this paper we combine the Alias method with the concept of systematic sampling, a method commonly used in particle filters for efficient low-variance resampling. The proposed method allows very fast sampling from a discrete distribution:…

Data Structures and Algorithms · Computer Science 2025-09-30 Ilari Vallivaara , Katja Poikselkä , Pauli Rikula , Juha Röning

In this manuscript a factor graph approach is employed to investigate the recursive filtering problem for a mixed linear/nonlinear state-space model, i.e. for a model whose state vector can be partitioned in a linear state variable…

Statistics Theory · Mathematics 2016-07-29 Giorgio M. Vitetta , Emilio Sirignano , Francesco Montorsi , Matteo Sola

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady

The paper proposes an algorithm for a discretization (sampled-time implementation) of a homogeneous control preserving the finite-time and nearly fixed-time stability property of the original (sampling-free) system. The sampling period is…

Systems and Control · Electrical Eng. & Systems 2022-07-08 Andrey Polyakov , Denis Efimov , Xubin Ping

We introduce a simple method for nearly simultaneous computation of all moments needed for quasi maximum likelihood estimation of parameters in discretely observed stochastic differential equations commonly seen in finance. The method…

Computation · Statistics 2015-09-28 Lars Josef Höök , Erik Lindström

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

We present a numerically robust, computationally efficient approach for non-I.I.D. data stream sampling in federated client systems, where resources are limited and labeled data for local model adaptation is sparse and expensive. The…

Machine Learning · Computer Science 2024-09-02 Manuel Röder , Frank-Michael Schleif

The paper presents a new efficient and robust method for rare event probability estimation for computational models of an engineering product or a process returning categorical information only, for example, either success or failure. For…

Computational Engineering, Finance, and Science · Computer Science 2022-10-11 Miroslav Vořechovský