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We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and…

Machine Learning · Computer Science 2016-10-28 Thomas Brouwer , Jes Frellsen , Pietro Lio'

To obtain the initial pressure from the collected data on a planar sensor arrangement in photoacoustic tomography, there exists an exact analytic frequency domain reconstruction formula. An efficient realization of this formula needs to…

Diffusion probabilistic models (DPMs) have achieved impressive success in visual generation. While, they suffer from slow inference speed due to iterative sampling. Employing fewer sampling steps is an intuitive solution, but this will also…

Computer Vision and Pattern Recognition · Computer Science 2025-06-17 Hu Yu , Hao Luo , Fan Wang , Feng Zhao

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…

Discrete Mathematics · Computer Science 2007-08-10 M. A. Iwen

In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the…

Machine Learning · Computer Science 2021-06-25 Zhifeng Kong , Wei Ping

Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating…

Machine Learning · Computer Science 2026-02-27 Domonkos Csuzdi , Olivér Törő , Tamás Bécsi

The method is introduced for fast data processing by reducing the probability amplitudes of undesirable elements. The algorithm has a mathematical description and circuit implementation on a quantum processor. The idea is to make a quick…

Quantum Physics · Physics 2025-04-24 Karina Zakharova , Artem Chernikov , Sergey Sysoev

We derive a novel efficient scheme to measure the rate constant of transitions between stable states separated by high free energy barriers in a complex environment within the framework of transition path sampling. The method is based on…

Statistical Mechanics · Physics 2009-11-07 Titus S. van Erp , Daniele Moroni , Peter G. Bolhuis

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

This paper focuses on detection tasks in information extraction, where positive instances are sparsely distributed and models are usually evaluated using F-measure on positive classes. These characteristics often result in deficient…

Computation and Language · Computer Science 2018-05-29 Hongyu Lin , Yaojie Lu , Xianpei Han , Le Sun

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

Fast Fourier transform algorithms are an arsenal of effective tools for solving various problems of analysis and high-speed processing of signals of various natures. Almost all of these algorithms are designed to process sequences of…

Data Structures and Algorithms · Computer Science 2025-04-11 Aleksandr Cariow

Factor analysis, often regarded as a Bayesian variant of matrix factorization, offers superior capabilities in capturing uncertainty, modeling complex dependencies, and ensuring robustness. As the deep learning era arrives, factor analysis…

Machine Learning · Computer Science 2024-08-02 Zhibin Duan , Tiansheng Wen , Yifei Wang , Chen Zhu , Bo Chen , Mingyuan Zhou

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…

Machine Learning · Computer Science 2019-05-28 Vatsal Sharan , Kai Sheng Tai , Peter Bailis , Gregory Valiant

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…

Applications · Statistics 2014-06-02 Daniele Durante , Bruno Scarpa , David B. Dunson

Preserving spin symmetry in variational quantum algorithms is essential for producing physically meaningful electronic wavefunctions. Implementing spin-adapted transformations on quantum hardware, however, is challenging because the…

Quantum Physics · Physics 2026-05-04 Paarth Jain , Artur F. Izmaylov , Erik R. Kjellgren