Related papers: Optimized Implementation for Calculation and Fast-…

Models in which the covariance matrix has the structure of a sparse matrix plus a low rank perturbation are ubiquitous in data science applications. It is often desirable for algorithms to take advantage of such structures, avoiding costly…

We propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in mixed-membership stochastic blockmodels (MMSB). Our algorithm is based on the stochastic gradient Riemannian Langevin sampler and…

In this paper we propose a novel algorithm, factored value iteration (FVI), for the approximate solution of factored Markov decision processes (fMDPs). The traditional approximate value iteration algorithm is modified in two ways. For one,…

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational…

This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…

Algorithmic and architecture-oriented optimizations are essential for achieving performance worthy of anticipated energy-austere exascale systems. In this paper, we present an extreme scale FMM-accelerated boundary integral equation solver…

It is now a noticeable trend in High Performance Computing that the systems are becoming more and more heterogeneous. Compute nodes with a host CPU are being equipped with accelerators, the latter being a GPU or FPGA cards or both. In many…

We develop a efficient, easy-to-implement, and strictly monotone numerical integration method for Mean-Variance (MV) portfolio optimization in realistic contexts, which involve jump-diffusion dynamics of the underlying controlled processes,…

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…

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size…

Due to the speed limitation of the conventional bit-chosen strategy in the existing weighted bit flipping algorithms, a high-speed LDPC decoder cannot be realized. To solve this problem, we propose a fast weighted bit flipping (FWBF)…

The FBMS R package facilitates Bayesian model selection and model averaging in complex regression settings by employing a variety of Monte Carlo model exploration methods. At its core, the package implements an efficient Mode Jumping Markov…

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Nowadays computational complexity of fast walsh hadamard transform and nonlinearity for Boolean functions and large substitution boxes is a major challenge of modern cryptography research on strengthening encryption schemes against linear…

Linear systems in applications are typically well-posed, and yet the coefficient matrices may be nearly singular in that the condition number $\kappa(\boldsymbol{A})$ may be close to $1/\varepsilon_{w}$, where $\varepsilon_{w}$ denotes the…

Selected inversion is essential for applications such as Bayesian inference, electronic structure calculations, and inverse covariance estimation, where computing only specific elements of large sparse matrix inverses significantly reduces…

An algorithm framework is proposed for minimizing nonsmooth functions. The framework is variable-metric in that, in each iteration, a step is computed using a symmetric positive definite matrix whose value is updated as in a quasi-Newton…

The kernel-independent fast multipole method (KIFMM) proposed in [1] is of almost linear complexity. In the original KIFMM the time-consuming M2L translations are accelerated by FFT. However, when more equivalent points are used to achieve…

The increasing deployment of massive active antenna arrays in low Earth orbit (LEO) satellites necessitates computationally efficient and adaptive precoding techniques to mitigate dynamic channel variations and enhance spectral efficiency.…

We revisit the infinite variance problem in fermionic Monte Carlo simulations, which is widely encountered in areas ranging from condensed matter to nuclear and high-energy physics. The different algorithms, which we broadly refer to as…