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We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…

Mathematical Software · Computer Science 2015-02-27 Pieter Ghysels , Xiaoye S. Li , Francois-Henry Rouet , Samuel Williams , Artem Napov

Iterative solutions of sparse linear systems and sparse eigenvalue problems have a fundamental role in vital fields of scientific research and engineering. The crucial computing kernel for such iterative solutions is the multiplication of a…

Data Structures and Algorithms · Computer Science 2022-12-16 Thaha Mohammed , Rashid Mehmood

While the great capability of Transformers significantly boosts prediction accuracy, it could also yield overconfident predictions and require calibrated uncertainty estimation, which can be commonly tackled by Gaussian processes (GPs).…

Machine Learning · Computer Science 2024-05-29 Yingyi Chen , Qinghua Tao , Francesco Tonin , Johan A. K. Suykens

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair

In this paper, we develop sparse grid discontinuous Galerkin (DG) schemes for the Vlasov-Maxwell (VM) equations. The VM system is a fundamental kinetic model in plasma physics, and its numerical computations are quite demanding, due to its…

Numerical Analysis · Mathematics 2019-01-16 Zhanjing Tao , Wei Guo , Yingda Cheng

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gaussian process under the squared exponential kernel to a…

Methodology · Statistics 2021-02-09 Deyu Ming , Serge Guillas

This work presents a GPU thread mapping approach that allows doing fast parallel stencil-like computations on discrete fractals using their compact representation. The intuition behind is to employ two GPU tensor-core accelerated thread…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-26 Felipe A. Quezada , Cristóbal A. Navarro

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic…

Numerical Analysis · Mathematics 2020-04-27 Hanno Gottschalk , Karsten Kahl

We introduce a soft computing approach for automatically selecting and combining indices from remote sensing multispectral images that can be used for classification tasks. The proposed approach is based on a Genetic-Programming (GP)…

Neural and Evolutionary Computing · Computer Science 2020-11-11 Juan F. H. Albarracín , Rafael S. Oliveira , Marina Hirota , Jefersson A. dos Santos , Ricardo da S. Torres

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

Modern compute nodes in high-performance computing provide a tremendous level of parallelism and processing power. However, as arithmetic performance has been observed to increase at a faster rate relative to memory and network bandwidths,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-05-11 Johannes Pekkilä , Miikka S. Väisälä , Maarit J. Käpylä , Matthias Rheinhardt , Oskar Lappi

Sparse matrix multiplication (SpGEMM) is a fundamental kernel used in many diverse application areas, both numerical and discrete. For example, many algebraic graph algorithms rely on SpGEMM in the tropical semiring to compute shortest…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-01 Alexander van der Grinten , Geert Custers , Duy Le Thanh , Henning Meyerhenke

While 3D Gaussian Splatting (3DGS) has revolutionized real-time photorealistic view synthesis, its fundamental reliance on symmetric Gaussian distributions introduces visual artifacts that hinder accurate spatial data exploration.…

Computer Vision and Pattern Recognition · Computer Science 2026-05-19 Beizhen Zhao , Yifan Zhou , Gaochao Song , Ziran Yin , Hao Wang

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

Current methods for stochastic hyperparameter learning in Gaussian Processes (GPs) rely on approximations, such as computing biased stochastic gradients or using inducing points in stochastic variational inference. However, when using such…

Machine Learning · Computer Science 2025-08-29 Neta Shoham , Haim Avron

Superpixel algorithms have proven to be a useful initial step for segmentation and subsequent processing of images, reducing computational complexity by replacing the use of expensive per-pixel primitives with a higher-level abstraction,…

Computer Vision and Pattern Recognition · Computer Science 2018-07-24 Bradley C. Lowekamp , David T. Chen , Ziv Yaniv , Terry S. Yoo

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…

Machine Learning · Statistics 2015-05-12 Zhenwen Dai , James Hensman , Neil Lawrence