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Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and computational efficiency of three classes of algorithms which,…

Computation · Statistics 2025-02-24 Alex Ziyu Jiang , Abel Rodríguez

We show that molecular dynamics based moves in the Minima Hopping (MH) method are more efficient than saddle point crossing moves which select the lowest possible saddle point. For binary systems we incorporate identity exchange moves in a…

Statistical Mechanics · Physics 2015-05-19 Michael Sicher , Stephan Mohr , Stefan Goedecker

The aim of this work is to revise but also explore even further the escape dynamics in the H\'{e}non-Heiles system. In particular, we conduct a thorough and systematic numerical investigation distinguishing between trapped (ordered and…

Chaotic Dynamics · Physics 2017-09-28 Euaggelos E. Zotos

The global optimization have the very extensive applications in econometrics, science and engineering. However, the global optimization for non-convex objective functions is particularly difficult since most of the existing global…

Optimization and Control · Mathematics 2015-07-17 Da-Zheng Feng , Han-Zhe Feng , Hai-Qin Zhang

Rapid sampling from the environment to acquire available frontier points and timely incorporating them into subsequent planning to reduce fragmented regions are critical to improve the efficiency of autonomous exploration. We propose HPHS,…

Robotics · Computer Science 2024-07-22 Shijun Long , Ying Li , Chenming Wu , Bin Xu , Wei Fan

Sparse Blind Source Separation (sparse BSS) is a key method to analyze multichannel data in fields ranging from medical imaging to astrophysics. However, since it relies on seeking the solution of a non-convex penalized matrix factorization…

Machine Learning · Computer Science 2018-12-18 Christophe Kervazo , Jerome Bobin , Cecile Chenot

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…

Methodology · Statistics 2021-03-30 Lizhen Nie , Veronika Ročková

In this paper, we study stochastic non-convex optimization with non-convex random functions. Recent studies on non-convex optimization revolve around establishing second-order convergence, i.e., converging to a nearly second-order optimal…

Optimization and Control · Mathematics 2017-11-02 Mingrui Liu , Tianbao Yang

We develop a surface hopping algorithm based on frozen Gaussian approximation for semiclassical matrix Schr\"odinger equations, in the spirit of Tully's fewest switches surface hopping method. The algorithm is asymptotically derived from…

Numerical Analysis · Mathematics 2017-03-30 Jianfeng Lu , Zhennan Zhou

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

The possibility to apply phase-space methods to many-body interacting systems might provide accurate descriptions of correlations with a reduced numerical cost. For instance, the so--called stochastic mean-field phase-space approach, where…

Nuclear Theory · Physics 2020-04-22 Thomas Czuba , Denis Lacroix , David Regnier , Ibrahim Ulgen , Bulent Yilmaz

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Decentralized optimization is critical for solving large-scale machine learning problems over distributed networks, where multiple nodes collaborate through local communication. In practice, the variances of stochastic gradient estimators…

Optimization and Control · Mathematics 2026-02-13 Hongxu Chen , Ke Wei , Luo Luo

Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…

Systems and Control · Computer Science 2014-11-18 Luca Bortolussi , Vashti Galpin , Jane Hillston

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

Optimization and Control · Mathematics 2021-06-15 Zhishuai Guo , Quanqi Hu , Lijun Zhang , Tianbao Yang

This paper proposes a stable sparse rapidly-exploring random trees (SST) algorithm to solve the optimal motion planning problem for hybrid systems. At each iteration, the proposed algorithm, called HySST, selects a vertex with the lowest…

Robotics · Computer Science 2023-05-31 Nan Wang , Ricardo G. Sanfelice

This paper addresses the stabilization problem of stochastic jump systems (SJSs) closed by a generally sampled controller. Because of the controller's switching and state both sampled, it is challenging to study its stabilization. A new…

Optimization and Control · Mathematics 2024-07-09 Guoliang Wang

Ring Polymer Surface-Hopping (RPSH) has been recently introduced as a well-tailored method for incorporating nuclear quantum effects (NQEs), such as zero-point energy and tunneling, into non-adiabatic molecular dynamics simulations. The…

Chemical Physics · Physics 2025-09-16 Dil K. Limbu , Farnaz A. Shakib

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

Optimization and Control · Mathematics 2019-04-18 Xi Chen , Qihang Lin , Zizhuo Wang