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In many contexts, there is interest in selecting the most important variables from a very large collection, commonly referred to as support recovery or variable, feature or subset selection. There is an enormous literature proposing a rich…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…
This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…
Graph convolutional networks (GCNs) are nowadays becoming mainstream in solving many image processing tasks including skeleton-based recognition. Their general recipe consists in learning convolutional and attention layers that maximize…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
The CUR decomposition is a technique for low-rank approximation that selects small subsets of the columns and rows of a given matrix to use as bases for its column and rowspaces. It has recently attracted much interest, as it has several…
In simulations of partial differential equations using particle-in-cell (PIC) methods, it is often advantageous to resample the particle distribution function to increase simulation accuracy, reduce compute cost, and/or avoid numerical…
The design of deterministic filters can be cast as a problem of minimizing an associated cost function for an optimal control problem. Employing the min-plus linearity property of the dynamic programming operator (associated with the…
Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…
This paper proposes an Adaptive Stochastic Model Predictive Control (MPC) strategy for stable linear time-invariant systems in the presence of bounded disturbances. We consider multi-input, multi-output systems that can be expressed by a…
Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…
Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems, the so-called separation. Instead, we reframe the problem of finding good cutting planes as a continuous…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
Compiling a high-level quantum circuit down to a low-level description that can be executed on state-of-the-art quantum computers is a crucial part of the software stack for quantum computing. One step in compiling a quantum circuit to some…
A partially identified model, where the parameters can not be uniquely identified, often arises during statistical analysis. While researchers frequently use Bayesian inference to analyze the models, when Bayesian inference with an…
Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…
We present a new insight into the systematic generation of minimal solvers in computer vision, which leads to smaller and faster solvers. Many minimal problem formulations are coupled sets of linear and polynomial equations where image…
Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…
Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…