Related papers: Small Errors Imply Large Instabilities
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…
Inaccurate circuits make possible the conservation of limited resources, such as energy. But effective design of such circuits requires an understanding of resulting tradeoffs between accuracy and design parameters, such as voltages and…
When the target of statistical inference is chosen in a data-driven manner, the guarantees provided by classical theories vanish. We propose a solution to the problem of inference after selection by building on the framework of algorithmic…
Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…
Two-sided matching markets describe a large class of problems wherein participants from one side of the market must be matched to those from the other side according to their preferences. In many real-world applications (e.g. content…
Postselected quantum computation is distinguished from regular quantum computation by accepting the output only if measurement outcomes satisfy predetermined conditions. The output must be accepted with nonzero probability. Methods for…
In order to develop practical and efficient algorithms while circumventing overly pessimistic computational lower bounds, recent work has been interested in developing oracle-efficient algorithms in a variety of learning settings. Two such…
It is well known that Cauchy problem for Laplace equations is an ill-posed problem in Hadamard's sense. Small deviations in Cauchy data may lead to large errors in the solutions. It is observed that if a bound is imposed on the solution,…
In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…
A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…
Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals…
Adversarial examples resulting from instability of current computer vision models are an extremely important topic due to their potential to compromise any application. In this paper we demonstrate that instability is inevitable due to a)…
In engineering, it is a common desire to couple existing simulation tools together into one big system by passing information from subsystems as parameters into the subsystems under influence. As executed at fixed time points, this data…
Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…
We present a theoretical analysis of stochastic optimization methods in terms of their sensitivity with respect to the step size. We identify a key quantity that, for each method, describes how the performance degrades as the step size…
Stability and error analysis remain challenging for problems that lack regularity properties near solutions, are subject to large perturbations, and might be infinite dimensional. We consider nonconvex optimization and generalized equations…
For constrained system which has several independent first integrals, we give a new stabilization method which named adjustment-stabilization method. It can stabilize all known constants of motion for a given dynamical system very well…
Variational inference has recently emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) in large-scale Bayesian inference. The core idea is to trade statistical accuracy for computational efficiency. In this…
The inclusion of a fragmentation mechanism in population balance equations introduces complex interactions that make the analytical or even computational treatment much more difficult than for the pure aggregation case. This is specially…
A novel numerical method for solving inverse scattering problem with fixed-energy data is proposed. The method contains a new important concept: the stability index of the inversion problem. This is a number, computed from the data, which…