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Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

A ubiquitous feature of data of our era is their extra-large sizes and dimensions. Analyzing such high-dimensional data poses significant challenges, since the feature dimension is often much larger than the sample size. This thesis…

Statistics Theory · Mathematics 2025-09-11 Kai Yang

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…

Machine Learning · Statistics 2009-11-18 Lukas Meier , Sara van de Geer , Peter Bühlmann

The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…

Computation · Statistics 2024-10-21 Ardjen Pengel , Jun Yang , Zhou Zhou

This work introduces an innovative parallel, fully-distributed finite element framework for growing geometries and its application to metal additive manufacturing. It is well-known that virtual part design and qualification in additive…

Computational Engineering, Finance, and Science · Computer Science 2019-04-30 Eric Neiva , Santiago Badia , Alberto F. Martín , Michele Chiumenti

This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

We consider the problem of maximizing a monotone nondecreasing set function under multiple constraints, where the constraints are also characterized by monotone nondecreasing set functions. We propose two greedy algorithms to solve the…

Optimization and Control · Mathematics 2023-05-09 Lintao Ye , Zhi-Wei Liu , Ming Chi , Vijay Gupta

Developing machine learning enabled smart manufacturing is promising for composite structures assembly process. To improve production quality and efficiency of the assembly process, accurate predictive analysis on dimensional deviations and…

Machine Learning · Statistics 2020-11-24 Cheolhei Lee , Jianguo Wu , Wenjia Wang , Xiaowei Yue

In large-scale, data-driven applications, parameters are often only known approximately due to noise and limited data samples. In this paper, we focus on high-dimensional optimization problems with linear constraints under uncertain…

Optimization and Control · Mathematics 2024-03-01 Naqi Huang , Nestor Parolya , Theresia van Essen

Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…

Optimization and Control · Mathematics 2024-03-01 Alfredo Vitorino , Francisco A. M. Gomes

Constrained coding plays a key role in optimizing performance and mitigating errors in applications such as storage and communication, where specific constraints on codewords are required. While non-parametric constraints have been…

Information Theory · Computer Science 2025-05-05 Daniella Bar-Lev , Michael Shlizerman

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Methodology · Statistics 2018-08-02 Yongxiang Li , Qiang Zhou , Kwok Leung Tsui , Javier Cabrera

Bayesian optimization is a popular tool for data-efficient optimization of expensive objective functions. In real-life applications like engineering design, the designer often wants to take multiple objectives as well as input uncertainty…

Artificial Intelligence · Computer Science 2022-02-28 J. Qing , I. Couckuyt , T. Dhaene

Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…

Optimization and Control · Mathematics 2020-06-16 Johannes Wiebe , Inês Cecílio , Jonathan Dunlop , Ruth Misener

The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…

Machine Learning · Computer Science 2019-09-26 Thanh Le , Vasant Honavar

In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is…

Machine Learning · Statistics 2019-06-11 Jing Zhao , Jingjing Fei , Shiliang Sun

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

Boolean MaxSAT, as well as generalized formulations such as Min-MaxSAT and Max-hybrid-SAT, are fundamental optimization problems in Boolean reasoning. Existing methods for MaxSAT have been successful in solving benchmarks in CNF format.…

Artificial Intelligence · Computer Science 2023-05-09 Anastasios Kyrillidis , Moshe Y. Vardi , Zhiwei Zhang