Related papers: Constructing Random Steiner Triple Systems: An Exp…
We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algorithms, SCSG makes use of gradient estimates at two scales,…
Let S denote a Steiner triple system on an n-element set. An orientation of S is an assignment of a cyclic ordering to each of the triples in S. From an oriented Steiner triple system, one can define an anticommutative bilinear operation on…
The breeding method is a computationally cheap way to generate flow-adapted ensembles to be used in probabilistic forecasts. Its main disadvantage is that the ensemble may lack diversity and collapse to a low-dimensional subspace. To still…
Nested space-filling designs are nested designs with attractive low-dimensional stratification. Such designs are gaining popularity in statistics, applied mathematics and engineering. Their applications include multi-fidelity computer…
In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…
The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…
In this paper, we present an exact algorithm for the Steiner tree problem. The algorithm is based on certain pre-computed index structures. Our algorithm offers a practical solution for the Steiner tree problems on graphs of large size and…
This paper addresses the computational challenges in reliability-based topology optimization (RBTO) of structures associated with the estimation of statistics of the objective and constraints using standard sampling methods, and overcomes…
Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral…
Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…
A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary…
We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…
Many real-world networks display a natural bipartite structure, while analyzing or visualizing large bipartite networks is one of the most challenges. As a result, it is necessary to reduce the complexity of large bipartite systems and…
Cluster algorithms are developed for simulating quantum spin systems like the one- and two-dimensional Heisenberg ferro- and anti-ferromagnets. The corresponding two- and three-dimensional classical spin models with four-spin couplings are…
Cluster algorithms are developed for simulating quantum spin systems like the one- and two-dimensional Heisenberg ferro- and anti-ferromagnets. The corresponding two- and three-dimensional classical spin models with four-spin couplings are…
We use tools from random matrix theory to study the multi-spiked tensor model, i.e., a rank-$r$ deformation of a symmetric random Gaussian tensor. In particular, thanks to the nature of local optimization methods used to find the maximum…
We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…
Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…
Counting the number of triangles in a graph has many important applications in network analysis. Several frequently computed metrics like the clustering coefficient and the transitivity ratio need to count the number of triangles in the…