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Based on Stochastic Gradient Descent (SGD), the paper introduces two optimizers, named Interpolational Accelerating Gradient Descent (IAGD) as well as Noise-Regularized Stochastic Gradient Descent (NRSGD). IAGD leverages second-order Newton…
We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…
Accurate and efficient prediction of multicomponent adsorption equilibria across pressures, temperatures, and compositions remain a central challenge for designing energy-efficient adsorption-based separation processes. Traditional…
Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…
We propose a new algorithm for finite sum optimization which we call the curvature-aided incremental aggregated gradient (CIAG) method. Motivated by the problem of training a classifier for a d-dimensional problem, where the number of…
Non-equilibrium steady states (NESS) of Markov processes give rise to non-trivial cyclic probability fluxes. Cycle decompositions of the steady state offer an effective description of such fluxes. Here, we present an iterative cycle…
Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…
Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…
The dc grid became more popular, by emerging the distributed generations (DGs). Despite this popularity, the dc grid is not yet widely used because the majority of loads in a power system are ac, which means the ac grid is still the…
We revisit the development of grid based recursive approximate filtering of general Markov processes in discrete time, partially observed in conditionally Gaussian noise. The grid based filters considered rely on two types of state…
In this paper, we develop a novel contraction framework for stability analysis of discrete-time nonlinear systems with parameters following stochastic processes. For general stochastic processes, we first provide a sufficient condition for…
Within the framework of imaginary-time evolution for matrix product states, we introduce a cluster version of the infinite time-evolving block decimation algorithm for simulating quantum many-body systems, addressing the computational…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…
With the increased complexity of power systems due to the integration of smart grid technologies and renewable energy resources, more frequent changes have been introduced to system status, and the traditional serial mode of state…
Directed Acyclic Graphs (DAGs) are central to uncovering causal structure in complex systems, yet learning a single DAG from data is often challenging: model uncertainty, finite samples, and a combinatorially large search space frequently…
The paper develops a Newton multigrid (MG) method for one- and two-dimensional steady-state shallow water equations (SWEs) with topography and dry areas.It solves the nonlinear system arising from the well-balanced finite volume…
We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…
Input-to-state stability (ISS) unifies global asymptotic stability with respect to variations of initial conditions with robustness with respect to external disturbances. First, we present Lyapunov characterizations for input-to-state…