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Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

We investigate ways in which an algorithm can improve its expected performance by fine-tuning itself automatically with respect to an unknown input distribution D. We assume here that D is of product type. More precisely, suppose that we…

Data Structures and Algorithms · Computer Science 2011-05-30 Nir Ailon , Bernard Chazelle , Kenneth L. Clarkson , Ding Liu , Wolfgang Mulzer , C. Seshadhri

Numerical calculus algorithms which estimate derivatives and integrals from data series acquired either via measurements or by sampling functions are essential in scientific computing. To date, a few quantum algorithms have been developed…

Quantum Physics · Physics 2026-03-23 Jordan Cioni , Fabio Semperlotti

Variational inference is a scalable technique for approximate Bayesian inference. Deriving variational inference algorithms requires tedious model-specific calculations; this makes it difficult to automate. We propose an automatic…

Machine Learning · Statistics 2015-06-15 Alp Kucukelbir , Rajesh Ranganath , Andrew Gelman , David M. Blei

We propose a dynamic slicing algorithm to compute the slices of aspect-oriented programs. We use a dependence based intermediate program representation called Aspect System Dependence Graph (AOSG) to represent aspect-oriented programs.…

Software Engineering · Computer Science 2014-03-04 Abhishek Ray , Siba Mishra , Durga Prasad Mohapatra

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

Optimization and Control · Mathematics 2020-08-07 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

Differentiable programming allows for derivatives of functions implemented via computer code to be calculated automatically. These derivatives are calculated using automatic differentiation (AD). This thesis explores two applications of…

Plasma Physics · Physics 2024-10-16 Nick McGreivy

We present an amelioration of current known algorithms for optimal spectral partitioning problems. The idea is to use the advantage of a representation using density functions while decreasing the computational time. This is done by…

Optimization and Control · Mathematics 2017-05-25 Beniamin Bogosel

An algorithm is given for explicitly computing Penrose diagrams for spacetimes of the form $ds^2 = -f(r)\, dt^2 + f(r)^{-1} \, dr^2 + r^2 \, d\Omega^2$. The resulting diagram coordinates are shown to extend the metric continuously and…

General Relativity and Quantum Cosmology · Physics 2021-04-16 J C Schindler , A Aguirre

We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 B. Brzostowski , M. R. Dudek , B. Grabiec , T. Nadzieja

In this paper, we develop a splitting algorithm incorporating Bregman distances to solve a broad class of linearly constrained composite optimization problems, whose objective function is the separable sum of possibly nonconvex nonsmooth…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Andrew Eberhard , Nargiz Sultanova

We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…

Optimization and Control · Mathematics 2013-04-26 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

Software realization of the complex spectra decomposition on unknown number of similarcomponents is proposed.The algorithm is based on non-linear minimizing the sum of squared residuals of the spectrum model. For the adequacy checking the…

Mathematical Software · Computer Science 2015-06-24 Vladimir Bakhrushin

Optical two-dimensional (2D) coherent spectroscopy excels in studying coupling and dynamics in complex systems. The dynamical information can be learned from lineshape analysis to extract the corresponding linewidth. However, it is usually…

Optics · Physics 2020-06-24 Srikanth Namuduri , Michael Titze , Shekhar Bhansali , Hebin Li

We are concerned with the arithmetic of solutions to ordinary or partial nonlinear differential equations which are algebraic in the indeterminates and their derivatives. We call these solutions D-algebraic functions, and their equations…

Symbolic Computation · Computer Science 2024-06-18 Bertrand Teguia Tabuguia

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

In this paper, we consider systems of algebraic and non-linear partial differential equations and inequations. We decompose these systems into so-called simple subsystems and thereby partition the set of solutions. For algebraic systems,…

Commutative Algebra · Mathematics 2012-04-01 Thomas Bächler , Vladimir Gerdt , Markus Lange-Hegermann , Daniel Robertz

Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…

Numerical Analysis · Mathematics 2020-12-02 Matthew J. Colbrook , Andrew Horning , Alex Townsend

Recent theoretical work on automatic differentiation (autodiff) has focused on characteristics such as correctness and efficiency while assuming that all derivatives are automatically generated by autodiff using program transformation, with…

Programming Languages · Computer Science 2024-08-15 Sam Estep
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