Related papers: DEIM vs. leverage scores for time-parallel constru…

It is well known that the behavior of dense linear algebra algorithms is greatly influenced by factors like target architecture, underlying libraries and even problem size; because of this, the accurate prediction of their performance is a…

We propose an input sparsity time sampling algorithm that can spectrally approximate the Gram matrix corresponding to the $q$-fold column-wise tensor product of $q$ matrices using a nearly optimal number of samples, improving upon all…

This paper addresses differential inference in time-varying parametric probabilistic models, like graphical models with changing structures. Instead of estimating a high-dimensional model at each time point and estimating changes later, we…

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Test-time computation has become a primary driver of progress in large language model (LLM) reasoning, but it is increasingly bottlenecked by expensive verification. In many reasoning systems, a large fraction of verifier calls are spent on…

We consider the problem of selecting the best variable-value strategy for solving a given problem in constraint programming. We show that the recent Embarrassingly Parallel Search method (EPS) can be used for this purpose. EPS proposes to…

Aligning large language models (LLMs) to human preferences typically relies on aggregating pooled feedback into a single reward model. However, this standard approach assumes that all labelers share the same underlying preferences, ignoring…

In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

In this paper, we extend the Discrete Empirical Interpolation Method (DEIM) to the third-order tensor case based on the t-product and use it to select important/ significant lateral and horizontal slices/features. The proposed Tubal DEIM…

Simulations of the operation of fields of borehole heat exchangers involve a wide spectrum of time scales, and hourly simulations for decades are required for the evaluation of the heat transfer in the subsurface due to these systems. Most…

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

We develop a new statistical model to analyse time-varying ranking data. The model can be used with a large number of ranked items, accommodates exogenous time-varying covariates and partial rankings, and is estimated via the maximum…

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Self-Rewarding Language Models propose an architecture in which the Large Language Models(LLMs) both generates responses and evaluates its own outputs via LLM-as-a-Judge prompting, dynamically improving its generative capabilities through…

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations…

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…

Adequacy for estimation between an inferential method and a model can be de{\ldots}ned through two main requirements: {\ldots}rstly the inferential tool should de{\ldots}ne a well posed problem when applied to the model; secondly the…

In this paper we propose a new method of estimation for discrete choice demand models when individual level data are available. The method employs a two-step procedure. Step 1 predicts the choice probabilities as functions of the observed…