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We propose an improved method for estimating partial differential equations and delay partial differential equations from data, using Bayesian optimization and the Bayesian information criterion to automatically find suitable…

Computational Physics · Physics 2026-02-23 Oliver Mai , Tim W. Kroll , Uwe Thiele , Oliver Kamps

Efficient computation of all distinct solutions of nonlinear problems is essential in many scientific and engineering applications. Although high-order parallel iterative schemes offer fast convergence, their practical performance is often…

Numerical Analysis · Mathematics 2026-01-21 Mudassir Shams , Andrei Velichko , Bruno Carpentieri

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

Machine Learning · Statistics 2024-05-21 José Leites , Vitor Cerqueira , Carlos Soares

Deep Learning is becoming increasingly relevant in Embedded and Internet-of-things applications. However, deploying models on embedded devices poses a challenge due to their resource limitations. This can impact the model's inference…

Machine Learning · Computer Science 2024-03-14 Max Sponner , Lorenzo Servadei , Bernd Waschneck , Robert Wille , Akash Kumar

We extend the feature selection methodology to dependent data and propose a novel time series predictor selection scheme that accommodates statistical dependence in a more typical i.i.d sub-sampling based framework. Furthermore, the…

Methodology · Statistics 2019-05-21 Avleen S. Bijral

In social networks, people influence each other through social links, which can be represented as propagation among nodes in graphs. Influence minimization (IMIN) is the problem of manipulating the structures of an input graph (e.g.,…

Machine Learning · Computer Science 2025-02-04 Junghun Lee , Hyunju Kim , Fanchen Bu , Jihoon Ko , Kijung Shin

Mixed superposition rules are, in short, a method to describe the general solutions of a time-dependent system of first-order differential equations, a so-called Lie system, in terms of particular solutions of other ones. This article is…

Mathematical Physics · Physics 2025-11-04 Rutwig Campoamor-Stursberg , Oscar Carballal , Francisco J. Herranz , Javier de Lucas

This paper introduces a new framework for constructing the Discrete Empirical Interpolation Method DEIM projection operator. The interpolation node selection procedure is formulated using the QR factorization with column pivoting, and it…

Numerical Analysis · Computer Science 2016-09-26 Zlatko Drmac , Serkan Gugercin

A myriad of applications ranging from engineering and scientific simulations, image and signal processing as well as high-sensitive data retrieval demand high processing power reaching up to teraflops for their efficient execution. While a…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-08-02 Patrick Mukala

In this paper we show that many sequential randomized incremental algorithms are in fact parallel. We consider algorithms for several problems including Delaunay triangulation, linear programming, closest pair, smallest enclosing disk,…

Data Structures and Algorithms · Computer Science 2018-10-15 Guy E. Blelloch , Yan Gu , Julian Shun , Yihan Sun

Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…

Machine Learning · Computer Science 2020-01-10 Dieterich Lawson , George Tucker , Bo Dai , Rajesh Ranganath

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

In the context of solving large distributed constraint optimization problems (DCOP), belief-propagation and approximate inference algorithms are candidates of choice. However, in general, when the factor graph is very loopy (i.e. cyclic),…

Multiagent Systems · Computer Science 2017-06-08 Jesús Cerquides , Rémi Emonet , Gauthier Picard , Juan A. Rodríguez-Aguilar

Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…

Computation · Statistics 2016-06-14 Diaa Al Mohamad , Michel Broniatowski

In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta

Recent neural network models for algorithmic tasks have led to significant improvements in extrapolation to sequences much longer than training, but it remains an outstanding problem that the performance still degrades for very long or…

Machine Learning · Computer Science 2020-03-24 Andreas Robinson

A large class of dense linear algebra operations, such as LU decomposition or inversion of a triangular matrix, are usually performed by blocked algorithms. For one such operation, typically, not only one but many algorithmic variants…

Performance · Computer Science 2012-08-28 Elmar Peise

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg