Related papers: A variance reduction strategy for numerical random…
Computational models in cardiac electrophysiology are notorious for long runtimes, restricting the numbers of nodes and mesh elements in the numerical discretisations used for their solution. This makes it particularly challenging to…
In this dissertation, we focus on several important problems in structured prediction. In structured prediction, the label has a rich intrinsic substructure, and the loss varies with respect to the predicted label and the true label pair.…
This paper is the companion article of [Gloria, M3AS, 21 (2011), No. 3, pp 1601-1630]. One common drawback among numerical homogenization methods is the presence of the so-called resonance error, which roughly speaking is a function of the…
We present a hybrid lattice Hamiltonian truncation method that integrates the numerical renormalization group (NRG) with a truncated lattice integrable spectrum. The technique is tailored for generic deformations of integrable lattice…
In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…
We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over some random variable or a finite sum. We propose a stochastic…
Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…
This paper proposes a technique for training a neural network by minimizing a surrogate loss that approximates the target evaluation metric, which may be non-differentiable. The surrogate is learned via a deep embedding where the Euclidean…
The Gaussian graphical model is a widely used tool for learning gene regulatory networks with high-dimensional gene expression data. Most existing methods for Gaussian graphical models assume that the data are homogeneous, i.e., all samples…
The data-centric construction of inexpensive surrogates for fine-grained, physical models has been at the forefront of computational physics due to its significant utility in many-query tasks such as uncertainty quantification. Recent…
Graphical models have been popularly used for capturing conditional independence structure in multivariate data, which are often built upon independent and identically distributed observations, limiting their applicability to complex…
In this paper, we address \ac{SGNEP} seeking with risk-neutral agents. Our main contribution lies the development of a stochastic variance-reduced gradient (SVRG) technique, modified to contend with general sample spaces, within a…
In multiclass classification over $n$ outcomes, the outcomes must be embedded into the reals with dimension at least $n-1$ in order to design a consistent surrogate loss that leads to the "correct" classification, regardless of the data…
We want to reconstruct a signal based on inhomogeneous data (the amount of data can vary strongly), using the model of regression with a random design. Our aim is to understand the consequences of inhomogeneity on the accuracy of estimation…
We consider the wave scattering and inverse scattering in an inhomogeneous medium embedded a homogeneous droplet with a small size, which is modeled by a constant mass density and a small bulk modulus. Based on the Lippmann-Schwinger…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…
The numerical renormalization group (NRG) is rephrased as a variational method with the cost function given by the sum of all the energies of the effective low-energy Hamiltonian. This allows to systematically improve the spectrum obtained…