Related papers: Seeking the Yield Barrier: High-Dimensional SRAM E…

Optimal mean shift vector (OMSV)-based importance sampling methods have long been prevalent in yield estimation and optimization as an industry standard. However, most OMSV-based methods are designed heuristically without a rigorous…

Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…

We adapt a manifold sampling algorithm for the nonsmooth, nonconvex formulations of learning that arise when imposing robustness to outliers present in the training data. We demonstrate the approach on objectives based on trimmed loss.…

We propose a robust and scalable procedure for general optimization and inference problems on manifolds leveraging the classical idea of `median-of-means' estimation. This is motivated by ubiquitous examples and applications in modern data…

Despite the fast advances in high-sigma yield analysis with the help of machine learning techniques in the past decade, one of the main challenges, the curse of dimensionality, which is inevitable when dealing with modern large-scale…

Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…

Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…

Spectral dimensionality reduction is frequently used to identify low-dimensional structure in high-dimensional data. However, learning manifolds, especially from the streaming data, is computationally and memory expensive. In this paper, we…

In this paper, we study sequential decision-making for maximizing the Sharpe ratio (SR) in a stochastic multi-armed bandit (MAB) setting. Unlike standard bandit formulations that maximize cumulative reward, SR optimization requires…

Estimating rare events in complex systems is a key challenge in reliability analysis. The challenge grows in multimodal problems, where traditional methods often rely on a small set of design points and risk overlooking critical failure…

We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems. These methods are specially designed for objectives that are some known mapping of outputs from a computationally expensive…

Intelligent reflecting surface (IRS) are able to amend radio propagation condition tasks on account of its functional properties in phase shift optimizing. In fact, there exists geometry manifold in the base-station (BS) beamforming matrix…

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

This article discusses a newly developed online manifold learning method, subspace iteration using reduced models (SIRM), for the dimensionality reduction of dynamical systems. This method may be viewed as subspace iteration combined with a…

Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is…

A radial basis function (RBF) based sequential surrogate reliability method (SSRM) is proposed, in which a special optimization problem is solved to update the surrogate model of the limit state function (LSF) iteratively. The objective of…

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

This work proposes a semantic segmentation network that produces high-quality uncertainty estimates in a single forward pass. We exploit general representations from foundation models and unlabelled datasets through a Masked Image Modeling…

In this paper an efficient and reliable method for stochastic yield estimation is presented. Since one main challenge of uncertainty quantification is the computational feasibility, we propose a hybrid approach where most of the Monte Carlo…