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Vector Error Correction Model (VECM) is a classic method to analyse cointegration relationships amongst multivariate non-stationary time series. In this paper, we focus on high dimensional setting and seek for sample-size-efficient…

Methodology · Statistics 2024-03-13 Parley R Yang , Alexander Y Shestopaloff

In computational homogenization, a fast solution of the microscopic problem can be achieved by model order reduction in combination with hyper-reduction. Such a technique, which has recently been proposed in the context of magnetostatics,…

Computational Physics · Physics 2025-01-24 Stephan Wulfinghoff , Jan Hauck

Localized representation of the Kohn-Sham subspace plays an important role in quantum chemistry and materials science. The recently developed selected columns of the density matrix (SCDM) method [J. Chem. Theory Comput. 11, 1463, 2015] is a…

Numerical Analysis · Mathematics 2017-08-22 Anil Damle , Lin Lin , Lexing Ying

A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…

Numerical Analysis · Mathematics 2026-01-01 Maryam Babaei , Peter Rucz , Manfred Kaltenbacher , Stefan Schoder

The stochastic finite volume method (SFV method) is a high-order accurate method for uncertainty quantification (UQ) in hyperbolic conservation laws. However, the computational cost of SFV method increases for high-dimensional stochastic…

Numerical Analysis · Mathematics 2026-05-19 Ray Qu , Jesse Chan , Svetlana Tokareva

The recently established Convolution Nuclear Norm Minimization (CNNM) addresses the problem of \textit{tensor completion with arbitrary sampling} (TCAS), which involves restoring a tensor from a subset of its entries sampled in an arbitrary…

Computer Vision and Pattern Recognition · Computer Science 2026-04-21 Wei Li , Yuyang Li , Kaile Du , Yi Yu , Guangcan Liu

Cross-entropy method model predictive control (CEM--MPC) is a powerful gradient-free technique for nonlinear optimal control, but its performance is often limited by the reliance on random sampling. This conventional approach can lead to…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Markus Walker , Daniel Frisch , Uwe D. Hanebeck

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

A CUR factorization is often utilized as a substitute for the singular value decomposition (SVD), especially when a concrete interpretation of the singular vectors is challenging. Moreover, if the original data matrix possesses properties…

Numerical Analysis · Mathematics 2024-06-25 Perfect Y. Gidisu , Michiel E. Hochstenbach

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

Finite element methods usually construct basis functions and quadrature rules for multidimensional domains via tensor products of one-dimensional counterparts. While straightforward, this approach results in integration spaces larger than…

Numerical Analysis · Mathematics 2026-01-09 Tomas Teijeiro , Pouria Behnoudfar , Jamie M. Taylor , David Pardo , Victor M. Calo

The capacity to predict and control bioprocesses is perhaps one of the most important objectives of biotechnology. Computational simulation is an established methodology for the design and optimization of bioprocesses, where the finite…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 R. C. Martins , N. Fachada

The mixture model is undoubtedly one of the greatest contributions to clustering. For continuous data, Gaussian models are often used and the Expectation-Maximization (EM) algorithm is particularly suitable for estimating parameters from…

Machine Learning · Statistics 2025-11-25 Zineddine Tighidet , Lazhar Labiod , Mohamed Nadif

Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…

Methodology · Statistics 2023-10-10 Alexander C. McLain , Anja Zgodic , Howard Bondell

Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…

Optimization and Control · Mathematics 2025-11-11 Chuan He , Zhanwang Deng

The Energy Conserving Descent (ECD) algorithm was recently proposed (De Luca & Silverstein, 2022) as a global non-convex optimization method. Unlike gradient descent, appropriately configured ECD dynamics escape strict local minima and…

Quantum Physics · Physics 2026-04-15 Yihang Sun , Huaijin Wang , Patrick Hayden , Jose Blanchet

The approximation properties of a quadratic iso-parametric finite element method for a typical cavitation problem in nonlinear elasticity are analyzed. More precisely, (1) the finite element interpolation errors are established in terms of…

Numerical Analysis · Mathematics 2017-01-06 Chunmei Su , Zhiping Li

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

The paper is concerned with the development of efficient and accurate solution procedures for the isogeometric boundary element method (BEM) when applied to problems that contain inclusions that have elastic properties different to the…

Numerical Analysis · Mathematics 2020-10-28 Gernot Beer , Eugenio Ruocco , Christian Duenser , Vincenzo Mallardo

Time-domain Boundary Element Methods (BEM) have been successfully used in acoustics, optics and elastodynamics to solve transient problems numerically. However, the storage requirements are immense, since the fully populated system matrices…

Numerical Analysis · Mathematics 2020-06-11 Daniel Seibel