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Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…

Computation · Statistics 2019-01-14 Holger Cevallos-Valdiviezo , Stefan Van Aelst

In nearly every discipline, scientific computations are limited by the cost and speed of computation. For example, the best-known exact algorithms for the canonical Traveling Salesman Problem would take centuries to run on an instance of…

Data Structures and Algorithms · Computer Science 2026-05-04 Jeffery Li , Jayson Lynch , Liva Olina , Cecilia Chen , Andrew Lucas , Neil Thompson

In this work, we propose an extensive numerical study on approximating the absolute value function. The methods presented in this paper compute approximants in the form of rational functions and have been proposed relatively recently, e.g.,…

Numerical Analysis · Mathematics 2020-05-07 Ion Victor Gosea , Athanasios C. Antoulas

A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…

Computation · Statistics 2014-04-25 Manuel Chiachio , James L. Beck , Juan Chiachio , Guillermo Rus

Many algorithms for approximating data with rational functions are built on interpolation or least-squares approximation. Inspired by the adaptive Antoulas-Anderson (AAA) algorithm for the univariate case, the parametric adaptive…

Numerical Analysis · Mathematics 2025-10-31 Linus Balicki , Serkan Gugercin

In this article a fast and parallelizable algorithm for rational approximation is presented. The method, called (P)QR-AAA, is a (parallel) set-valued variant of the AAA algorithm for scalar functions. It builds on the set-valued AAA…

Numerical Analysis · Mathematics 2024-12-04 Simon Dirckx , Karl Meerbergen , Daan Huybrechs

One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…

Numerical Analysis · Mathematics 2016-12-23 Licia Lenarduzzi , Robert Schaback

We present a method for solving nonlinear eigenvalue problems using rational approximation. The method uses the AAA method by Nakatsukasa, S\`{e}te, and Trefethen to approximate the nonlinear eigenvalue problem by a rational eigenvalue…

Numerical Analysis · Mathematics 2018-02-05 Pieter Lietaert , Javier Pérez , Bart Vandereycken , Karl Meerbergen

Data augmentation serves as a popular regularization technique to combat overfitting challenges in neural networks. While automatic augmentation has demonstrated success in image classification tasks, its application to time-series…

Machine Learning · Computer Science 2025-06-19 Liran Nochumsohn , Omri Azencot

Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

Artificial Intelligence (AI) algorithms are increasingly providing decision making and operational support across multiple domains. AI includes a wide library of algorithms for different problems. One important notion for the adoption of AI…

Artificial Intelligence · Computer Science 2021-11-16 Feras A. Batarseh , Laura Freeman

Surrogate assisted evolutionary algorithms (EA) are rapidly gaining popularity where applications of EA in complex real world problem domains are concerned. Although EAs are powerful global optimizers, finding optimal solution to complex…

Neural and Evolutionary Computing · Computer Science 2013-03-13 Maumita Bhattacharya

An enhanced framework of quantum approximate optimization algorithm (QAOA) is introduced and the parameter setting strategies are analyzed. The enhanced QAOA is as effective as the QAOA but exhibits greater computing power and flexibility,…

Quantum Physics · Physics 2020-12-18 Mingyou Wu , Zhihao Liu , Hanwu Chen

The linearized-Laplace approximation (LLA) has been shown to be effective and efficient in constructing Bayesian neural networks. It is theoretically compelling since it can be seen as a Gaussian process posterior with the mean function…

Machine Learning · Computer Science 2023-07-13 Agustinus Kristiadi , Alexander Immer , Runa Eschenhagen , Vincent Fortuin

Deep neural networks (DNNs) often produce overconfident out-of-distribution predictions, motivating Bayesian uncertainty quantification. The Linearized Laplace Approximation (LLA) achieves this by linearizing the DNN and applying Laplace…

Machine Learning · Statistics 2026-02-04 Pedro Jiménez , Luis A. Ortega , Pablo Morales-Álvarez , Daniel Hernández-Lobato

A novel artificial neural network method is proposed for solving Cauchy inverse problems. It allows multiple hidden layers with arbitrary width and depth, which theoretically yields better approximations to the inverse problems. In this…

Numerical Analysis · Mathematics 2020-01-07 Yixin Li , Xianliang Hu

We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…

Computation · Statistics 2021-10-07 David Rossell , Oriol Abril , Anirban Bhattacharya

Rational approximation schemes for reconstructing periodic signals from samples with poorly separated spectral content are described. These methods are automatic and adaptive, requiring no tuning or manual parameter selection. Collectively,…

Numerical Analysis · Mathematics 2021-12-10 Heather Wilber , Anil Damle , Alex Townsend

The signal processing community currently witnesses the emergence of sensor array processing and Direction-of-Arrival (DoA) estimation in various modern applications, such as automotive radar, mobile user and millimeter wave indoor…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Marius Pesavento , Minh Trinh-Hoang , Mats Viberg