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Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

Machine Learning · Computer Science 2025-04-24 Dai Hai Nguyen , Tetsuya Sakurai , Hiroshi Mamitsuka

The computation of Wasserstein gradient direction is essential for posterior sampling problems and scientific computing. The approximation of the Wasserstein gradient with finite samples requires solving a variational problem. We study the…

Machine Learning · Computer Science 2022-05-27 Yifei Wang , Peng Chen , Mert Pilanci , Wuchen Li

This article focuses on the estimation and design aspects of a bivariate collocated cokriging experiment. For a large class of covariance matrices, a linear dependency criterion is identified, which allows the best linear unbiased estimator…

Methodology · Statistics 2022-03-15 Subhadra Dasgupta , Siuli Mukhopadhyay , Jonathan Keith

We propose an algorithm to construct optimal exact designs (EDs). Most of the work in the optimal regression design literature focuses on the approximate design (AD) paradigm due to its desired properties, including the optimality…

Methodology · Statistics 2024-05-07 Chi-Kuang Yeh , Julie Zhou

Computational design optimization in fluid dynamics usually requires to solve non-linear partial differential equations numerically. In this work, we explore a Bayesian optimization approach to minimize an object's drag coefficient in…

Computational Engineering, Finance, and Science · Computer Science 2017-12-12 Stephan Eismann , Stefan Bartzsch , Stefano Ermon

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

Numerical Analysis · Mathematics 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

Modern electronic design automation (EDA) tools can handle the complexity of state-of-the-art electronic systems by decomposing them into smaller blocks or cells, introducing different levels of abstraction and staged design flows. However,…

Neural and Evolutionary Computing · Computer Science 2022-05-20 Linan Cao , Simon J. Bale , Martin A. Trefzer

Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…

Computational Physics · Physics 2020-08-11 Alexander Tarakanov , Ahmed H. Elsheikh

Evolutionary algorithms (EAs) serve as powerful black-box optimizers inspired by biological evolution. However, most existing EAs predominantly focus on heuristic operators such as crossover and mutation, while usually overlooking…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Kaichen Ouyang , Mingyang Yu , Zong Ke , Junbo Jacob Lian , Shengwei Fu , Xiaoyang Hao , Shengju Yu , Dayu Hu

In this paper, we apply the random walk model in designing a raindrop algorithm to find the global optimal solution of a non-linear programming problem. The raindrop algorithm does not require the information of the first or second order…

Data Structures and Algorithms · Computer Science 2013-06-11 Zhiqing Wei

We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…

Machine Learning · Computer Science 2025-05-27 Dai Hai Nguyen , Hiroshi Mamitsuka , Atsuyoshi Nakamura

Gradient flows are a powerful tool for optimizing functionals in general metric spaces, including the space of probabilities endowed with the Wasserstein metric. A typical approach to solving this optimization problem relies on its…

Machine Learning · Statistics 2021-12-02 David Alvarez-Melis , Yair Schiff , Youssef Mroueh

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

Methodology · Statistics 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

Generative AI (GenAI) has revolutionized data-driven modeling by enabling the synthesis of high-dimensional data across various applications, including image generation, language modeling, biomedical signal processing, and anomaly…

Machine Learning · Computer Science 2025-09-09 Yao Xie , Xiuyuan Cheng

We introduce a framework for Bayesian experimental design (BED) with implicit models, where the data-generating distribution is intractable but sampling from it is still possible. In order to find optimal experimental designs for such…

Machine Learning · Statistics 2021-05-11 Steven Kleinegesse , Michael U. Gutmann

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

Applications · Statistics 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

Recent works on optical flow estimation use neural networks to predict the flow field that maps positions of one image to positions of the other. These networks consist of a feature extractor, a correlation volume, and finally several…

Computer Vision and Pattern Recognition · Computer Science 2025-06-05 Leyla Mirvakhabova , Hong Cai , Jisoo Jeong , Hanno Ackermann , Farhad Zanjani , Fatih Porikli

A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…

Methodology · Statistics 2021-06-18 Arvind Krishna , V. Roshan Joseph , Shan Ba , William A. Brenneman , William R. Myers