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Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…

Statistics Theory · Mathematics 2023-05-30 Hang Yu , Zhenxing Dou , Zhiwei Chen , Xiaomeng Yan

Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…

Numerical Analysis · Mathematics 2020-08-27 Vincent Coppé , Daan Huybrechs

Gaussian processes are the leading class of distributions on random functions, but they suffer from well known issues including difficulty scaling and inflexibility with respect to certain shape constraints (such as nonnegativity). Here we…

In this paper, approximation schemes are proposed for handling load uncertainty in compliance-based topology optimization problems, where the uncertainty is described in the form of a set of finitely many loading scenarios. Efficient…

Computational Engineering, Finance, and Science · Computer Science 2022-05-03 Mohamed Tarek , Tapabrata Ray

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…

Computation · Statistics 2018-12-19 Jonathan H. Huggins , Ryan P. Adams , Tamara Broderick

Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…

Machine Learning · Computer Science 2011-11-04 Sangkyun Lee , Stephen J. Wright

This paper introduces a subspace method for the estimation of an array covariance matrix. It is shown that when the received signals are uncorrelated, the true array covariance matrices lie in a specific subspace whose dimension is…

Numerical Analysis · Computer Science 2014-11-04 Mostafa Rahmani , George Atia

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Methodology · Statistics 2014-10-13 Robert B. Gramacy , Daniel W. Apley

We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Jamie Burke , Stuart King

The paper contains approximation guarantees for neural networks that are trained with gradient flow, with error measured in the continuous $L_2(\mathbb{S}^{d-1})$-norm on the $d$-dimensional unit sphere and targets that are Sobolev smooth.…

Machine Learning · Computer Science 2023-09-12 G. Welper

Optimizing non-convex functions is of primary importance in the vast majority of machine learning algorithms. Even though many gradient descent based algorithms have been studied, successive convex approximation based algorithms have been…

Optimization and Control · Mathematics 2019-03-06 Amrit Singh Bedi , Ketan Rajawat , Vaneet Aggarwal

Given cell-average data values of a piecewise smooth bivariate function $f$ within a domain $\Omega$, we look for a piecewise adaptive approximation to $f$. We are interested in an explicit and global (smooth) approach. Bivariate…

Numerical Analysis · Mathematics 2022-01-27 Sergio Amat , David Levin , Juan Ruiz-Alvarez , Dionisio F. Yáñez

The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…

Optimization and Control · Mathematics 2017-11-10 Guillermo Gallego , Daniel Berjón , Narciso García

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…

Econometrics · Economics 2026-01-21 Yoichi Arai , Taisuke Otsu , Myung Hwan Seo

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique to perform approximate inference. The resulting smoother is…

Systems and Control · Computer Science 2023-07-19 Tohid Ardeshiri , Emre Özkan , Umut Orguner , Fredrik Gustafsson

The recent advancements in graph neural networks (GNNs) have led to state-of-the-art performances in various applications, including chemo-informatics, question-answering systems, and recommender systems. However, scaling up these methods…

Machine Learning · Computer Science 2022-03-30 Ryoma Sato , Makoto Yamada , Hisashi Kashima

3D perception in point clouds is transforming the perception ability of future intelligent machines. Point cloud algorithms, however, are plagued by irregular memory accesses, leading to massive inefficiencies in the memory sub-system,…

Hardware Architecture · Computer Science 2022-04-25 Yu Feng , Gunnar Hammonds , Yiming Gan , Yuhao Zhu

Variance-reduced stochastic gradient methods have gained popularity in recent times. Several variants exist with different strategies for the storing and sampling of gradients and this work concerns the interactions between these two…

Optimization and Control · Mathematics 2022-10-19 Martin Morin , Pontus Giselsson
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