Related papers: Randomized Preconditioned Solvers for Strong Const…
We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…
The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and…
A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…
Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…
Least squares method is one of the simplest and most popular techniques applied in data fitting, imaging processing and high dimension data analysis. The classic methods like QR and SVD decomposition for solving least squares problems has a…
Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…
Incremental 4D-Var is a data assimilation algorithm used routinely at operational numerical weather predictions centers worldwide.This paper implements a new method for parallelizing incremental 4D-Var, the Randomized Incremental Optimal…
3D Gaussian Splatting (3DGS) has garnered significant attention due to its superior scene representation fidelity and real-time rendering performance, especially for dynamic 3D scene reconstruction (\textit{i.e.}, 4D reconstruction).…
Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…
We prove consistence, convergence and stability of the Domain Decomposition in space and time method of 4DVAR Data Assimilation problem. We introduce the condition number of the problem and validate the theoretical analysis through…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
Gaussian processes are flexible probabilistic regression models which are widely used in statistics and machine learning. However, a drawback is their limited scalability to large data sets. To alleviate this, full-scale approximations…
Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…
Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…
This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…
We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…
This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…
We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…
This work introduces a new class of four-dimensional variational data assimilation (4D-Var) methods grounded in data-consistent inversion (DCI) theory. The methods extend classical 4D-Var by incorporating a predictability-aware…
Statistical preconditioning enables fast methods for distributed large-scale empirical risk minimization problems. In this approach, multiple worker nodes compute gradients in parallel, which are then used by the central node to update the…