Related papers: Parallel Approximations for High-Dimensional Multi…

Sampling algorithms play an important role in controlling the quality and runtime of diffusion model inference. In recent years, a number of works~\cite{chen2023sampling,chen2023ode,benton2023error,lee2022convergence} have proposed schemes…

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Inspired by recent successes with parallel optimization techniques for solving Boolean satisfiability, we investigate a set of strategies and heuristics that aim to leverage parallel computing to improve the scalability of neural network…

Computation of the marginal likelihood from a simulated posterior distribution is central to Bayesian model selection but is computationally difficult. I argue that the marginal likelihood can be reliably computed from a posterior sample by…

We consider convex stochastic optimization problems under different assumptions on the properties of available stochastic subgradient. It is known that, if the value of the objective function is available, one can obtain, in parallel,…

In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent advances in…

The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. We propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two…

In previous works, we proposed to estimate cosmological parameters with the artificial neural network (ANN) and the mixture density network (MDN). In this work, we propose an improved method called the mixture neural network (MNN) to…

Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Although multivariate stochastic volatility models usually produce more accurate forecasts compared to the MGARCH models, their estimation techniques such as Bayesian MCMC typically suffer from the curse of dimensionality. We propose a fast…

Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…

Most pseudo-label selection strategies in semi-supervised learning rely on fixed confidence thresholds, implicitly assuming that prediction confidence reliably indicates correctness. In practice, deep networks are often overconfident:…

We consider the Online Boolean Matrix-Vector Multiplication (OMV) problem studied by Henzinger et al. [STOC'15]: given an $n \times n$ Boolean matrix $M$, we receive $n$ Boolean vectors $v_1,\ldots,v_n$ one at a time, and are required to…

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

The computational complexity of solving nonlinear support vector machine (SVM) is prohibitive on large-scale data. In particular, this issue becomes very sensitive when the data represents additional difficulties such as highly imbalanced…

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

Numerical investigation of compressible flows faces two main challenges. In order to accurately describe the flow characteristics, high-resolution nonlinear numerical schemes are needed to capture discontinuities and resolve wide…