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Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…

Machine Learning · Statistics 2024-04-15 Talay M Cheema , Carl Edward Rasmussen

In the analysis of High-Energy Physics data, it is frequently desired to separate resonant signals from a smooth, non-resonant background. This paper introduces a new technique - functional decomposition (FD) - to accomplish this task. It…

Data Analysis, Statistics and Probability · Physics 2018-05-15 Ryan Edgar , Dante Amidei , Christopher Grud , Karishma Sekhon

In this work, we propose an adaptive sparse learning algorithm that can be applied to learn the physical processes and obtain a sparse representation of the solution given a large snapshot space. Assume that there is a rich class of…

Machine Learning · Computer Science 2022-07-26 Yating Wang , Wing Tat Leung , Guang Lin

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the…

Numerical Analysis · Mathematics 2015-06-12 Hayden Schaeffer , Stanley Osher , Russel Caflisch , Cory Hauck

In this paper, we study functional approximations where we choose the so-called radial basis function method and more specifically, quasi-interpolation. From the various available approaches to the latter, we form new quasi-Lagrange…

Numerical Analysis · Mathematics 2023-09-07 Martin Buhmann , Janin Jäger , Joaquín Jódar , Miguel L. Rodríguez

In this article we apply reduced order techniques for the approximation of parametric eigenvalue problems. The effect of the choice of sampling points is investigated. Here we use the standard proper orthogonal decomposition technique to…

Numerical Analysis · Mathematics 2023-03-28 Daniele Boffi , Abdul Halim , Gopal Priyadarshi

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

Numerical Analysis · Mathematics 2018-04-06 Sharif Rahman

This study debuts a new spline dimensional decomposition (SDD) for uncertainty quantification analysis of high-dimensional functions, including those endowed with high nonlinearity and nonsmoothness, if they exist, in a proficient manner.…

Numerical Analysis · Mathematics 2021-11-29 Sharif Rahman , Ramin Jahanbin

We propose a method for variable selection and basis learning for high-dimensional classification with ordinal responses. The proposed method extends sparse multiclass linear discriminant analysis, with the aim of identifying not only the…

Methodology · Statistics 2025-02-17 Minwoo Kim , Sangil Han , Jeongyoun Ahn , Sungkyu Jung

This study introduces pre-orthogonal adaptive Fourier decomposition (POAFD) to obtain approximations and numerical solutions to the fractional Laplacian initial value problem and the extension problem of Caffarelli and Silvestre…

Numerical Analysis · Mathematics 2022-07-22 Pengtao Li , Tao Qian , Ieng Tak Leong , Wei Qu

Denoising is intuitively related to projection. Indeed, under the manifold hypothesis, adding random noise is approximately equivalent to orthogonal perturbation. Hence, learning to denoise is approximately learning to project. In this…

Machine Learning · Computer Science 2024-06-04 Frank Permenter , Chenyang Yuan

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Machine Learning · Statistics 2015-03-23 Yarin Gal , Richard Turner

We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction…

Numerical Analysis · Mathematics 2024-05-15 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino , Jan S. Hesthaven

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

In order to produce high dynamic range images in radio interferometry, bright extended sources need to be removed with minimal error. However, this is not a trivial task because the Fourier plane is sampled only at a finite number of…

Instrumentation and Methods for Astrophysics · Physics 2011-01-17 Sarod Yatawatta

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

Motivated by applications of large embedding models, we study differentially private (DP) optimization problems under sparsity of individual gradients. We start with new near-optimal bounds for the classic mean estimation problem but with…

Machine Learning · Computer Science 2024-11-01 Badih Ghazi , Cristóbal Guzmán , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

Many applications of machine learning on discrete domains, such as learning preference functions in recommender systems or auctions, can be reduced to estimating a set function that is sparse in the Fourier domain. In this work, we present…

Machine Learning · Computer Science 2021-05-11 Chris Wendler , Andisheh Amrollahi , Bastian Seifert , Andreas Krause , Markus Püschel

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga
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