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In this work, we propose a robust and easily implemented algebraic multigrid method as a stand-alone solver or a preconditioner in Krylov subspace methods for solving either symmetric and positive definite or saddle point linear systems of…

Numerical Analysis · Mathematics 2015-03-05 Huidong Yang

Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-1 lattice rule to approximate an $s$-dimensional integral is fully specified by its generating vector $\mathbf{z}…

Numerical Analysis · Mathematics 2020-01-10 Adrian Ebert , Peter Kritzer , Dirk Nuyens , Onyekachi Osisiogu

We give a general constructive proof for hierarchical coordinatizations (Lagrange Decompositions) of permutation groups. The generalization originates from the investigation of how the subgroup chains of finite permutation groups yield…

Group Theory · Mathematics 2009-12-01 Attila Egri-Nagy , Chrystopher L. Nehaniv

In this paper, we propose and analyze the numerical algorithms for fast solution of periodic elliptic problems in random media in $\mathbb{R}^d$, $d=2,3$. We consider the stochastic realizations using checkerboard configuration of the…

Numerical Analysis · Mathematics 2020-07-16 Venera Khoromskaia , Boris N. Khoromskij

In this paper, we present GASG21 (Grassmannian Adaptive Stochastic Gradient for $L_{2,1}$ norm minimization), an adaptive stochastic gradient algorithm to robustly recover the low-rank subspace from a large matrix. In the presence of column…

Machine Learning · Statistics 2015-04-21 Jun He , Yue Zhang

In this article we introduce theory and algorithms for learning discrete representations that take on a lattice that is embedded in an Euclidean space. Lattice representations possess an interesting combination of properties: a) they can be…

Machine Learning · Computer Science 2020-06-25 Luis A. Lastras

Mixed level orthogonal arrays are basic structures in experimental design. We develop three algorithms that compute Rao and Gilbert-Varshamov type bounds for mixed level orthogonal arrays. The computational complexity of the terms involved…

Statistics Theory · Mathematics 2009-05-03 Ferruh Ozbudak , Ali Devin Sezer

In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…

Optimization and Control · Mathematics 2025-04-01 Caroline Geiersbach , Tim Suchan , Kathrin Welker

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

Clustering is a fundamental primitive in unsupervised learning which gives rise to a rich class of computationally-challenging inference tasks. In this work, we focus on the canonical task of clustering d-dimensional Gaussian mixtures with…

Machine Learning · Computer Science 2022-01-10 Ilias Zadik , Min Jae Song , Alexander S. Wein , Joan Bruna

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

The uncertainties in material and other properties of structures are usually spatially correlated. We introduce an efficient technique for representing and processing spatially correlated random fields in robust topology optimisation of…

Numerical Analysis · Mathematics 2023-12-27 Ismael Ben-Yelun , Ahmet Oguzhan Yuksel , Fehmi Cirak

The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…

Machine Learning · Statistics 2012-08-09 Rahul Mazumder , Trevor Hastie

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work on robust…

Dynamical Systems · Mathematics 2016-11-18 David Hayden , Ye Yuan , Jorge Gonçalves

Recent advancements in artificial intelligence (AI)-based design strategies for metamaterials have revolutionized the creation of customizable architectures spanning nano- to macro-scale dimensions, achieving unprecedented mechanical…

Applied Physics · Physics 2024-05-22 Namjung Kim , Dongseok Lee , Chanyoung Kim , Dosung Lee , Youngjoon Hong

Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…

Machine Learning · Computer Science 2019-07-01 Hiroyuki Kasai , Pratik Jawanpuria , Bamdev Mishra

We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…

Numerical Analysis · Mathematics 2017-01-06 Francisco Bernal , Juan A. Acebrón

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

Machine Learning · Computer Science 2026-03-31 Wan Tian , Hui Yang , Zhouhui Lian , Lingyue Zhang , Yijie Peng

We introduce the blockwise gluing construction. This describes residuated integral chains which can be decomposed into (possibly) partial algebras, stacked one on top of the other, and such that elements in a certain component multiply in…

Logic · Mathematics 2025-12-22 Valeria Giustarini , Sara Ugolini