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We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

Machine Learning · Computer Science 2025-03-06 Tehila Dahan , Kfir Y. Levy

In this paper we study the problem of reconstruction of a low-rank matrix observed with additive Gaussian noise. First we show that under mild assumptions (about the prior distribution of the signal matrix) we can restrict our attention to…

Methodology · Statistics 2010-07-26 Andrey Shabalin , Andrew Nobel

Surrogate models are data-based approximations of computationally expensive simulations that enable efficient exploration of the model's design space and informed decision-making in many physical domains. The usage of surrogate models in…

Sound · Computer Science 2022-12-14 Barbara Cunha , Abdel-Malek Zine , Mohamed Ichchou , Christophe Droz , Stéphane Foulard

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the…

Machine Learning · Computer Science 2026-05-21 Zheng Zhai , Xiaohui Li

In a recent work, we proposed a graph-based manifold learning scheme for the nonlinear Galerkin-reduction of quasi-static solid mechanical problems [1]. The resulting nonlinear approximation spaces can closely and flexibly represent…

Computational Engineering, Finance, and Science · Computer Science 2025-09-01 Erik Faust , Lisa Scheunemann

We develop an optimization-based algorithm for parametric model order reduction (PMOR) of linear time-invariant dynamical systems. Our method aims at minimizing the $\mathcal{H}_\infty \otimes \mathcal{L}_\infty$ approximation error in the…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Paul Schwerdtner , Manuel Schaller

A systematic approach to nonlinear model order reduction (NMOR) of coupled fluid-structureflight dynamics systems of arbitrary fidelity is presented. The technique employs a Taylor series expansion of the nonlinear residual around…

Computational Engineering, Finance, and Science · Computer Science 2026-04-16 Nikolaos D. Tantaroudas , Ilias Karachalios

Numerical simulations are crucial for comprehending how engineering structures behave under extreme conditions, particularly when dealing with thermo-mechanically coupled issues compounded by damage-induced material softening. However, such…

Analysis of PDEs · Mathematics 2024-07-03 Qinghua Zhang , Stephan Ritzert , Jian Zhang , Jannick Kehls , Stefanie Reese , Tim Brepols

A data-driven parametric model order reduction (MOR) method using a deep artificial neural network is proposed. The present network, which is the least-squares hierarchical variational autoencoder (LSH-VAE), is capable of performing…

Machine Learning · Computer Science 2023-07-14 SiHun Lee , Sangmin Lee , Kijoo Jang , Haeseong Cho , SangJoon Shin

A popular method to estimate the positions or directions-of-arrival (DOAs) of multiple sound sources using an array of microphones is based on steered-response power (SRP) beamforming. For a three-dimensional scenario, SRP-based methods…

Audio and Speech Processing · Electrical Eng. & Systems 2026-04-21 Klaus Brümann , Simon Doclo

This paper deals with the development of a Reduced-Order Model (ROM) to investigate haemodynamics in cardiovascular applications. It employs the use of Proper Orthogonal Decomposition (POD) for the computation of the basis functions and the…

Numerical Analysis · Mathematics 2025-01-24 Pierfrancesco Siena , Pasquale Claudio Africa , Michele Girfoglio , Gianluigi Rozza

In usual (non-stochastic) tensor network calculations, the truncated singular value decomposition (SVD) is often used for approximating a tensor, and it causes systematic errors. By introducing stochastic noise in the approximation,…

High Energy Physics - Lattice · Physics 2023-07-05 Erika Arai , Hiroshi Ohki , Shinji Takeda , Masaaki Tomii

We propose a novel single-loop decentralized algorithm called DGDA-VR for solving the stochastic nonconvex strongly-concave minimax problem over a connected network of $M$ agents. By using stochastic first-order oracles to estimate the…

Optimization and Control · Mathematics 2024-03-21 Xuan Zhang , Gabriel Mancino-Ball , Necdet Serhat Aybat , Yangyang Xu

We propose a model order reduction approach to speed up the computation of seismograms, i.e. the solution of the seismic wave equation evaluated at a receiver location, for different model parameters. Our approach achieves a reduction of…

Numerical Analysis · Mathematics 2024-06-12 Rhys Hawkins , Muhammad Hamza Khalid , Matthias Schlottbom , Kathrin Smetana

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

Vortex-induced vibrations (VIV) pose computationally expensive problems of high practical interest to several engineering fields. In this work we develop a non-intrusive, reduced-order modelling methodology for two-dimensional (2D) VIV…

Fluid Dynamics · Physics 2024-04-04 Leonidas Gkimisis , Thomas Richter , Peter Benner

The use of spectral proper orthogonal decomposition (SPOD) to construct low-order models for broadband turbulent flows is explored. The choice of SPOD modes as basis vectors is motivated by their optimality and space-time coherence…

Fluid Dynamics · Physics 2021-09-22 Tianyi Chu , Oliver T. Schmidt

The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertainties. Modeling and propagating these uncertainties requires…

Numerical Analysis · Mathematics 2025-06-02 Chinmay Patwardhan , Pia Stammer , Emil Løvbak , Jonas Kusch , Sebastian Krumscheid

The problem of constructing data-based, predictive, reduced models for the Kuramoto-Sivashinsky equation is considered, under circumstances where one has observation data only for a small subset of the dynamical variables. Accurate…

Numerical Analysis · Mathematics 2016-08-11 Fei Lu , Kevin Lin , Alexandre J. Chorin