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This paper is interested in developing reduced order models (ROMs) for repeated simulation of fractional elliptic partial differential equations (PDEs) for multiple values of the parameters (e.g., diffusion coefficients or fractional…
Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…
Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…
Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…
Distributed Constraint Optimization Problems (DCOPs) are a widely studied constraint handling framework. The objective of a DCOP algorithm is to optimize a global objective function that can be described as the aggregation of a number of…
We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…
Probabilistic graphical models (PGMs) are tools for solving complex probabilistic relationships. However, suboptimal PGM structures are primarily used in practice. This dissertation presents three contributions to the PGM literature. The…
Diffusion Probabilistic Models (DPMs) have demonstrated exceptional capability of generating high-quality and diverse images, but their practical application is hindered by the intensive computational cost during inference. The DPM…
The computational cost of parametric studies currently represents the major limitation to the application of simulation-based engineering techniques in a daily industrial environment. This work presents the first nonintrusive implementation…
This paper gives poly-logarithmic-round, distributed D-approximation algorithms for covering problems with submodular cost and monotone covering constraints (Submodular-cost Covering). The approximation ratio D is the maximum number of…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
Current state-of-the-art model-based reinforcement learning algorithms use trajectory sampling methods, such as the Cross-Entropy Method (CEM), for planning in continuous control settings. These zeroth-order optimizers require sampling a…
Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…
Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…
Chemical space is so large that brute force searches for new interesting molecules are infeasible. High-throughput virtual screening via computer cluster simulations can speed up the discovery process by collecting very large amounts of…
Stochastic gradient descent (SGD) is a powerful method for large-scale optimization problems in the area of machine learning, especially for a finite-sum formulation with numerous variables. In recent years, mini-batch SGD gains great…
In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…
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…
Cumulative probability models (CPMs) are a robust alternative to linear models for continuous outcomes. However, they are not feasible for very large datasets due to elevated running time and memory usage, which depend on the sample size,…