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Although freeform devices with complex internal structures promise drastic increases in performance, the discreteness of the set of available materials presents challenges for gradient-based optimization necessary for the efficient…

Optimization and Control · Mathematics 2025-11-10 Seokhwan Min , Junhyung Park , Jonghwa Shin

In this paper, we study a class of stochastic and finite-sum convex optimization problems with deterministic constraints. Existing methods typically aim to find an $\epsilon$-$expectedly\ feasible\ stochastic\ optimal$ solution, in which…

Optimization and Control · Mathematics 2025-06-26 Zhaosong Lu , Yifeng Xiao

In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5], we formulate it as an $l_1$-norm penalized maximum…

Methodology · Statistics 2009-04-07 Zhaosong Lu

We propose a learning-based approach for the sparse Gaussian Elimination. There are many hard combinatorial optimization problems in modern sparse solver. These NP-hard problems could be handled in the framework of Markov Decision Process,…

Numerical Analysis · Mathematics 2021-10-01 Yingshi Chen

This paper introduces Generalized Quantum-assisted Digital Signature (GQaDS), an improved version of a recently proposed scheme whose information theoretic security is inherited by adopting QKD keys for digital signature purposes. Its…

Cryptography and Security · Computer Science 2024-07-01 Alberto Tarable , Rudi Paolo Paganelli , Elisabetta Storelli , Alberto Gatto , Marco Ferrari

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

In realistic continuous variable quantum key distribution protocols, an eavesdropper may exploit the additional Gaussian noise generated during transmission to mask her presence. We present a theoretical framework for a post-selection based…

Gaussian processes~(Kriging) are interpolating data-driven models that are frequently applied in various disciplines. Often, Gaussian processes are trained on datasets and are subsequently embedded as surrogate models in optimization…

Optimization and Control · Mathematics 2024-01-17 Artur M. Schweidtmann , Dominik Bongartz , Daniel Grothe , Tim Kerkenhoff , Xiaopeng Lin , Jaromil Najman , Alexander Mitsos

Region-of-Interest (ROI)-based image compression allocates bits unevenly according to the semantic importance of different regions. Such differentiated coding typically induces a sharp-peaked and heavy-tailed distribution. This distribution…

Image and Video Processing · Electrical Eng. & Systems 2026-02-03 Kai Hu , Junfu Tan , Fang Xu , Ramy Samy , Yu Liu

We consider the problem of fully Bayesian posterior estimation and uncertainty quantification in undirected Gaussian graphical models via Markov chain Monte Carlo (MCMC) under recently-developed element-wise graphical priors, such as the…

Methodology · Statistics 2026-03-23 Zejin Gao , Ksheera Sagar , Anindya Bhadra

Accurate and affordable indoor 3D reconstruction is critical for effective robot navigation and interaction. Traditional LiDAR-based mapping provides high precision but is costly, heavy, and power-intensive, with limited ability for novel…

Computer Vision and Pattern Recognition · Computer Science 2024-10-31 Lu Chen , Yingfu Zeng , Haoang Li , Zhitao Deng , Jiafu Yan , Zhenjun Zhao

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in Bayesian computations. However, they need to access the full data set in order to evaluate the posterior density at every step of the algorithm. This results in a great…

Machine Learning · Statistics 2016-09-21 Mike Giles , Tigran Nagapetyan , Lukasz Szpruch , Sebastian Vollmer , Konstantinos Zygalakis

Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central ingredient of Bayesian optimization (BO), a highly prevailing…

Machine Learning · Statistics 2025-06-06 Sébastien Da Veiga

Although it is widely known that Gaussian processes can be conditioned on observations of the gradient, this functionality is of limited use due to the prohibitive computational cost of $\mathcal{O}(N^3 D^3)$ in data points $N$ and…

Machine Learning · Computer Science 2021-02-16 Filip de Roos , Alexandra Gessner , Philipp Hennig

Searching for accurate Machine and Deep Learning models is a computationally expensive and awfully energivorous process. A strategy which has been gaining recently importance to drastically reduce computational time and energy consumed is…

Machine Learning · Computer Science 2020-06-26 Antonio Candelieri , Riccardo Perego , Francesco Archetti

In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…

Methodology · Statistics 2015-08-25 Shuai Fu , Mathieu Couplet , Nicolas Bousquet

Despite the cloud enormous technical and financial advantages, security and privacy have always been the primary concern for adopting cloud computing facility, especially for government agencies and commercial sectors with high-security…

Cryptography and Security · Computer Science 2025-08-29 Yang Gao , Gang Quan , Soamar Homsi , Wujie Wen , Liqiang Wang

The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

Computation · Statistics 2016-02-17 Shiwei Lan , Tan Bui-Thanh , Mike Christie , Mark Girolami

Sampling from the lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, lattice reduction technique is adopted to Gibbs sampler for lattice Gaussian sampling. Firstly, with…

Information Theory · Computer Science 2018-12-04 Zheng Wang , Yang Huang , Shanxiang Lyu
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