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We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of…

Machine Learning · Statistics 2017-11-02 Young Woong Park , Diego Klabjan

This paper presents high order accurate discontinuous Galerkin (DG) methods for wave problems on moving curved meshes with general choices of basis and quadrature. The proposed method adopts an arbitrary Lagrangian-Eulerian (ALE)…

Numerical Analysis · Mathematics 2020-11-06 Kaihang Guo , Jesse Chan

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

This paper presents a novel intersection-based remapping method for isoparametric curvilinear meshes within the indirect arbitrary Lagrangian-Eulerian (ALE) framework, addressing the challenges of transferring physical quantities between…

Numerical Analysis · Mathematics 2025-06-24 Nuo Lei , Juan Cheng , Chi-Wang Shu

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

For solving linear inverse problems, particularly of the type that appears in tomographic imaging and compressive sensing, this paper develops two new approaches. The first approach is an iterative algorithm that minimizes a regularized…

Signal Processing · Electrical Eng. & Systems 2023-11-30 Carter Lyons , Raghu G. Raj , Margaret Cheney

Bayesian inverse problems are often computationally challenging when the forward model is governed by complex partial differential equations (PDEs). This is typically caused by expensive forward model evaluations and high-dimensional…

Machine Learning · Statistics 2023-02-08 Zhihang Xu , Yingzhi Xia , Qifeng Liao

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Twisted generalized Reed-Solomon (TGRS) codes were introduced to extend the algebraic capabilities of classical generalized Reed-Solomon (GRS) codes. This extension holds the potential for constructing new non-GRS maximum distance separable…

Information Theory · Computer Science 2025-08-06 Guanghui Zhang , Liren Lin , Bocong Chen

The dual tasks of quantum Hamiltonian learning and quantum Gibbs sampling are relevant to many important problems in physics and chemistry. In the low temperature regime, algorithms for these tasks often suffer from intractabilities, for…

In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. Normally, this is done by…

Computation · Statistics 2016-04-01 Xiaoyu Xiong , Václav Šmídl , Maurizio Filippone

We consider a spectrum of geometric optimization problems motivated by contexts such as satellite communication and astrophysics. In the problem Minimum Scan Cover with Angular Costs, we are given a graph $G$ that is embedded in Euclidean…

Computational Geometry · Computer Science 2021-03-29 Kevin Buchin , Sándor P. Fekete , Alexander Hill , Linda Kleist , Irina Kostitsyna , Dominik Krupke , Roel Lambers , Martijn Struijs

Mutation testing is an effective but time consuming method for gauging the quality of a test suite. It functions by repeatedly making changes, called mutants, to the source code and checking whether the test suite fails (i.e., whether the…

Software Engineering · Computer Science 2018-09-13 Serena Chen

Fast production of large area patterns with nanometre resolution is crucial for the established semiconductor industry and for enabling industrial-scale production of next-generation quantum devices. Metastable atom lithography with binary…

Machine Learning · Computer Science 2022-07-19 Johannes Fiedler , Adrià Salvador Palau , Eivind Kristen Osestad , Pekka Parviainen , Bodil Holst

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

We propose an efficient way to sample from a class of structured multivariate Gaussian distributions which routinely arise as conditional posteriors of model parameters that are assigned a conditionally Gaussian prior. The proposed…

Computation · Statistics 2016-06-28 Anirban Bhattacharya , Antik Chakraborty , Bani K. Mallick

In the context of solving inverse problems for physics applications within a Bayesian framework, we present a new approach, Markov Chain Generative Adversarial Neural Networks (MCGANs), to alleviate the computational costs associated with…

Numerical Analysis · Mathematics 2022-09-08 Nikolaj T. Mücke , Benjamin Sanderse , Sander Bohté , Cornelis W. Oosterlee

Linear reversible circuits represent a subclass of reversible circuits with many applications in quantum computing. These circuits can be efficiently simulated by classical computers and their size is polynomially bounded by the number of…

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…

Computation · Statistics 2010-03-22 Iain Murray , Ryan Prescott Adams , David J. C. MacKay

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

Machine Learning · Computer Science 2022-04-13 José A. Padrón-Hidalgo , Valero Laparra , Gustau Camps-Valls