Related papers: Learning efficient and provably convergent splitti…
This paper offers a contemporary and comprehensive perspective on the classical algorithms utilized for the solution of minimum-time problem for linear systems (MTPLS). The use of unified notations supported by visual geometric…
We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…
Balanced partitioning is often a crucial first step in solving large-scale graph optimization problems, e.g., in some cases, a big graph can be chopped into pieces that fit on one machine to be processed independently before stitching the…
We propose statistically robust and computationally efficient linear learning methods in the high-dimensional batch setting, where the number of features $d$ may exceed the sample size $n$. We employ, in a generic learning setting, two…
In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…
We develop two variance-reduced fast operator splitting methods to approximate solutions of a class of generalized equations, covering fundamental problems such as \rvs{minimization}, minimax problems, and variational inequalities as…
This paper provides a new way of developing the splitting method which is used to solve the problem of finding the resolvent of the sum of maximal monotone operators in Hilbert spaces. By employing accelerated techniques developed by Davis…
High order splitting schemes with complex timesteps are applied to Kolmogorov backward equations stemming from stochastic differential equations in Stratonovich form. In the setting of weighted spaces, the necessary analyticity of the split…
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow can not be computed exactly. Instead, we use a numerical…
Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…
We propose and analyze the convergence of a novel stochastic forward-backward splitting algorithm for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued maximal monotone cocoercive operator. This…
A typical procedure to integrate numerically the time dependent Schr\"o\-din\-ger equation involves two stages. In the first one carries out a space discretization of the continuous problem. This results in the linear system of differential…
The generalized eigenvalue problem (GEP) serves as a cornerstone in a wide range of applications in numerical linear algebra and scientific computing. However, traditional approaches that aim to maximize the classical Rayleigh quotient…
This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…
In this paper we analyze the convergence of the splitting method for shallow water equations. In particular, we give an analytical estimation of the time step which is necessary for the convergence and then we study the behaviour of the…
Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…
We consider the Vlasov-Poisson equation in a Hamiltonian framework and derive new time splitting methods based on the decomposition of the Hamiltonian functional between the kinetic and electric energy. Assuming smoothness of the solutions,…
Split learning recently emerged as a solution for distributed machine learning with heterogeneous IoT devices, where clients can offload part of their training to computationally-powerful helpers. The core challenge in split learning is to…
The computation of the dominant eigenpair for symmetric positive semidefinite matrices is fundamental in numerical optimization. This work shifts the paradigm from the classical Rayleigh quotient to an unconstrained difference formulation,…
Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…