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A system structure for adaptive mobile applications is introduced and discussed, together with a compliant architecture and a prototypic implementation. A methodology is also introduced, which exploits our structure to decompose the…
We study adaptive approximation algorithms for general multivariate linear problems where the sets of input functions are non-convex cones. While it is known that adaptive algorithms perform essentially no better than non-adaptive…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…
Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…
We consider a particular instance of a common problem in recommender systems: using a database of book reviews to inform user-targeted recommendations. In our dataset, books are categorized into genres and sub-genres. To exploit this nested…
Large-scale commercial platforms usually involve numerous business domains for diverse business strategies and expect their recommendation systems to provide click-through rate (CTR) predictions for multiple domains simultaneously. Existing…
This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…
Importance sampling (IS) is commonly used for cross validation (CV) in Bayesian models, because it only involves reweighting existing posterior draws without needing to re-estimate the model by re-running Markov chain Monte Carlo (MCMC).…
In this paper a variant of the classical hierarchical cluster analysis is reported. This agglomerative (bottom-up) cluster technique is referred to as the Adaptive Mean-Linkage Algorithm. It can be interpreted as a linkage algorithm where…
Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…
This paper presents a simple extension of the binary heap, the List Heap. We use List Heaps to demonstrate the idea of adaptive heaps: heaps whose performance is a function of both the size of the problem instance and the disorder of the…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…
The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…
The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…
Abstraction is essential for reducing the complexity of systems across diverse fields, yet designing effective abstraction methodology for probabilistic models is inherently challenging due to stochastic behaviors and uncertainties. Current…
Approaches to self-adaptive software systems use models at runtime to leverage benefits of model-driven engineering (MDE) for providing views on running systems and for engineering feedback loops. Most of these approaches focus on causally…
Decision rules offer a rich and tractable framework for solving certain classes of multistage adaptive optimization problems. Recent literature has shown the promise of using linear and nonlinear decision rules in which wait-and-see…
Context awareness is increasingly gaining applicability in interactive ubiquitous mobile computing systems. Each context-aware application has its own set of behaviors to react to context modifications. This paper is concerned with the…