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We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…

Programming Languages · Computer Science 2023-01-10 Basim Khajwal , C. -H. Luke Ong , Dominik Wagner

In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…

Optimization and Control · Mathematics 2020-10-20 Dewei Zhang , Yin Liu , Sam Davanloo Tajbakhsh

Many applications require minimizing a family of optimization problems indexed by some hyperparameter $\lambda \in \Lambda$ to obtain an entire solution path. Traditional approaches proceed by discretizing $\Lambda$ and solving a series of…

Optimization and Control · Mathematics 2025-03-12 Qiran Dong , Paul Grigas , Vishal Gupta

We propose a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organizing processes often found in nature. The method, called Extremal Optimization, successively eliminates extremely…

Statistical Mechanics · Physics 2018-07-06 S. Boettcher , A. Percus

We consider the problem of optimal path planning on a manifold which is the image of a smooth function. Optimal path-planning is of crucial importance for motion planning, image processing, and statistical data analysis. In this work, we…

Optimization and Control · Mathematics 2024-12-19 Edward Huynh , Christian Parkinson

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

Representing massless Dirac fermions on a spatial lattice poses a potential challenge known as the Fermion Doubling problem. Addition of a quadratic term to the Dirac Hamiltonian circumvents this problem. We show that the modified…

Mesoscale and Nanoscale Physics · Physics 2015-09-15 K. M. Masum Habib , Redwan N. Sajjad , Avik W. Ghosh

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

In this paper we present an algorithm to build a road network map enriched with traffic rules such as one-way streets and forbidden turns, based on the interpretation of already detected and classified traffic signs. Such algorithm helps to…

Artificial Intelligence · Computer Science 2016-11-22 Daniil Galaktionov , Miguel R. Luaces , Ángeles S. Places

This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the…

Machine Learning · Computer Science 2022-06-10 Eric Larsen , Sébastien Lachapelle , Yoshua Bengio , Emma Frejinger , Simon Lacoste-Julien , Andrea Lodi

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…

Optimization and Control · Mathematics 2020-05-04 Thomas Flynn

Quantum Monte Carlo simulations of quantum many body systems are plagued by the Fermion sign problem. The computational complexity of simulating Fermions scales exponentially in the projection time $\beta$ and system size. The sign problem…

Strongly Correlated Electrons · Physics 2021-06-02 Ryan Levy , Bryan K. Clark

We discuss the Fermion sign problem and, by examining a very general Hubbard-Stratonovich (HS) transformation, argue that the sign problem cannot be solved with such methods. We propose a different kind of transformation which, while not…

Condensed Matter · Physics 2011-08-11 Ghassan George Batrouni , Philippe de Forcrand

This paper reviews the most popular methods which are used in lattice QCD to compute the determinant of the lattice Dirac operator: Gaussian integral representation and noisy methods. Both of them lead naturally to matrix function problems.…

High Energy Physics - Lattice · Physics 2007-05-23 Artan Borici

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

Quantum Physics · Physics 2023-07-10 Yifeng Rocky Zhu , David Joseph , Cong Ling , Florian Mintert

Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…

Machine Learning · Statistics 2025-03-20 Antônio H. RIbeiro , Thomas B. Schön , Dave Zahariah , Francis Bach

We consider the generic regularized optimization problem $\hat{\mathsf{\beta}}(\lambda)=\arg \min_{\beta}L({\sf{y}},X{\sf{\beta}})+\lambda J({\sf{\beta}})$. Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have…

Statistics Theory · Mathematics 2007-08-22 Saharon Rosset , Ji Zhu

We study the two dimensional lattice Thirring model in the presence of a fermion chemical po- tential. Our model is asymptotically free, contains massive fermions that mimic a baryon and light bosons that mimic pions. Hence it is a useful…

High Energy Physics - Lattice · Physics 2018-03-14 Venkitesh Ayyar , Shailesh Chandrasekharan , Jarno Rantaharju

An algorithm for planning near time-optimal trajectories for systems with an oscillatory internal dynamics has been developed in previous work. It is based on assembling a complete trajectory from motion primitives called jerk segments,…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Thomas Auer , Frank Woittennek
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