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In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
We present parameter-interpolated dynamic mode decomposition (piDMD), a parametric reduced-order modeling framework that embeds known parameter-affine structure directly into the DMD regression step. Unlike existing parametric DMD methods…
Regressions created from experimental or simulated data enable the construction of metamodels, widely used in a variety of engineering applications. Many engineering problems involve multi-parametric physics whose corresponding…
Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…
This paper proposes some efficient and accurate adaptive two-grid (ATG) finite element algorithms for linear and nonlinear partial differential equations (PDEs). The main idea of these algorithms is to utilize the solutions on the $k$-th…
With increasing interest in adaptive clinical trial designs, challenges are present to drug supply chain management which may offset the benefit of adaptive designs. Thus, it is necessary to develop an optimization tool to facilitate the…
In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results…
For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…
In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…
Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…
The issue of determining not only an adequate dose but also a dosing frequency of a drug arises frequently in Phase II clinical trials. This results in the comparison of models which have some parameters in common. Planning such studies…
The prediction of absorption, distribution, metabolism, excretion, and toxicity (ADMET) of small molecules from their molecular structure is a central problem in medicinal chemistry with great practical importance in drug discovery.…
Parameter-free stochastic optimization aims to design algorithms that are agnostic to the underlying problem parameters while still achieving convergence rates competitive with optimally tuned methods. While some parameter-free methods do…
This paper proposes an adaptive hyper-reduction method to reduce the computational cost associated with the simulation of parametric particle-based kinetic plasma models, specifically focusing on the Vlasov-Poisson equation. Conventional…
The Proportional-Integral-Derivative Controller is widely used in industries for process control applications. Fractional-order PID controllers are known to outperform their integer-order counterparts. In this paper, we propose a new…
In this paper we develop a Stochastic Gradient Langevin Dynamics (SGLD) algorithm tailored for solving a certain class of non-convex distributionally robust optimisation (DRO) problems. By deriving non-asymptotic convergence bounds, we…
Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for…
Pharmacodynamic (PD) models are mathematical models of cellular reaction networks that include drug mechanisms of action. These models are useful for studying predictive therapeutic outcomes of novel drug therapies in silico. However, PD…
While proper orthogonal decomposition (POD) is widely used for model reduction, its standard form does not take into account any parametric model structure. Extensions to POD have been proposed to address this, but these either require…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…