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We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu

For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…

Numerical Analysis · Mathematics 2026-01-15 Constantin Bacuta

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

Machine Learning · Statistics 2024-02-15 Hongrui Chen , Lexing Ying

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

Numerical Analysis · Mathematics 2007-11-02 Claudio Albanese

Diffusion models (DMs) are a type of generative model that has a huge impact on image synthesis and beyond. They achieve state-of-the-art generation results in various generative tasks. A great diversity of conditioning inputs, such as text…

Machine Learning · Computer Science 2024-02-02 Weiguo Lu , Xuan Wu , Deng Ding , Jinqiao Duan , Jirong Zhuang , Gangnan Yuan

Distortion Risk Measures (DRMs) capture risk preferences in decision-making and serve as general criteria for managing uncertainty. This paper proposes gradient descent algorithms for DRM optimization based on two dual representations: the…

Machine Learning · Computer Science 2025-10-07 Jinyang Jiang , Bernd Heidergott , Jiaqiao Hu , Yijie Peng

In this paper, we propose new geometrically unfitted space-time Finite Element methods for partial differential equations posed on moving domains of higher order accuracy in space and time. As a model problem, the convection-diffusion…

Numerical Analysis · Mathematics 2023-05-09 Fabian Heimann , Christoph Lehrenfeld , Janosch Preuß

We analyze an advection-diffusion-reaction problem with non-homogeneous boundary conditions that models the chromatography process, a vital stage in bioseparation. We prove stability and error estimates for both constant and affine…

Numerical Analysis · Mathematics 2025-10-28 Farjana Siddiqua , Catalin Trenchea

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

Seismic imaging from sparsely acquired data faces challenges such as low image quality, discontinuities, and migration swing artifacts. Existing convolutional neural network (CNN)-based methods struggle with complex feature distributions…

Geophysics · Physics 2024-08-01 Xingchen Shi , Shijun Cheng , Weijian Mao , Wei Ouyang

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

Numerical Analysis · Mathematics 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

In distributed training of machine learning models, gradient descent with local iterative steps, commonly known as Local (Stochastic) Gradient Descent (Local-(S)GD) or Federated averaging (FedAvg), is a very popular method to mitigate…

Machine Learning · Computer Science 2026-03-24 Heng Zhu , Harsh Vardhan , Arya Mazumdar

We focus on the problem of estimating the change in the dependency structures of two $p$-dimensional Gaussian Graphical models (GGMs). Previous studies for sparse change estimation in GGMs involve expensive and difficult non-smooth…

Machine Learning · Computer Science 2018-05-24 Beilun Wang , Arshdeep Sekhon , Yanjun Qi

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

In this work, we study a new spectral Petrov-Galerkin approximation of space-time fractional reaction-diffusion equations with viscosity terms built by Riemann-Liouville fractional-order derivatives. The proposed method is reliant on…

Numerical Analysis · Mathematics 2019-11-26 Zhe Yu , Boying Wu , Jiebao Sun , Wenjie Liu

This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional robust regression problems. The number of features is…

Statistics Theory · Mathematics 2024-11-05 Kai Tan , Pierre C. Bellec

We propose a novel Bregman descent algorithm for minimizing a convex function that is expressed as the sum of a differentiable part (defined over an open set) and a possibly nonsmooth term. The approach, referred to as the Variable Bregman…

Machine Learning · Computer Science 2025-02-06 Ségolène Martin , Jean-Christophe Pesquet , Gabriele Steidl , Ismail Ben Ayed

The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…

Applications · Statistics 2025-07-03 Zekai Jin , Yaakov Stern , Seonjoo Lee

Diffusion models have emerged as an expressive family of generative models rivaling GANs in sample quality and autoregressive models in likelihood scores. Standard diffusion models typically require hundreds of forward passes through the…

Machine Learning · Computer Science 2022-02-14 Daniel Watson , William Chan , Jonathan Ho , Mohammad Norouzi

Although diffusion models (DMs) have shown promising performances in a number of tasks (e.g., speech synthesis and image generation), they might suffer from error propagation because of their sequential structure. However, this is not…

Machine Learning · Computer Science 2024-01-19 Yangming Li , Mihaela van der Schaar
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