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This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…
Quantum phase estimation (QPE) is one of the most important subroutines in quantum computing. In general applications, current QPE algorithms either suffer an exponential time overload or require a set of - notoriously quite fragile - GHZ…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
Bilevel optimization has garnered significant attention in the machine learning community recently, particularly regarding the development of efficient numerical methods. While substantial progress has been made in developing efficient…
Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…
Reinforcement Learning (RL) post-training has emerged as the dominant paradigm for eliciting mathematical reasoning in Large Language Models (LLMs), yet prevailing techniques such as GRPO and DAPO distribute rollout and gradient budgets…
The iterations of many first-order algorithms, when applied to minimizing common regularized regression functions, often resemble neural network layers with pre-specified weights. This observation has prompted the development of…
Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…
Stochastic Bilevel optimization usually involves minimizing an upper-level (UL) function that is dependent on the arg-min of a strongly-convex lower-level (LL) function. Several algorithms utilize Neumann series to approximate certain…
Probabilistic optimal power flow (POPF) is an important analytical tool to ensure the secure and economic operation of power systems. POPF needs to solve enormous nonlinear and nonconvex optimization problems. The huge computational burden…
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical…
In this work we introduce a reduced-rank algorithm for Gaussian process regression. Our numerical scheme converts a Gaussian process on a user-specified interval to its Karhunen-Lo\`eve expansion, the $L^2$-optimal reduced-rank…
Efficient sampling from the Boltzmann distribution given its energy function is a key challenge for modeling complex physical systems such as molecules. Boltzmann Generators address this problem by leveraging continuous normalizing flows to…
We study mathematical programs with equilibrium constraints, in which a leader knows their own cost function, but lacks a model of the followers' response. Instead, the leader can only query this response at specific points. While this…
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…
In this paper, we consider a multihop wireless sensor network with multiple relay nodes for each hop where the amplify-and-forward scheme is employed. We present algorithmic strategies to jointly design linear receivers and the power…
Critic-free methods like GRPO reduce memory demands by estimating advantages from multiple rollouts but tend to converge slowly, as critical learning signals are diluted by an abundance of uninformative samples and tokens. To tackle this…
This thesis develops signal-processing algorithms and implementation schemes under constraints of minimal parallelism and memory space, with the goal of improving energy efficiency of low-power computing hardware. We propose (i) a…