Related papers: Metric/Nonmetric Elastic MDS
We present a framework of elastic locomotion, which allows users to enliven an elastic body to produce interesting locomotion by prescribing its high-level kinematics. We formulate this problem as an inverse simulation problem and seek the…
User behavior data produced during interaction with massive items in the significant data era are generally heterogeneous and sparse, leaving the recommender system (RS) a large diversity of underlying patterns to excavate. Deep neural…
Regression discontinuity (RD) designs are popular quasi-experimental studies in which treatment assignment depends on whether the value of a running variable exceeds a cutoff. RD designs are increasingly popular in educational applications…
Building on previous research which generalized multilevel Monte Carlo methods using either sparse grids or Quasi-Monte Carlo methods, this paper considers the combination of all these ideas applied to elliptic PDEs with finite-dimensional…
We study stochastic convex optimization subjected to linear equality constraints. Traditional Stochastic Alternating Direction Method of Multipliers and its Nesterov's acceleration scheme can only achieve ergodic O(1/\sqrt{K}) convergence…
We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…
This paper proposes a new multilevel Monte Carlo (MLMC) method for the ergodic SDEs which do not satisfy the contractivity condition. By introducing the change of measure technique, we simulate the path with contractivity and add the…
In conventional 2D DCE-US, motion correction algorithms take advantage of accompanying side-by-side anatomical Bmode images that contain time-stable features. However, current commercial models of 3D DCE-US do not provide side-by-side Bmode…
Algebraic methods for the design of series of maximum distance separable (MDS) linear block and convolutional codes to required specifications and types are presented. Algorithms are given to design codes to required rate and required…
This paper seeks to address how to solve non-smooth convex and strongly convex optimization problems with functional constraints. The introduced Mirror Descent (MD) method with adaptive stepsizes is shown to have a better convergence rate…
In this paper, we study the nonexpansive properties of metric resolvent, and present a convergence rate analysis for the associated fixed-point iterations (Banach-Picard and Krasnosel'skii-Mann types). Equipped with a variable metric, we…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…
We develop a framework that allows the use of the multi-level Monte Carlo (MLMC) methodology (Giles2015) to calculate expectations with respect to the invariant measure of an ergodic SDE. In that context, we study the (over-damped) Langevin…
Evaluation in scientific reconstruction is dominated by pointwise metrics - RMSE, MAE, per-event resolution - under the implicit assumption that lower error means better reconstruction. We show that this assumption fails structurally for…
The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to…
In this manuscript, we provide a concise review of the concept of metric dimension for both deterministic as well as random graphs. Algorithms to approximate this quantity, as well as potential applications, are also reviewed. This work has…
Bayesian multidimensional scaling (BMDS) is a probabilistic dimension reduction tool that allows one to model and visualize data consisting of dissimilarities between pairs of objects. Although BMDS has proven useful within, e.g., Bayesian…
Classical multidimensional scaling (MDS) is a method for visualizing high-dimensional point clouds by mapping to low-dimensional Euclidean space. This mapping is defined in terms of eigenfunctions of a matrix of interpoint dissimilarities.…
Subsurface datasets inherently possess big data characteristics such as vast volume, diverse features, and high sampling speeds, further compounded by the curse of dimensionality from various physical, engineering, and geological inputs.…