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The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…

Mathematical Physics · Physics 2008-11-18 D H Gebremedhin , C A Weatherford , X Zhang , A Wynn , G Tanaka

Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…

Machine Learning · Statistics 2026-03-11 Shinto Eguchi

In this paper, we focus on Dynamic Execution techniques that optimize the computation flow based on input. This aims to identify simpler problems that can be solved using fewer resources, similar to human cognition. The techniques discussed…

Machine Learning · Computer Science 2024-11-05 Haim Barad , Jascha Achterberg , Tien Pei Chou , Jean Yu

This work presents a new algorithm for matrix power series which is near-sparse, that is, there are a large number of near-zero elements in it. The proposed algorithm uses a filtering technique to improve the sparsity of the matrices…

Numerical Analysis · Mathematics 2022-08-12 Feng Wu , Li Zhu , Yuelin Zhao , Kailing Zhang

Banded matrices can be used as precision matrices in several models including linear state-space models, some Gaussian processes, and Gaussian Markov random fields. The aim of the paper is to make modern inference methods (such as…

Machine Learning · Statistics 2019-02-27 Nicolas Durrande , Vincent Adam , Lucas Bordeaux , Stefanos Eleftheriadis , James Hensman

Fast convergent, accurate, computationally efficient, parallelizable, and robust matrix inversion and parameter estimation algorithms are required in many time-critical and accuracy-critical applications such as system identification,…

Optimization and Control · Mathematics 2020-08-27 Alexander Stotsky

This paper compares two basic approaches to solving ordinary differential equations, which form the basis for attitude computation in strapdown inertial navigation systems, namely, the Taylor series expansion approach that was used in its…

Numerical Analysis · Mathematics 2021-09-21 Yuanxin Wu , Yury A. Litmanovich

In this paper, we give an in-depth analysis on the mathematical problem formulations and the probabilistic optimization explorations for some of the key components in Transformer model [33] in the field of generative AI. We explore and…

Machine Learning · Computer Science 2024-10-25 Fulu Li

While denoising diffusion and flow matching have driven major advances in generative modeling, their application to tabular data remains limited, despite its ubiquity in real-world applications. To this end, we develop TabbyFlow, a…

Machine Learning · Computer Science 2025-10-06 Andrés Guzmán-Cordero , Floor Eijkelboom , Jan-Willem van de Meent

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

We present a generative AI algorithm for addressing the pressing task of fast, accurate, and robust statistical computation of three-dimensional turbulent fluid flows. Our algorithm, termed as GenCFD, is based on an end-to-end conditional…

Learning performance data describe correct and incorrect answers or problem-solving attempts in adaptive learning, such as in intelligent tutoring systems (ITSs). Learning performance data tend to be highly sparse (80\%\(\sim\)90\% missing…

Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…

Numerical Analysis · Mathematics 2023-10-18 Andrey Petrushov , Boris Krasnopolsky

The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure. To this end, we propose some algorithms which exploit the…

Numerical Analysis · Mathematics 2015-02-27 D. A. Bini , S. Dendievel , G. Latouche , B. Meini

The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of…

Numerical Analysis · Mathematics 2023-02-27 Jad Dabaghi , Virginie Ehrlacher , Christoph Strössner

Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which…

Machine Learning · Statistics 2017-05-30 Futoshi Futami , Issei Sato , Masashi Sugiyama

Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…

Machine Learning · Computer Science 2023-05-05 Yuehaw Khoo , Michael Lindsey , Hongli Zhao

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

Many reinforcement learning approaches rely on temporal-difference (TD) learning to learn a critic. However, TD-learning updates can be high variance. Here, we introduce a model-based RL framework, Taylor TD, which reduces this variance in…

Machine Learning · Computer Science 2023-10-19 Michele Garibbo , Maxime Robeyns , Laurence Aitchison