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The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

The mutation strength adaptation properties of a multi-recombinative $(\mu/\mu_I, \lambda)$-ES are studied for isotropic mutations. To this end, standard implementations of cumulative step-size adaptation (CSA) and mutative self-adaptation…

Stacking calorimeters also refered as bremsstrahlung cannons widely used in inertial confinement fusion and ultra-intense laser plasma experiments have become essential diagnostics for characterizing short bursts of high-energy photons and…

The statistical properties of estimator using covariance matrix for the account of point-to-point correlations due to systematic errors are analyzed. It is shown that the covariance matrix estimator (CME) is consistent for the realistic…

Estimating a covariance matrix is central to high-dimensional data analysis. Empirical analyses of high-dimensional biomedical data, including genomics, proteomics, microbiome, and neuroimaging, among others, consistently reveal strong…

For seismic analysis in engineering structures, it is essential to consider the dynamic responses under seismic excitation, necessitating the description of seismic accelerations. Limit seismics samples lead to incomplete uncertainty…

Many global optimization algorithms of the memetic variety rely on some form of stochastic search, and yet they often lack a sound probabilistic basis. Without a recourse to the powerful tools of stochastic calculus, treading the fine…

There has been considerable interest in making Bayesian inference more scalable. In big data settings, most literature focuses on reducing the computing time per iteration, with less focused on reducing the number of iterations needed in…

Deep learning-based multivariate and multistep-ahead traffic forecasting models are typically trained with the mean squared error (MSE) or mean absolute error (MAE) as the loss function in a sequence-to-sequence setting, simply assuming…

Covariance matrix estimation, a classical statistical topic, poses significant challenges when the sample size is comparable to or smaller than the number of features. In this paper, we frame covariance matrix estimation as a compound…

Many evolutionary algorithms (EAs) take advantage of parallel evaluation of candidates. However, if evaluation times vary significantly, many worker nodes (i.e.,\ compute clients) are idle much of the time, waiting for the next generation…

Black-box optimization is a very active area of research, with many new algorithms being developed every year. This variety is needed, on the one hand, since different algorithms are most suitable for different types of optimization…

We introduce PACE, a backpropagation-free continual test-time adaptation system that directly optimizes the affine parameters of normalization layers. Existing derivative-free approaches struggle to balance runtime efficiency with learning…

Differential evolution (DE) has competitive performance on constrained optimization problems (COPs), which targets at searching for global optimal solution without violating the constraints. Generally, researchers pay more attention on…

Sample efficiency is a critical property when optimizing policy parameters for the controller of a robot. In this paper, we evaluate two state-of-the-art policy optimization algorithms. One is a recent deep reinforcement learning method…

We present a scalable, black box, perception-in-the-loop technique to find adversarial examples for deep neural network classifiers. Black box means that our procedure only has input-output access to the classifier, and not to the internal…

When solving constrained multi-objective optimization problems, an important issue is how to balance convergence, diversity and feasibility simultaneously. To address this issue, this paper proposes a parameter-free constraint handling…

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

High-dimensional numerical optimization presents a persistent challenge in computational science. This paper introduces Quasi-Adaptive Search with Asymptotic Reinitialization (QUASAR), an evolutionary algorithm to accelerate convergence in…