English
Related papers

Related papers: The Endogenous Grid Method for Epstein-Zin Prefere…

200 papers

Energy-based models (EBM) have become increasingly popular within computer vision. EBMs bring a probabilistic approach to training deep neural networks (DNN) and have been shown to enhance performance in areas such as calibration,…

Machine Learning · Computer Science 2023-04-05 Jacob Piland , Christopher Sweet , Priscila Saboia , Charles Vardeman , Adam Czajka

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

The use of rewriting-based visual formalisms is on the rise. In the formal methods community, this is due also to the introduction of adhesive categories, where most properties of classical approaches to graph transformation, such as those…

Logic in Computer Science · Computer Science 2025-05-28 Roberto Biondo , Davide Castelnovo , Fabio Gadducci

In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…

Optimization and Control · Mathematics 2020-10-27 Quoc Tran-Dinh

Finite volume schemes often have difficulties to resolve the low Mach number (incompressible) limit of the Euler equations. Incompressibility is only non-trivial in multiple spatial dimensions. Low Mach fixes, however generally are applied…

Numerical Analysis · Mathematics 2021-04-07 Wasilij Barsukow

Gradient algorithms are classical in adaptive control and parameter estimation. For instantaneous quadratic cost functions they lead to a linear time-varying dynamic system that converges exponentially under persistence of excitation…

Optimization and Control · Mathematics 2020-10-06 Juan G. Rueda-Escobedo , Jaime A. Moreno

Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…

Machine Learning · Computer Science 2020-11-19 Yayi Zou , Xiaoqi Lu

Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years. Rooted into statistical physics, the ERGMs framework has been successfully employed for reconstructing networks, detecting statistically significant…

Data Analysis, Statistics and Probability · Physics 2021-10-04 Nicolò Vallarano , Matteo Bruno , Emiliano Marchese , Giuseppe Trapani , Fabio Saracco , Giulio Cimini , Mario Zanon , Tiziano Squartini

We propose \emph{Euler Mean Flows (EMF)}, a flow-based generative framework for one-step and few-step generation that enforces long-range trajectory consistency with minimal sampling cost. The key idea of EMF is to replace the trajectory…

Machine Learning · Computer Science 2026-02-04 Zhiqi Li , Yuchen Sun , Duowen Chen , Jinjin He , Bo Zhu

In this paper, we derive entropy estimates for a class of schemes for the Euler equations which present the following features: they are based on the internal energy equation (eventually with a positive corrective term at the righ-hand-side…

Numerical Analysis · Mathematics 2017-07-06 Thierry Gallouet , Raphaele Herbin , J. -C Latché , N Therme

Due to the over-smoothing issue, most existing graph neural networks can only capture limited dependencies with their inherently finite aggregation layers. To overcome this limitation, we propose a new kind of graph convolution, called…

Machine Learning · Computer Science 2022-06-30 Qi Chen , Yifei Wang , Yisen Wang , Jiansheng Yang , Zhouchen Lin

We present a new accelerated gradient-based method for solving smooth unconstrained optimization problems. The goal is to embed a heavy-ball type of momentum into the Fast Gradient Method (FGM). For this purpose, we devise a generalization…

Optimization and Control · Mathematics 2021-11-02 Endrit Dosti , Sergiy A. Vorobyov , Themistoklis Charalambous

The extragradient (EG), introduced by G. M. Korpelevich in 1976, is a well-known method to approximate solutions of saddle-point problems and their extensions such as variational inequalities and monotone inclusions. Over the years,…

Optimization and Control · Mathematics 2023-03-31 Quoc Tran-Dinh

Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…

Machine Learning · Statistics 2023-02-03 Nhat Ho , Tongzheng Ren , Sujay Sanghavi , Purnamrita Sarkar , Rachel Ward

The standard particle-in-cell algorithm suffers from grid heating. There exists a gridless alternative which bypasses the deposition step and calculates each Fourier mode of the charge density directly from the particle positions. We show…

Plasma Physics · Physics 2019-09-04 Matthew S. Mitchell , Matthew T. Miecnikowski , Gregory Beylkin , Scott E. Parker

Convex optimization over the spectrahedron, i.e., the set of all real $n\times n$ positive semidefinite matrices with unit trace, has important applications in machine learning, signal processing and statistics, mainly as a convex…

Optimization and Control · Mathematics 2022-11-01 Dan Garber , Atara Kaplan

This paper introduces a subgradient extragradient algorithm with a conjugate gradient-type direction to solve pseudomonotone variational inequality problems in Hilbert spaces. The algorithm features a self-adaptive strategy that eliminates…

Optimization and Control · Mathematics 2025-05-07 Ibrahim Arzuka , Parin Chaipunya , Poom Kumam

Despite the fundamental distinction between adversarial and natural training (AT and NT), AT methods generally adopt momentum SGD (MSGD) for the outer optimization. This paper aims to analyze this choice by investigating the overlooked role…

Machine Learning · Computer Science 2022-09-05 Ali Dabouei , Fariborz Taherkhani , Sobhan Soleymani , Nasser M. Nasrabadi

The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…

Machine Learning · Computer Science 2024-04-16 Wei Zhang , Zihao Wang , Jie Fan , Hao Wu , Yong Zhang