Related papers: High-dimensional Adaptive MCMC with Reduced Comput…
We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…
Matrix reduction is the standard procedure for computing the persistent homology of a filtered simplicial complex with $m$ simplices. Its output is a particular decomposition of the total boundary matrix, from which the persistence diagrams…
Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…
The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…
Preconditioning is a common method applied to modify Markov chain Monte Carlo algorithms with the goal of making them more efficient. In practice it is often extremely effective, even when the preconditioner is learned from the chain. We…
In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…
When solving linear systems arising from PDE discretizations, iterative methods (such as Conjugate Gradient, GMRES, or MINRES) are often the only practical choice. To converge in a small number of iterations, however, they have to be…
This work approximates high-dimensional density functions with an ANOVA-like sparse structure by the mixture of wrapped Gaussian and von Mises distributions. When the dimension $d$ is very large, it is complex and impossible to train the…
This article presents a sparse, low-memory footprint optimization algorithm for the implementation of the model predictive control (MPC) for tracking formulation in embedded systems. This MPC formulation has several advantages over standard…
In orthogonal frequency division multiplexing (OFDM), accurate channel estimation is crucial. Classical signal processing-based approaches, such as linear minimum mean-squared error (LMMSE) estimation, often require second-order statistics…
In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…
The linear layer is one of the most pervasive modules in deep learning representations. However, it requires $O(N^2)$ parameters and $O(N^2)$ operations. These costs can be prohibitive in mobile applications or prevent scaling in many…
The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…
The focus of this paper is on spatial precoding in correlated multi-antenna channels, where the number of independent data-streams is adapted to trade-off the data-rate with the transmitter complexity. Towards the goal of a low-complexity…
We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…
The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…
Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…
Although Hamiltonian Monte Carlo (HMC) scales as O(d^(1/4)) in dimension, there is a large constant factor determined by the curvature of the target density. This constant factor can be reduced in most cases through preconditioning, the…
Long-term beamforming substantially reduces the channel estimation and inversion overhead of conventional massive MU-MIMO receivers; yet, its construction still hinges on the inversion of a large Hermitian matrix, whose condition number…
We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…