相关论文: Adaptive Leja sparse grid constructions for stocha…

Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…

The method of constrained randomisation is applied to three-dimensional simulated galaxy distributions. With this technique we generate for a given data set surrogate data sets which have the same linear properties as the original data…

Fast Leja points on an interval are points constructed using a discrete modification of the algorithm for constructing Leja points. Not much about fast Leja points has been proven theoretically. We present an asymptotic property of a…

Sparse grids are popular tools for high-dimensional function approximation. In this work, we study the use of sparse grids for interpolation using separable Mat\'ern kernels…

Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible dependence structures, the marginal possibilities and their useful convolutional expression make them…

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Graphical modelling techniques based on sparse selection have been applied to infer complex networks in many fields, including biology and medicine, engineering, finance, and social sciences. One structural feature of some of the networks…

We extend the univariate Newton interpolation algorithm to arbitrary spatial dimensions and for any choice of downward-closed polynomial space, while preserving its quadratic runtime and linear storage cost. The generalisation supports any…

We show that a generalised sparse grid combination technique which combines multi-variate extrapolation of finite difference solutions with the standard combination formula lifts a second order accurate scheme on regular meshes to a fourth…

Structured kernel interpolation (SKI) accelerates Gaussian process (GP) inference by interpolating the kernel covariance function using a dense grid of inducing points, whose corresponding kernel matrix is highly structured and thus…

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Inducing-point-based sparse variational Gaussian processes have become the standard workhorse for scaling up GP models. Recent advances show that these methods can be improved by introducing a diagonal scaling matrix to the conditional…

The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first…

In this paper we introduce a new notion of convergence of sparse graphs which we call Large Deviations or LD-convergence and which is based on the theory of large deviations. The notion is introduced by "decorating" the nodes of the graph…

We combine conditioning techniques with sparse grid quadrature rules to develop a computationally efficient method to approximate marginal, but not necessarily univariate, posterior quantities, yielding approximate Bayesian inference via…

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from…

Recently a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random…

Isogeometric Analysis (IGA) typically adopts tensor-product splines and NURBS as a basis for the approximation of the solution of PDEs. In this work, we investigate to which extent IGA solvers can benefit from the so-called sparse-grids…