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We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

最优化与控制 · 数学 2020-12-08 Raghu Pasupathy , Yongjia Song

We consider a variety of NP-Complete network connectivity problems. We introduce a novel dual-based approach to approximating network design problems with cut-based linear programming relaxations. This approach gives a $3/2$-approximation…

数据结构与算法 · 计算机科学 2017-07-24 Benjamin Grimmer

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

数值分析 · 数学 2020-03-25 Drayton Munster , Eric de Sturler

Propensity score matching is a common tool for adjusting for observed confounding in observational studies, but is known to have limitations in the presence of unmeasured confounding. In many settings, researchers are confronted with…

统计方法学 · 统计学 2017-12-08 Georgia Papadogeorgou , Christine Choirat , Corwin Zigler

A relativistic fluid in 3+1 dimensions with a global $U(1)$ symmetry admits nine independent static susceptibilities at the second order in the hydrodynamic derivative expansion, which capture the response of the fluid in thermal…

高能物理 - 理论 · 物理学 2021-08-26 Sebastian Grieninger , Ashish Shukla

Answer Set Programming (ASP) is a popular framework for modeling combinatorial problems. However, ASP cannot easily be used for reasoning about uncertain information. Possibilistic ASP (PASP) is an extension of ASP that combines…

人工智能 · 计算机科学 2020-02-19 Kim Bauters , Steven Schockaert , Martine De Cock , Dirk Vermeir

In this paper, we study a sequential decision-making problem, called Adaptive Sampling for Discovery (ASD). Starting with a large unlabeled dataset, algorithms for ASD adaptively label the points with the goal to maximize the sum of…

机器学习 · 统计学 2023-01-04 Ziping Xu , Eunjae Shim , Ambuj Tewari , Paul Zimmerman

We consider a setting in which $N$ agents aim to speedup a common Stochastic Approximation (SA) problem by acting in parallel and communicating with a central server. We assume that the up-link transmissions to the server are subject to…

Several stochastic simulation algorithms (SSAs) have been recently proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this paper, two commonly used SSAs are studied. The first SSA is an on-lattice…

生物物理 · 物理学 2015-05-13 Radek Erban , S Jonathan Chapman

Neuro-symbolic artificial intelligence (AI) systems typically couple a neural perception module to a discrete symbolic solver through a non-differentiable boundary, preventing constraint-satisfaction feedback from reaching the perception…

人工智能 · 计算机科学 2026-03-20 Wael AbdAlmageed

The alternating direction method of multipliers (ADMM) is widely used for solving large-scale semidefinite programs (SDPs), yet on instances with multiple primal-dual optimal solution pairs, it often enters prolonged slow-convergence…

最优化与控制 · 数学 2026-03-04 Shucheng Kang , Heng Yang

Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…

统计方法学 · 统计学 2026-03-19 Shangyuan Ye , Shauna Rakshe , Ye Liang

We present the first application of a variance-based sensitivity analysis (SA) to a model that aims to predict the evolution and properties of the whole galaxy population. SA is a well-established technique in other quantitative sciences,…

星系天体物理 · 物理学 2020-01-08 Piotr Oleskiewicz , Carlton M. Baugh

Conventional analysis of neuroscience data involves computing average neural activity over a group of trials and/or a period of time. This approach may be particularly problematic when assessing the response patterns of neurons to more than…

For computational acoustics, schemes need to have low-dispersion and low-dissipation properties in order to capture the amplitude and phase of the wave correctly. To improve the spectral properties of the scheme, the authors have previously…

计算物理 · 物理学 2021-11-15 Y. H. Li , Y. X. Ren , Y. T. Su

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

概率论 · 数学 2024-04-08 Nhu N. Nguyen , George Yin

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

概率论 · 数学 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

Small-angle X-ray or neutron scattering (SAXS/SANS/SAS) is widely used to obtain structural information on biomolecules or soft-matter complexes in solution. Deriving a molecular interpretation of the scattering signals requires methods for…

生物物理 · 物理学 2022-08-16 Leonie Chatzimagas , Jochen S. Hub

Many atomic descriptors are currently limited by their unfavourable scaling with the number of chemical elements $S$ e.g. the length of body-ordered descriptors, such as the Smooth Overlap of Atomic Positions (SOAP) power spectrum (3-body)…

材料科学 · 物理学 2022-12-07 James P. Darby , James R. Kermode , Gábor Csányi

In this paper we propose a solution to the need for a fast particle transport algorithm in Online Adaptive Proton Therapy capable of cheaply, but accurately computing the changes in patient dose metrics as a result of changes in the system…

医学物理 · 物理学 2022-08-26 Tiberiu Burlacu , Danny Lathouwers , Zoltán Perkó