相关论文: High-Dimensional Dependency Structure Learning for…

We propose a new architecture for the learning of predictive spatio-temporal motion models from data alone. Our approach, dubbed the Dropout Autoencoder LSTM, is capable of synthesizing natural looking motion sequences over long time…

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

The four-dimensional variational data assimilation (4D-Var) has emerged as an important methodology, widely used in numerical weather prediction, oceanographic modeling, and climate forecasting. Classical unconstrained gradient-based…

Additive Manufacturing (AM) is a manufacturing paradigm that builds three-dimensional objects from a computer-aided design model by successively adding material layer by layer. AM has become very popular in the past decade due to its…

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…

We analyze optimal complexity of adaptive finite element methods (AFEMs) for general second-order linear elliptic partial differential equations (PDEs) in the Lax-Milgram setting. To this end, we formulate an adaptive algorithm which steers…

Predictive simulations are essential for applications ranging from weather forecasting to material design. The veracity of these simulations hinges on their capacity to capture the effective system dynamics. Massively parallel simulations…

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

We propose a physics-informed consistency modeling framework for solving partial differential equations (PDEs) via fast, few-step generative inference. We identify a key stability challenge in physics-constrained consistency training, where…

This article presents two novel adaptive-sparse polynomial dimensional decomposition (PDD) methods for solving high-dimensional uncertainty quantification problems in computational science and engineering. The methods entail global…

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

This chapter provides an overview of state-of-the-art adaptive finite element methods (AFEMs) for the numerical solution of second-order elliptic partial differential equations (PDEs), where the primary focus is on the optimal interplay of…

Through theoretical and experimental validation, unlike all existing adaptive methods like Adam which penalize frequently-changing parameters and are only applicable to sparse gradients, we propose the simplest SGD enhanced method,…

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…