相关论文: Variance Reduction for Sequential Sampling in Stoc…

In this paper, we consider non-convex stochastic bilevel optimization (SBO) problems that have many applications in machine learning. Although numerous studies have proposed stochastic algorithms for solving these problems, they are limited…

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

This paper illustrates locality sensitive hasing (LSH) models for the identification and removal of nearly redundant data in a text dataset. To evaluate the different models, we create an artificial dataset for data deduplication using…

A general adaptive approach rooted in stratified sampling (SS) is proposed for sample-based uncertainty quantification (UQ). To motivate its use in this context the space-filling, orthogonality, and projective properties of SS are compared…

Data-driven reduced-order models based on autoencoders generally lack interpretability compared to classical methods such as the proper orthogonal decomposition. More interpretability can be gained by disentangling the latent variables and…

This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…

Numerical modeling is essential for comprehending intricate physical phenomena in different domains. To handle complexity, sensitivity analysis, particularly screening, is crucial for identifying influential input parameters. Kernel-based…

We present a novel adaptive random subspace learning algorithm (RSSL) for prediction purpose. This new framework is flexible where it can be adapted with any learning technique. In this paper, we tested the algorithm for regression and…

LLM deployment on resource-constrained edge devices faces severe latency constraints, particularly in real-time applications where delayed responses can compromise safety or usability. Among many approaches to mitigate the inefficiencies of…

In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

Hierarchical VAEs have emerged in recent years as a reliable option for maximum likelihood estimation. However, instability issues and demanding computational requirements have hindered research progress in the area. We present simple…

In this paper, we revisit the sequential source coding framework to analyze fundamental performance limitations of discrete-time stochastic control systems subject to feedback data-rate constraints in finite-time horizon. The basis of our…

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

In many derivative-free optimization algorithms, a sufficient decrease condition decides whether to accept a trial step in each iteration. This condition typically requires that the potential objective function value decrease of the trial…

Prefilling computational costs pose a significant bottleneck for Large Language Models (LLMs) and Large Multimodal Models (LMMs) in long-context settings. While token pruning reduces sequence length, prior methods rely on heuristics that…

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational…

Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…