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

The author presented a stochastic and variational approach to the Lax-Friedrichs finite difference scheme applied to hyperbolic scalar conservation laws and the corresponding Hamilton-Jacobi equations with convex and superlinear…

Large language models (LLMs) achieve strong reasoning performance by allocating substantial computation at inference time, often generating long and verbose reasoning traces. While recent work on efficient reasoning reduces this overhead…

Our goal is to improve variance reducing stochastic methods through better control variates. We first propose a modification of SVRG which uses the Hessian to track gradients over time, rather than to recondition, increasing the correlation…

Stochastic variational inference (SVI) is emerging as the most promising candidate for scaling inference in Bayesian probabilistic models to large datasets. However, the performance of these methods has been assessed primarily in the…

As machine-learning (ML) based systems for malware detection become more prevalent, it becomes necessary to quantify the benefits compared to the more traditional anti-virus (AV) systems widely used today. It is not practical to build an…

Visual Autoregressive (VAR) modeling approach for image generation proposes autoregressive processing across hierarchical scales, decoding multiple tokens per scale in parallel. This method achieves high-quality generation while…

Epsilon-lexicase selection is a parent selection method in genetic programming that has been successfully applied to symbolic regression problems. Recently, the combination of random subsampling with lexicase selection significantly…

Techniques for reducing the variance of gradient estimates used in stochastic programming algorithms for convex finite-sum problems have received a great deal of attention in recent years. By leveraging dissipativity theory from control, we…

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…

Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…

This work provides a comparative assessment of several low-dissipation numerical schemes for hyperbolic conservation laws, highlighting their performance relative to the classical Harten-Lax-van Leer (HLL) schemes. The schemes under…

This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…

Lasso is a celebrated method for variable selection in linear models, but it faces challenges when the variables are moderately or strongly correlated. This motivates alternative approaches such as using a non-convex penalty, adding a ridge…

Vision-language models (VLMs) have recently expanded from static image understanding to video reasoning, but their scalability is fundamentally limited by the quadratic cost of processing dense frame sequences. Long videos often exceed the…

Recent stochastic gradient methods that have appeared in the literature base their efficiency and global convergence properties on a suitable control of the variance of the gradient batch estimate. This control is typically achieved by…

When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelevant predictors. The lasso and other variable selection…

Dynamically scheduled high-level synthesis (HLS) achieves higher throughput than static HLS for codes with unpredictable memory accesses and control flow. However, excessive dataflow scheduling results in circuits that use more resources…

We consider monotone inclusion problems where the operators may be expectation-valued, a class of problems that subsumes convex stochastic optimization problems as well as subclasses of stochastic variational inequality and equilibrium…

Deep learning models, including Convolutional Neural Networks (CNNs) and Vision Transformers (ViTs), have achieved state-of-the-art performance on various computer vision tasks such as object classification, detection, segmentation,…

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…