相关论文: Towards sharp error analysis of extended Lagrangia…

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…

The equations of the temperature-accelerated molecular dynamics (TAMD) method for the calculations of free energies and partition functions are analyzed. Specifically, the exponential convergence of the law of these stochastic processes is…

n this work, we propose a latent molecular diffusion model that can make the generated 3D molecules rich in diversity and maintain rich geometric features. The model captures the information of the forces and local constraints between atoms…

The multinomial logistic regression (MLR) model is widely used in statistics and machine learning. Stochastic gradient descent (SGD) is the most common approach for determining the parameters of a MLR model in big data scenarios. However,…

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

Linear TD($\lambda$) is one of the most fundamental reinforcement learning algorithms for policy evaluation. Previously, convergence rates are typically established under the assumption of linearly independent features, which does not hold…

We demonstrate the applicability of extended Lagrangian Born-Oppenheimer quantum-based molecular dynamics (XL-BOMD) to model electron transfer reactions occurring on solid-liquid interfaces. Specifically, we consider the reduction of O$_2$…

We study the Bregman Augmented Lagrangian method (BALM) for solving convex problems with linear constraints. For classical Augmented Lagrangian method, the convergence rate and its relation with the proximal point method is well-understood.…

We consider a convex relaxation of sparse principal component analysis proposed by d'Aspremont et al. in (d'Aspremont et al. SIAM Rev 49:434-448, 2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the…

The ever-increasing quantity of multivariate process data is driving a need for skilled engineers to analyze, interpret, and build models from such data. Multivariate data analytics relies heavily on linear algebra, optimization, and…

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…

Latent variable models (LVMs) are commonly used in psychology and increasingly used for analyzing brain imaging data. Such studies typically involve a small number of participants (n<100), where standard asymptotic results often fail to…

Low-rank matrix approximation (LRMA) is a powerful technique for signal processing and pattern analysis. However, its potential for data compression has not yet been fully investigated in the literature. In this paper, we propose sparse…

Lagrangian duality in mixed integer optimization is a useful framework for problems decomposition and for producing tight lower bounds to the optimal objective, but in contrast to the convex counterpart, it is generally unable to produce…

The smooth particle mesh Ewald (SPME) method is the standard method for computing the electrostatic interactions in the molecular simulations. In this work, the multiple staggered mesh Ewald (MSME) method is proposed to boost the accuracy…

The augmented Lagrangiam method (ALM), widely used in quantum chemistry constrained optimization problems, is applied in the context of the nuclear Density Functional Theory (DFT) in the self-consistent constrained Skyrme…

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…