相关论文: Parallel Prony's method with multivariate matrix p…

We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…

We discuss the parallelization of algorithms for solving polynomial systems symbolically by way of triangular decomposition. Algorithms for solving polynomial systems combine low-level routines for performing arithmetic operations on…

The paper considers a symbolic approach to Prony's method in several variables and its close connection to multivariate polynomial interpolation. Based on the concept of universal interpolation that can be seen as a weak generalization of…

Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…

Parameters of recent neural networks require a huge amount of memory. These parameters are used by neural networks to perform machine learning tasks when processing inputs. To speed up inference, we develop Partition Pruning, an innovative…

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

In this paper we develop optimal algorithms in the binary-forking model for a variety of fundamental problems, including sorting, semisorting, list ranking, tree contraction, range minima, and ordered set union, intersection and difference.…

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

In this survey we describe some modifications of Prony's method. In particular, we consider the recovery of general expansions into eigenfunctions of linear differential operators of first order and show, how these expansions can be…

We show that the classical Prony's method for recovery of a sparse signal from its consecutive Fourier coefficients can be viewed as a spectral identification problem for an unknown restriction of a known linear operator. This presents a…

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

We show that the sparse polynomial interpolation problem reduces to a discrete super-resolution problem on the $n$-dimensional torus. Therefore the semidefinite programming approach initiated by Cand\`es \\& Fernandez-Granda…

The Massively Parallel Computation (MPC) model is an emerging model which distills core aspects of distributed and parallel computation. It has been developed as a tool to solve (typically graph) problems in systems where the input is…

In this paper, we propose a parallel shooting algorithm for solving nonlinear model predictive control problems using sequential quadratic programming. This algorithm is built on a two-phase approach where we first test and assess…

In this paper we establish accuracy bounds of Prony's method (PM) for recovery of sparse measures from incomplete and noisy frequency measurements, or the so-called problem of super-resolution, when the minimal separation between the points…

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…