相关论文: Fast Computation of Branching Process Transition P…

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

When solving consensus optimization problems over a graph, there is often an explicit characterization of the convergence rate of Gradient Descent (GD) using the spectrum of the graph Laplacian. The same type of problems under the…

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Tensor factorization with hard and/or soft constraints has played an important role in signal processing and data analysis. However, existing algorithms for constrained tensor factorization have two drawbacks: (i) they require…

We propose a general algorithmic framework for constrained matrix and tensor factorization, which is widely used in signal processing and machine learning. The new framework is a hybrid between alternating optimization (AO) and the…

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

We introduce an algorithm for generating a random sequence of fragmentation trees, which we call the ancestral branching algorithm. This algorithm builds on the recursive partitioning structure of a tree and gives rise to an associated…

While transformer models have been highly successful, they are computationally inefficient. We observe that for each layer, the full width of the layer may be needed only for a small subset of tokens inside a batch and that the "effective"…

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions.…

An event sequence generated by a temporal point process is often associated with a hidden and structured event branching process that captures the triggering relations between its historical and current events. In this study, we design a…