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The R package BigVAR allows for the simultaneous estimation of high-dimensional time series by applying structured penalties to the conventional vector autoregression (VAR) and vector autoregression with exogenous variables (VARX)…

Low-Rank Adaptation (LoRA) has become the standard for fine-tuning large pre-trained models at reduced computational cost. However, its low-rank point-estimate updates limit expressiveness, leave a persistent gap relative to full…

The barren plateau phenomenon, characterized by loss gradients that vanish exponentially with system size, poses a challenge to scaling variational quantum algorithms. Here we explore the potential of warm starts, whereby one initializes…

This paper proposes a multi-step probabilistic forecasting framework using a single neural-network based model to generate simultaneous point and interval forecasts. Our approach ensures non-crossing prediction intervals (PIs) through a…

We study convergence rates of the classic proximal bundle method for a variety of nonsmooth convex optimization problems. We show that, without any modification, this algorithm adapts to converge faster in the presence of smoothness or a…

This note introduces Projected Microbatch Accumulation (PROMA), a reference-free proximal policy method that controls KL divergence by projecting away high-variance components of the policy gradient. Two variants are presented. In the…

Bayesian deep learning all too often underfits so that the Bayesian prediction is less accurate than a simple point estimate. Uncertainty quantification then comes at the cost of accuracy. For linearized models, the null space of the…

Bayesian Optimization (BO) in high-dimensional spaces remains fundamentally limited by the curse of dimensionality and the rigidity of global low-dimensional assumptions. While Random EMbedding Bayesian Optimization (REMBO) mitigates this…

Large foundation models have emerged in the last years and are pushing performance boundaries for a variety of tasks. Training or even finetuning such models demands vast datasets and computational resources, which are often scarce and…

When solving ill-posed inverse problems, a good choice of the prior is critical for the computation of a reasonable solution. A common approach is to include a Gaussian prior, which is defined by a mean vector and a symmetric and positive…

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

In contrast to the fixed parameter analysis (FPA), in the variable parameter analysis (VPA) the value of the target problem parameter is not fixed, it rather depends on the structure of a given problem instance and tends to have a favorable…

Hierarchical inductive biases are hypothesized to promote generalizable policies in reinforcement learning, as demonstrated by explicit hyperbolic latent representations and architectures. Therefore, a more flexible approach is to have…

Multi-objective Bayesian optimization (MOBO) provides a principled framework for optimizing expensive black-box functions with multiple objectives. However, existing MOBO methods often struggle with coverage, scalability with respect to the…

Online, sample-based planning algorithms for POMDPs have shown great promise in scaling to problems with large state spaces, but they become intractable for large action and observation spaces. This is particularly problematic in multiagent…

Photometric bundle adjustment (PBA) is widely used in estimating the camera pose and 3D geometry by assuming a Lambertian world. However, the assumption of photometric consistency is often violated since the non-diffuse reflection is common…

We introduce a novel way to combine boosting with Gaussian process and mixed effects models. This allows for relaxing, first, the zero or linearity assumption for the prior mean function in Gaussian process and grouped random effects models…

Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that…

Robust adaptive beamforming (RAB) based on interference-plus-noise covariance (INC) matrix reconstruction can experience performance degradation when model mismatch errors exist, particularly when the input signal-to-noise ratio (SNR) is…

This paper describes an angular adaptivity algorithm for Boltzmann transport applications which for the first time shows evidence of $\mathcal{O}(n)$ scaling in both runtime and memory usage, where $n$ is the number of adapted angles. This…