亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix computations via matrix factorization. We provide insights into existing variance reduction methods for estimating the entries of large matrices. Popular methods do not exploit the reduction in variance that is possible when the matrix is factorized. We show how computing the square root factorization of the matrix can achieve in some important cases arbitrarily better stochastic performance. In addition, we propose a factorized estimator for the trace of a product of matrices and numerically demonstrate that the estimator can be up to 1,000 times more efficient on certain problems of estimating the log-likelihood of a Gaussian process. Additionally, we provide a new estimator of the log-determinant of a positive semi-definite matrix where the log-determinant is treated as a normalizing constant of a probability density.

相關內容

Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace approximation in terms of the so called effective dimension $p$ under the critical dimension constraint $p^{3} \ll n$. However, this condition can be too restrictive for many applications like error-in-operator problem or Deep Neuronal Networks. This paper addresses the question whether the dimensionality condition can be relaxed and the accuracy of approximation can be improved if the target of estimation is low dimensional while the nuisance parameter is high or infinite dimensional. Under mild conditions, the marginal posterior can be approximated by a Gaussian mixture and the accuracy of the approximation only depends on the target dimension. Under the condition $p^{2} \ll n$ or in some special situation like semi-orthogonality, the Gaussian mixture can be replaced by one Gaussian distribution leading to a classical Laplace result. The second result greatly benefits from the recent advances in Gaussian comparison from \cite{GNSUl2017}. The results are illustrated and specified for the case of error-in-operator model.

This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential quadratic programming (SQP) methods naively. However, one of the drawbacks of this approach is that solutions can easily become trapped in local minima that do not satisfy the specification. In this study, we propose a new optimization method, termed CCP-based SQP, based on the convex-concave procedure (CCP). Our framework includes a new robustness decomposition method that decomposes the robustness function into a set of constraints, resulting in a form of difference of convex (DC) program that can be solved efficiently. We solve this DC program sequentially as a quadratic program by only approximating the disjunctive parts of the specifications. Our experimental results demonstrate that our method has a superior performance compared to the state-of-the-art SQP methods in terms of both robustness and computational time.

We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give push-forward measures of an initial measure. Then we propose a deterministic accelerated algorithm by extending Nesterov's acceleration technique with momentum. This algorithm do not based on the Wasserstein geometry. Furthermore, to estimate the convergence rate of the accelerated algorithm, we introduce new convexity and smoothness for $\mathcal{F}$ based on transport maps. As a result, we can show that the accelerated algorithm converges faster than a normal gradient descent algorithm. Numerical experiments support this theoretical result.

Coordinate networks are widely used in computer vision due to their ability to represent signals as compressed, continuous entities. However, training these networks with first-order optimizers can be slow, hindering their use in real-time applications. Recent works have opted for shallow voxel-based representations to achieve faster training, but this sacrifices memory efficiency. This work proposes a solution that leverages second-order optimization methods to significantly reduce training times for coordinate networks while maintaining their compressibility. Experiments demonstrate the effectiveness of this approach on various signal modalities, such as audio, images, videos, shape reconstruction, and neural radiance fields.

We present Modular Polynomial (MP) Codes for Secure Distributed Matrix Multiplication (SDMM). The construction is based on the observation that one can decode certain proper subsets of the coefficients of a polynomial with fewer evaluations than is necessary to interpolate the entire polynomial. We also present Generalized Gap Additive Secure Polynomial (GGASP) codes. Both MP and GGASP codes are shown experimentally to perform favorably in terms of recovery threshold when compared to other comparable polynomials codes for SDMM which use the grid partition. Both MP and GGASP codes achieve the recovery threshold of Entangled Polynomial Codes for robustness against stragglers, but MP codes can decode below this recovery threshold depending on the set of worker nodes which fails. The decoding complexity of MP codes is shown to be lower than other approaches in the literature, due to the user not being tasked with interpolating an entire polynomial.

Modern biomedical datasets are increasingly high dimensional and exhibit complex correlation structures. Generalized Linear Mixed Models (GLMMs) have long been employed to account for such dependencies. However, proper specification of the fixed and random effects in GLMMs is increasingly difficult in high dimensions, and computational complexity grows with increasing dimension of the random effects. We present a novel reformulation of the GLMM using a factor model decomposition of the random effects, enabling scalable computation of GLMMs in high dimensions by reducing the latent space from a large number of random effects to a smaller set of latent factors. We also extend our prior work to estimate model parameters using a modified Monte Carlo Expectation Conditional Minimization algorithm, allowing us to perform variable selection on both the fixed and random effects simultaneously. We show through simulation that through this factor model decomposition, our method can fit high dimensional penalized GLMMs faster than comparable methods and more easily scale to larger dimensions not previously seen in existing approaches.

Extended Dynamic Mode Decomposition (EDMD) is a data-driven tool for forecasting and model reduction of dynamics, which has been extensively taken up in the physical sciences. While the method is conceptually simple, in deterministic chaos it is unclear what its properties are or even what it converges to. In particular, it is not clear how EDMD's least-squares approximation treats the classes of regular functions needed to make sense of chaotic dynamics. In this paper we develop a general, rigorous theory of EDMD on the simplest examples of chaotic maps: analytic expanding maps of the circle. Proving a new result in the theory of orthogonal polynomials on the unit circle (OPUC), we show that in the infinite-data limit, the least-squares projection is exponentially efficient for polynomial observable dictionaries. As a result, we show that the forecasts and Koopman spectral data produced using EDMD in this setting converge to the physically meaningful limits, at an exponential rate. This demonstrates that with only a relatively small polynomial dictionary, EDMD can be very effective, even when the sampling measure is not uniform. Furthermore, our OPUC result suggests that data-based least-squares projections may be a very effective approximation strategy.

Inspired by certain regularization techniques for linear inverse problems, in this work we investigate the convergence properties of the Levenberg-Marquardt method using singular scaling matrices. Under a completeness condition, we show that the method is well-defined and establish its local quadratic convergence under an error bound assumption. We also prove that the search directions are gradient-related allowing us to show that limit points of the sequence generated by a line-search version of the method are stationary for the sum-of-squares function. The usefulness of the method is illustrated with some examples of parameter identification in heat conduction problems for which specific singular scaling matrices can be used to improve the quality of approximate solutions.

Under-approximations of reachable sets and tubes have been receiving growing research attention due to their important roles in control synthesis and verification. Available under-approximation methods applicable to continuous-time linear systems typically assume the ability to compute transition matrices and their integrals exactly, which is not feasible in general, and/or suffer from high computational costs. In this note, we attempt to overcome these drawbacks for a class of linear time-invariant (LTI) systems, where we propose a novel method to under-approximate finite-time forward reachable sets and tubes, utilizing approximations of the matrix exponential and its integral. In particular, we consider the class of continuous-time LTI systems with an identity input matrix and initial and input values belonging to full dimensional sets that are affine transformations of closed unit balls. The proposed method yields computationally efficient under-approximations of reachable sets and tubes, when implemented using zonotopes, with first-order convergence guarantees in the sense of the Hausdorff distance. To illustrate its performance, we implement our approach in three numerical examples, where linear systems of dimensions ranging between 2 and 200 are considered.

In 1954, Alston S. Householder published Principles of Numerical Analysis, one of the first modern treatments on matrix decomposition that favored a (block) LU decomposition-the factorization of a matrix into the product of lower and upper triangular matrices. And now, matrix decomposition has become a core technology in machine learning, largely due to the development of the back propagation algorithm in fitting a neural network. The sole aim of this survey is to give a self-contained introduction to concepts and mathematical tools in numerical linear algebra and matrix analysis in order to seamlessly introduce matrix decomposition techniques and their applications in subsequent sections. However, we clearly realize our inability to cover all the useful and interesting results concerning matrix decomposition and given the paucity of scope to present this discussion, e.g., the separated analysis of the Euclidean space, Hermitian space, Hilbert space, and things in the complex domain. We refer the reader to literature in the field of linear algebra for a more detailed introduction to the related fields.

北京阿比特科技有限公司