Gromov-Wasserstein Distances between Gaussian Distributions

MaximeVandegar/Papers-in-100-Lines-of-Code 16 Apr 2021

We also study the problem without restriction on the optimal plan, and provide lower and upper bounds for the value of the Gromov-Wasserstein distance between Gaussian distributions.

Probability

143
0.13 stars / hour

Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting

mariohsouto/ProxSDP.jl 11 Oct 2018

The main contribution of this work is to achieve a substantial speedup by effectively adjusting the proposed algorithm in order to exploit the low-rank property inherent to several semidefinite programming problems.

Optimization and Control

78
0.04 stars / hour

Design and implementation of a modular interior-point solver for linear optimization

ds4dm/Tulip.jl 23 Jun 2020

This paper introduces the algorithmic design and implementation of Tulip, an open-source interior-point solver for linear optimization.

Optimization and Control

132
0.03 stars / hour

Universal Average-Case Optimality of Polyak Momentum

d2l-ai/d2l-en 19 Aug 2020

Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.

Optimization and Control

16,324
0.03 stars / hour

Computing in Operations Research using Julia

jump-dev/jump.jl 5 Dec 2013

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.

Optimization and Control Numerical Analysis Programming Languages

1,891
0.02 stars / hour

Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning

kailiang-zhong/DESCN 12 Jun 2017

There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies.

Statistics Theory Methodology Statistics Theory

17
0.02 stars / hour

A forward-backward view of some primal-dual optimization methods in image recovery

guanhuaw/mirtorch 20 Jun 2014

A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space.

Optimization and Control

60
0.02 stars / hour

Total positivity in multivariate extremes

sebastian-engelke/graphicalextremes 29 Dec 2021

We study positive dependence in multivariate extremes and introduce $\text{EMTP}_2$, an extremal version of $\text{MTP}_2$.

Statistics Theory Methodology Statistics Theory 60G70, 62H22, 15B48

11
0.02 stars / hour

Physics-informed dynamic mode decomposition (piDMD)

baddoo/pidmd 8 Dec 2021

In this work, we demonstrate how physical principles -- such as symmetries, invariances, and conservation laws -- can be integrated into the dynamic mode decomposition (DMD).

Dynamical Systems Numerical Analysis Numerical Analysis Optimization and Control Data Analysis, Statistics and Probability Fluid Dynamics

67
0.02 stars / hour

Error analysis of a decoupled finite element method for quad-curl problems

lyc102/ifem 5 Feb 2021

Finite element approximation to a decoupled formulation for the quad--curl problem is studied in this paper.

Numerical Analysis Numerical Analysis 65N30, 65N12, 65N22, 65N50

116
0.02 stars / hour