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06/09/2023
Domain-Agnostic Batch Bayesian Optimization with Diverse Constraints via Bayesian Quadrature
Real-world optimisation problems often feature complex combinations of (...
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01/27/2023
Quantum Ridgelet Transform: Winning Lottery Ticket of Neural Networks with Quantum Computation
Ridgelet transform has been a fundamental mathematical tool in the theor...
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01/27/2023
SOBER: Highly Parallel Bayesian Optimization and Bayesian Quadrature over Discrete and Mixed Spaces
Batch Bayesian optimisation and Bayesian quadrature have been shown to b...
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01/23/2023
Sampling-based Nyström Approximation and Kernel Quadrature
We analyze the Nyström approximation of a positive definite kernel assoc...
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10/11/2022
Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures
Given a probability measure μ on a set 𝒳 and a vector-valued function φ,...
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06/09/2022
Fast Bayesian Inference with Batch Bayesian Quadrature via Kernel Recombination
Calculation of Bayesian posteriors and model evidences typically require...
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07/20/2021
Positively Weighted Kernel Quadrature via Subsampling
We study kernel quadrature rules with positive weights for probability m...
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01/12/2021
Estimating the probability that a given vector is in the convex hull of a random sample
For a d-dimensional random vector X, let p_n, X be the probability that ...
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08/19/2020
Monte Carlo construction of cubature on Wiener space
In this paper, we investigate application of mathematical optimization t...
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01/03/2020
Monte-Carlo cubature construction
In numerical integration, cubature methods are effective, in particular ...
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05/22/2019