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This paper proposes a multilevel sampling algorithm for fiber sampling problems in algebraic statistics, inspired by Henry Wynn's suggestion to adapt multilevel Monte Carlo (MLMC) ideas to discrete models. Focusing on log-linear models, we…

Computation · Statistics 2025-12-16 Nathan Kirk , Ivan Gvozdanović , Sonja Petrović

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Numerical Analysis · Mathematics 2025-08-19 Pieter Vanmechelen , Geert Lombaert , Giovanni Samaey

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Machine Learning · Statistics 2024-05-21 Sohail Reddy , Hillary Fairbanks

This paper is to give an overview of AMG methods for solving large scale systems of equations such as those from the discretization of partial differential equations. AMG is often understood as the acronym of "Algebraic Multi-Grid", but it…

Numerical Analysis · Mathematics 2016-11-11 Jinchao Xu , Ludmil T Zikatanov

The numerical simulation of structural mechanics applications via finite elements usually requires the solution of large-size and ill-conditioned linear systems, especially when accurate results are sought for derived variables interpolated…

Numerical Analysis · Mathematics 2019-06-26 Andrea Franceschini , Victor A. Paludetto Magri , Gianluca Mazzucco , Nicolò Spiezia , Carlo Janna

We design and implement a parallel algebraic multigrid method for isotropic graph Laplacian problems on multicore Graphical Processing Units (GPUs). The proposed AMG method is based on the aggregation framework. The setup phase of the…

Numerical Analysis · Mathematics 2013-02-12 James Brannick , Yao Chen , Xiaozhe Hu , Ludmil Zikatanov

This paper provides a unified and detailed presentation of root-node style algebraic multigrid (AMG). Algebraic multigrid is a popular and effective iterative method for solving large, sparse linear systems that arise from discretizing…

Numerical Analysis · Mathematics 2018-01-30 Thomas A. Manteuffel , Luke N. Olson , Jacob B. Schroder , Ben S. Southworth

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

Quantitative Methods · Quantitative Biology 2017-10-31 Christopher Lester

Stochastic optimization in learning and inference often relies on Markov chain Monte Carlo (MCMC) to approximate gradients when exact computation is intractable. However, finite-time MCMC estimators are biased, and reducing this bias…

Statistics Theory · Mathematics 2026-02-02 Antoine Godichon-Baggioni , Gabriel Lang , Sylvain Le Corff , Julien Stoehr , Sobihan Surendran

This paper develops a new algebraic multigrid (AMG) method for sparse least-squares systems of the form $A=G^TG$ motivated by challenging applications in scientific computing where classical AMG methods fail. First we review and relate the…

Numerical Analysis · Mathematics 2026-01-09 Ben S. Southworth , Hussam Al Daas , Golo A. Wimmer , Ed Threlfall

We describe main issues and design principles of an efficient implementation, tailored to recent generations of Nvidia Graphics Processing Units (GPUs), of an Algebraic Multigrid (AMG) preconditioner previously proposed by one of the…

Numerical Analysis · Mathematics 2018-10-11 Massimo Bernaschi , Pasqua D'Ambra , Dario Pasquini

The scalable solution of large sparse linear systems is a bottleneck in scientific computing and graph analysis. While algebraic multigrid (AMG) offers optimal linear scaling, its performance is severely constrained by the trade-off between…

Machine Learning · Computer Science 2026-05-27 Yali Fink , Ido Ben-Yair , Lars Ruthotto , Eran Treister

In this paper, we consider a classical form of optimal algebraic multigrid (AMG) interpolation that directly minimizes the two-grid convergence rate and compare it with the so-called ideal form that minimizes a certain weak approximation…

Numerical Analysis · Mathematics 2017-03-31 James Brannick , Fei Cao , Karsten Kahl , Rob Falgout , Xiaozhe Hu

In this paper, a full (nested) multigrid scheme is proposed to solve eigenvalue problems. The idea here is to use the multilevel correction method to transform the solution of eigenvalue problem to a series of solutions of the corresponding…

Numerical Analysis · Mathematics 2015-06-23 Hehu Xie

We present a scalable block preconditioning strategy for the trace system coming from the high-order hybridized discontinuous Galerkin (HDG) discretization of incompressible resistive magnetohydrodynamics (MHD). We construct the block…

Numerical Analysis · Mathematics 2020-12-15 Sriramkrishnan Muralikrishnan , Stephen Shannon , Tan Bui-Thanh , John N. Shadid

Modeling complex multiway relationships in large-scale networks is becoming more and more challenging in data science. The multilinear PageRank problem, arising naturally in the study of higher-order Markov chains, is a powerful framework…

Numerical Analysis · Mathematics 2025-09-30 Maryam Boubekraoui , Ridwane Tahiri

Algebraic multigrid (AMG) methods derive their optimal efficiency from the interplay between a relaxation process and a corresponding coarse grid correction. In many standard formulations, relaxation and coarse-graining are analyzed and…

Numerical Analysis · Mathematics 2026-03-30 Rayan Moussa , Karsten Kahl

This paper proposes an Adaptive-Growth Randomized Neural Network (AG-RaNN) method for computing multivalued solutions of nonlinear first-order PDEs with hyperbolic characteristics, including quasilinear hyperbolic balance laws and…

Numerical Analysis · Mathematics 2026-03-03 Haoning Dang , Shi Jin , Fei Wang

Efficient numerical solvers for sparse linear systems are crucial in science and engineering. One of the fastest methods for solving large-scale sparse linear systems is algebraic multigrid (AMG). The main challenge in the construction of…

Machine Learning · Computer Science 2020-09-25 Ilay Luz , Meirav Galun , Haggai Maron , Ronen Basri , Irad Yavneh

We present some accelerated variants of fixed point iterations for computing the minimal non-negative solution of the unilateral matrix equation associated with an M/G/1-type Markov chain. These variants derive from certain staircase…

Numerical Analysis · Mathematics 2022-09-30 Luca Gemignani , Beatrice Meini