Related papers: Splitting-Particle Methods for Structured Populati…
Neural networks dominate the modern machine learning landscape, but their training and success still suffer from sensitivity to empirical choices of hyperparameters such as model architecture, loss function, and optimisation algorithm. In…
We propose an Euler particle transport (EPT) approach for generative learning. The proposed approach is motivated by the problem of finding an optimal transport map from a reference distribution to a target distribution characterized by the…
In this paper, we present a splitting algorithm to solve multicomponent transport models. These models are related to plasma simulations, in which we consider the local thermodynamic equilibrium and weakly ionised plasma-mixture models that…
We study an implementation of the theoretical splitting scheme introduced in [Chassagneux and Yang, 2022] for singular FBSDEs [Carmona and Delarue 2013] and their associated quasi-linear degenerate PDEs. The fully implementable algorithm is…
In this paper, we investigate a large-scale stochastic system with bilinear drift and linear diffusion term. Such high dimensional systems appear for example when discretizing a stochastic partial differential equations in space. We study a…
In this study, we consider a numerical implementation of the nonlinear Rosenbluth-Trubnikov collision operator for particle simulations in plasma physics in the framework of the finite element method (FEM). The relevant particle evolution…
In this paper, we propose a time-fractional molecular beam epitaxy (MBE) model with slope selection and its efficient, accurate, full discrete, linear numerical approximation. The numerical scheme utilizes the fast algorithm for the Caputo…
Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…
We propose a new regularized optimal transport (OT) formulation, termed sliced-regularized optimal transport (SROT). Unlike entropic OT (EOT), which regularizes the transport plan toward an independent coupling, SROT regularizes it toward a…
Spectral clustering is a novel clustering method which can detect complex shapes of data clusters. However, it requires the eigen decomposition of the graph Laplacian matrix, which is proportion to $O(n^3)$ and thus is not suitable for…
This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…
Recently, the statistical properties of empirical Entropic Optimal Transport (EOT) have attracted great interest, as this quantity has been shown to be useful for complex data analysis, among other reasons due to its computational…
We construct a deterministic, Lagrangian many-particle approximation to a class of nonlocal transport PDEs with nonlinear mobility arising in many contexts in biology and social sciences. The approximating particle system is a nonlocal…
Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…
Spectral clustering approaches have led to well-accepted algorithms for finding accurate clusters in a given dataset. However, their application to large-scale datasets has been hindered by computational complexity of eigenvalue…
The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…
This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…
In this work, a set reconciliation setting is considered in which two parties have similar sets that they would like to reconcile. In particular, we focus on a divide-and-conquer strategy known as partitioned set reconciliation (PSR), in…
We propose a variable splitting binary tree (VSBT) model based on Bayesian context tree (BCT) models for time series segmentation. Unlike previous applications of BCT models, the tree structure in our model represents interval partitioning…