Related papers: Uncertainty Quantification by Alternative Decompos…

Unlike covalent two-dimensional (2D) materials like graphene, 2D metals have non-layered structures due to their non-directional, metallic bonding. While experiments on 2D metals are still scarce and challenging, density-functional theory…

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

The analysis of non-stationary time-series data requires insight into its local and global patterns with physical interpretability. However, traditional smoothing algorithms, such as B-splines, Savitzky-Golay filtering, and Empirical Mode…

Tensor decompositions are powerful tools for dimensionality reduction and feature interpretation of multidimensional data such as signals. Existing tensor decomposition objectives (e.g., Frobenius norm) are designed for fitting raw data…

Functional decomposition of logic circuits has profound influence on all quality aspects of the cost-effective implementation of modern digital systems. In this paper, a relational approach to the decomposition of logic circuits is…

Functional dependencies (FDs) are fundamental integrity constraints in relational databases, but discovering them under incremental updates remains challenging. While static algorithms are inefficient due to full re-execution, incremental…

We introduce a new multilevel domain decomposition method (MDD) for electronic structure calculations within semi-empirical and Density Functional Theory (DFT) frameworks. This method iterates between local fine solvers and global coarse…

Anomaly detection aims to identify observations that deviate from the typical pattern of data. Anomalous observations may correspond to financial fraud, health risks, or incorrectly measured data in practice. We show detecting anomalies in…

We propose a computationally efficient method to construct nonparametric, heteroscedastic prediction bands for uncertainty quantification, with or without any user-specified predictive model. Our approach provides an alternative to the…

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Parametric mathematical models such as parameterizations of partial differential equations with random coefficients have received a lot of attention within the field of uncertainty quantification. The model uncertainties are often…

Multidimensional fitting (MDF) method is a multivariate data analysis method recently developed and based on the fitting of distances. Two matrices are available: one contains the coordinates of the points and the second contains the…

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…

This paper outlines a unified framework for high dimensional variable selection for classification problems. Traditional approaches to finding interesting variables mostly utilize only partial information through moments (like mean…

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

In this paper we focus on efficient implementations of the Multivariate Decomposition Method (MDM) for approximating integrals of $\infty$-variate functions. Such $\infty$-variate integrals occur for example as expectations in uncertainty…

The angular halfspace depth (ahD) is a natural modification of the celebrated halfspace (or Tukey) depth to the setup of directional data. It allows us to define elements of nonparametric inference, such as the median, the inter-quantile…

We introduce a generalization of Higuchi's estimator of the fractal dimension as a new way to characterize the multifractal spectrum of univariate time series. The resulting multifractal Higuchi dimension analysis (MF-HDA) method considers…