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We propose a two-stage estimation method of variance components in time series models known as FDSLRMs, whose observations can be described by a linear mixed model (LMM). We based estimating variances, fundamental quantities in a time…
We propose Annealed Langevin Monte Carlo for Flow ODE Sampling (ALMC-ODE), a method for generating samples from unnormalized target distributions, with a particular emphasis on multimodal densities that are challenging for standard Markov…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…
Anomaly detection in dynamic graphs is essential for identifying malicious activities, fraud, and unexpected behaviors in real-world systems such as cybersecurity and power grids. However, existing approaches struggle with scalability,…
Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…
We discuss the design of state-of-the-art numerical methods for molecular dynamics, focusing on the demands of soft matter simulation, where the purposes include sampling and dynamics calculations both in and out of equilibrium. We discuss…
Coarse-graining of fully atomistic molecular dynamics simulations is a long-standing goal in order to allow the description of processes occurring on biologically relevant timescales. For example, the prediction of pathways, rates and…
Diffusion Language Models (DLMs) promise parallel generation and bidirectional context, yet they underperform autoregressive (AR) models in both likelihood modeling and generated text quality. We identify that this performance gap arises…
We propose a quantum algorithm for the linear advection-diffusion equation (ADE) Lattice-Boltzmann method (LBM) that leverages dynamic circuits. Dynamic quantum circuits allow for an optimized collision-operator quantum algorithm,…
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observations over a fixed time interval. In particular, using the…
To extend the discrete velocity method (DVM) and unified methods to more realistic boundary conditions, a Cercignani-Lampis (CL) boundary with different momentum and thermal energy accommodations is proposed and integrated into the DVM…
The Artificial Compressibility Method (ACM) for the incompressible Navier-Stokes equations is (link-wise) reformulated (referred to as LW-ACM) by a finite set of discrete directions (links) on a regular Cartesian mesh, in analogy with the…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…
The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a complex environment. However, analysis and prediction of…
Large language model (LLM) inference often suffers from high decoding latency and limited scalability across heterogeneous edge-cloud environments. Existing speculative decoding (SD) techniques accelerate token generation but remain…
We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…
We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…
Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…