Related papers: A Sparse Stochastic Collocation Technique for High…
In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…
We study the propagation and scattering of electromagnetic waves by random arrays of dipolar cylinders in a uniform medium. A set of self-consistent equations, incorporating all orders of multiple scattering of the electromagnetic waves, is…
Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…
For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…
This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…
We address the issue of finding an optimal detection method for a discontinuous or intermittent gravitational wave stochastic background. Such a signal might sound something like popcorn popping. We derive an appropriate version of the…
In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…
Oscillons are localised long-lived pulsating states in the three-dimensional $\phi^4$ theory. We gain insight into the spatio-temporal structure and bifurcation of the oscillons by studying time-periodic solutions in a ball of a finite…
An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq…
Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…
The Stochastic Backscatter Model involves the generation of a set of random variables characterised by prescribed correlations in space and time. These variables are obtained by smoothing an initially uncorrelated random field, which…
We present the Eulerian Gaussian beam method in anisotropic media. We derive kinematic and dynamic ray tracing equations based on the level set theory and Eulerian theory using the anisotropic eikonal equation. Compared with the traditional…
A general method for calculating statistical properties of speckle patterns of coherent waves propagating in disordered media is developed. It allows one to calculate speckle pattern correlations in space, as well as their sensitivity to…
Bayesian methods are becoming more widely used in asteroseismic analysis. In particular, they are being used to determine oscillation frequencies, which are also commonly found by Fourier analysis. It is important to establish whether the…
We introduce an approximation scheme to perform an analytic study of the oscillation phenomena in a pedagogical and comprehensive way. By using Gaussian wave packets, we show that the oscillation is bounded by a time-dependent vanishing…
Since the early works[1-4] on the so-called nondiffracting waves (called also Localized Waves), a great deal of results has been published on this important subject, from both the theoretical and the experimental point of view. Initially,…
This paper extends the application of the stochastic variational method to noncentral interactions. Several examples are presented for three- and four-nucleon systems with realistic nuclear forces. The correlated Gaussians easily cope with…