Related papers: Fluctuations in the heterogeneous multiscale metho…

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact…

Solving large-scale nonlinear minimization problems is computationally demanding. Nonlinear multilevel minimization (NMM) methods explore the structure of the underlying minimization problem to solve such problems in a computationally…

Hidden Markov models (HMMs) have been used increasingly to understand how movement patterns of animals arise from behavioural states. An animal is assumed to transition between behavioural states through time, as described by transition…

We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Fluctuating hydrodynamics provides a model for fluids at mesoscopic scales where thermal fluctuations can have a significant impact on the behavior of the system. Here we investigate a model for fluctuating hydrodynamics of a single…

Training Long-Context Large Language Models (LLMs) is challenging, as hybrid training with long-context and short-context data often leads to workload imbalances. Existing works mainly use data packing to alleviate this issue, but fail to…

The problem of Hybrid Linear Modeling (HLM) is to model and segment data using a mixture of affine subspaces. Different strategies have been proposed to solve this problem, however, rigorous analysis justifying their performance is missing.…

With the rapid evolution of Large Language Models (LLMs) and their large-scale experimentation in cloud-computing spaces, the challenge of guaranteeing their security and efficiency in a failure scenario has become a main issue. To ensure…

Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous probability distributions. In many cases, the underlying Hamiltonian dynamics exhibit a phenomenon of resonance which decreases the efficiency of the algorithm and makes…

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the…

In recent times, the emergence of Large Language Models (LLMs) has resulted in increasingly larger model size, posing challenges for inference on low-resource devices. Prior approaches have explored offloading to facilitate low-memory…

Vortex element methods are often used to efficiently simulate incompressible flows using Lagrangian techniques. Use of the FMM (Fast Multipole Method) allows considerable speed up of both velocity evaluation and vorticity evolution terms in…

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…

When training large language models (LLMs), it is common practice to track downstream task performance throughout the training process and select the checkpoint with the highest validation score. However, downstream metrics often exhibit…

We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…

Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…

Soft materials (e.g., enveloped viruses, liposomes, membranes and supercooled liquids) simultaneously deform or display collective behaviors, while undergoing atomic scale vibrations and collisions. While the multiple space-time character…