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We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…
In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…
While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…
Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note, we show that in addition to their variance reduction…
In this paper we discuss techniques, which lead to a significant improvement of the efficiency of the Monte Carlo integration, when one-loop QCD amplitudes are calculated numerically with the help of the subtraction method and contour…
Modeling quantum many-body systems is enormously challenging due to the exponential scaling of Hilbert dimension with system size. Finding efficient compressions of the wavefunction is key to building scalable models. Here, we introduce…
Adaptive multilevel finite element methods are developed and analyzed for certain elliptic systems arising in geometric analysis and general relativity. This class of nonlinear elliptic systems of tensor equations on manifolds is first…
Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…
We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This problem is exceptionally challenging as not only is…
The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…
Model Predictive Control (MPC) is increasing in popularity in industry as more efficient algorithms for solving the related optimization problem are developed. The main computational bottle-neck in on-line MPC is often the computation of…
Efficient sampling of two-dimensional statistical physics systems remains a central challenge in computational statistical physics. Traditional Markov chain Monte Carlo (MCMC) methods, including cluster algorithms, provide only partial…
Matrix differential Riccati equation (DRE) typically exhibits transient and steady-state phases, posing challenges for fixed-step time integration methods, which may lack accuracy during transients or oversample in steady regimes. In this…
Edge sensing with micro-power pulse-Doppler radars is an emergent domain in monitoring and surveillance with several smart city applications. Existing solutions for the clutter versus multi-source radar classification task are limited in…
In-Memory Computing (IMC) introduces a new paradigm of computation that offers high efficiency in terms of latency and power consumption for AI accelerators. However, the non-idealities and defects of emerging technologies used in advanced…
Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…
Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…