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We propose a deep probabilistic-neural-network architecture for learning a minimal and near-orthogonal set of non-linear modes from high-fidelity turbulent-flow-field data useful for flow analysis, reduced-order modeling, and flow control.…

Fluid Dynamics · Physics 2021-09-06 Hamidreza Eivazi , Soledad Le Clainche , Sergio Hoyas , Ricardo Vinuesa

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data…

Machine Learning · Statistics 2020-09-02 Guilherme G. P. Freitas Pires , Mário A. T. Figueiredo

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

Numerical Analysis · Mathematics 2025-12-19 Ethan N. Epperly

We present a machine-learning based Volume Of Fluid method to simulate multi-material flows on three-dimensional domains. One of the novelties of the method is that the flux fraction is computed by evaluating a previously trained neural…

Numerical Analysis · Mathematics 2025-07-08 Moreno Pintore , Bruno Després

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

Numerical Analysis · Mathematics 2025-08-01 Davide Palitta , Sascha Portaro

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…

Numerical Analysis · Mathematics 2026-05-12 Shabarish Chenakkod , Michał Dereziński

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous…

Machine Learning · Computer Science 2020-08-27 Laurent Dinh , Jascha Sohl-Dickstein , Hugo Larochelle , Razvan Pascanu

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

The randomized singular value decomposition (SVD) has become a popular approach to computing cheap, yet accurate, low-rank approximations to matrices due to its efficiency and strong theoretical guarantees. Recent work by Boull\'e and…

Numerical Analysis · Mathematics 2024-12-10 David Persson , Nicolas Boullé , Daniel Kressner

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…

Methodology · Statistics 2023-01-11 Angelo Mele , Lingjiong Zhu

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods…

Optimization and Control · Mathematics 2015-03-25 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

The method of flow tracing follows the power flow from net-generating sources through the network to the net-consuming sinks, which allows to assign the usage of the underlying transmission infrastructure to the system participants. This…

Physics and Society · Physics 2017-11-09 Jonas Hörsch , Mirko Schäfer , Sarah Becker , Stefan Schramm , Martin Greiner

Modeling real-world distributions can often be challenging due to sample data that are subjected to perturbations, e.g., instrumentation errors, or added random noise. Since flow models are typically nonlinear algorithms, they amplify these…

Machine Learning · Computer Science 2022-10-11 Sameera Ramasinghe , Kasun Fernando , Salman Khan , Nick Barnes

The spatio-temporal features of the velocity field of a fully-developed turbulent channel flow are investigated through the natural visibility graph (NVG) method, which is able to fully map the intrinsic structure of the time-series into…

Fluid Dynamics · Physics 2017-11-13 Giovanni Iacobello , Stefania Scarsoglio , Luca Ridolfi

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan