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Recently, it has been shown that approximations to marginal posterior distributions obtained using a low discrepancy sequence (LDS) can outperform standard grid-based methods with respect to both accuracy and computational efficiency. This…

Computation · Statistics 2019-12-05 Paul T. Brown , Chaitanya Joshi , Stephen Joe , Haavard Rue

High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

The problems of computational data processing involving regression, interpolation, reconstruction and imputation for multidimensional big datasets are becoming more important these days, because of the availability of data and their widely…

Methodology · Statistics 2017-03-22 Yuri K. Shestopaloff , Alexander Y. Shestopaloff

An essential ingredient of a spectral method is the choice of suitable bases for test and trial spaces. On complex domains, these bases are harder to devise, necessitating the use of domain partitioning techniques such as the spectral…

Numerical Analysis · Mathematics 2021-11-17 Saad Qadeer , Ehssan Nazockdast , Boyce E. Griffith

The last two decades have seen major developments in interpolatory methods for model reduction of large-scale linear dynamical systems. Advances of note include the ability to produce (locally) optimal reduced models at modest cost; refined…

Numerical Analysis · Mathematics 2014-09-18 Christopher Beattie , Serkan Gugercin

In this paper, we propose an equation-based parametric Reduced Order Model (ROM), whose accuracy is improved with data-driven terms added into the reduced equations. These additions have the aim of reintroducing contributions that in…

Numerical Analysis · Mathematics 2025-05-26 Anna Ivagnes , Giovanni Stabile , Gianluigi Rozza

Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…

Optimization and Control · Mathematics 2025-04-18 V. Cerone , S. M. Fosson , A. Re , D. Regruto

Interferometric Synthetic Aperture Radar (InSAR) Imaging methods are usually based on algorithms of match-filtering type, without considering the scene's characteristic, which causes limited imaging quality. Besides, post-processing steps…

Signal Processing · Electrical Eng. & Systems 2022-10-07 Xu Zhan , Xiaoling Zhang , Shunjun Wei , Jun Shi

High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically…

Numerical Analysis · Mathematics 2023-11-22 Weiqi Wang , Simone Brugiapaglia

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

Accurate simulations are essential for engineering applications, and intricate continuum mechanical material models are constructed to achieve this goal. However, the increasing complexity of the material models and geometrical properties…

Computational Engineering, Finance, and Science · Computer Science 2023-11-30 Steffen Kastian , Jannick Kehls , Tim Brepols , Stefanie Reese

In earthwork and construction, excavators often encounter large rocks mixed with various soil conditions, requiring skilled operators. This paper presents a framework for achieving autonomous excavation using reinforcement learning (RL)…

Robotics · Computer Science 2026-01-29 Yuki Kadokawa , Hirotaka Tahara , Takamitsu Matsubara

In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…

Numerical Analysis · Mathematics 2011-10-04 John D. Jakeman , Stephen G. Roberts

Homography estimation is erroneous in the case of large-baseline due to the low image overlay and limited receptive field. To address it, we propose a progressive estimation strategy by converting large-baseline homography into multiple…

Computer Vision and Pattern Recognition · Computer Science 2022-12-07 Hai Jiang , Haipeng Li , Yuhang Lu , Songchen Han , Shuaicheng Liu

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

We present a fully non-intrusive parametric reduced-order modeling (PROM) framework for geometrically nonlinear structures subject to geometric variations. The method builds upon equation-driven Galerkin ROMs constructed from vibration…

Numerical Analysis · Mathematics 2025-12-09 Alexander Saccani , Paolo Tiso

This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…

Computational Finance · Quantitative Finance 2021-06-15 Andreas Binder , Onkar Jadhav , Volker Mehrmann

In this paper, we discuss a novel model reduction framework for generalized linear systems. The transfer functions of these systems are assumed to have a special structure, e.g., coming from second-order linear systems and time-delay…

Numerical Analysis · Mathematics 2019-10-31 Peter Benner , Pawan Goyal , Igor Pontes Duff

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden
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