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We introduce a class of generic spike-and-slab priors for high-dimensional linear regression with grouped variables and present a Coordinate-ascent Variational Inference (CAVI) algorithm for obtaining an optimal variational Bayes…

Methodology · Statistics 2023-10-02 Buyu Lin , Changhao Ge , Jun S. Liu

In this study, we present the phase-space analysis of Quintessence models specified by the choice of two potentials, namely the Recliner potential and what we call the broken exponential-law potential, which is a new proposal. Using a…

General Relativity and Quantum Cosmology · Physics 2022-04-14 Francesco Pace , Noemi Frusciante

We consider the stochastic optimization problem where a convex function is minimized observing recursively the gradients. We introduce SAEW, a new procedure that accelerates exponential weights procedures with the slow rate $1/\sqrt{T}$ to…

Statistics Theory · Mathematics 2016-10-18 Pierre Gaillard , Olivier Wintenberger

In this paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

Numerical Analysis · Mathematics 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

We present a systematical approach to developing arbitrarily high order, unconditionally energy stable numerical schemes for thermodynamically consistent gradient flow models that satisfy energy dissipation laws. Utilizing the energy…

Numerical Analysis · Mathematics 2020-02-19 Yuezheng Gong , Jia Zhao , Qi Wang

We propose a novel estimation approach for the covariance matrix based on the $l_1$-regularized approximate factor model. Our sparse approximate factor (SAF) covariance estimator allows for the existence of weak factors and hence relaxes…

Econometrics · Economics 2019-06-14 Maurizio Daniele , Winfried Pohlmeier , Aygul Zagidullina

The following document presents a possible solution and a brief stability analysis for a nonlinear system, which is obtained by studying the possibility of building a hybrid solar receiver; It is necessary to mention that the solution of…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz , P. M. Rodrigo , E. De-la-Vega , C. C. Calabrese

This paper presents a practical approach for detecting non-stationarity in time series prediction. This method is called SAFE and works by monitoring the evolution of the spectral contents of time series through a distance function. This…

Machine Learning · Computer Science 2018-05-18 Arief Koesdwiady , Fakhri Karray

Many enhanced sampling techniques rely on the identification of a number of collective variables that describe all the slow modes of the system. By constructing a bias potential in this reduced space one is then able to sample efficiently…

Computational Physics · Physics 2019-03-05 Michele Invernizzi , Michele Parrinello

Modern minimax problems, such as generative adversarial network and adversarial training, are often under a nonconvex-nonconcave setting, and developing an efficient method for such setting is of interest. Recently, two variants of the…

Optimization and Control · Mathematics 2021-11-22 Sucheol Lee , Donghwan Kim

The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important properties, the EVaR is strongly monotone over its domain and…

Portfolio Management · Quantitative Finance 2020-04-17 Amir Ahmadi-Javid , Malihe Fallah-Tafti

We consider the numerical approximations for a phase field model consisting of incompressible Navier--Stokes equations with a generalized Navier boundary condition, and the Cahn-Hilliard equation with a dynamic moving contact line boundary…

Numerical Analysis · Mathematics 2019-04-03 Xiaofeng Yang , Haijun Yu

We extend the weighted ensemble (WE) path sampling method to perform rigorous statistical sampling for systems at steady state. The straightforward steady-state implementation of WE is directly practical for simple landscapes, but not when…

Biological Physics · Physics 2015-05-14 Divesh Bhatt , Bin W. Zhang , Daniel M. Zuckerman

The Cahn-Hilliard equation is one of the most common models to describe phase separation processes in mixtures of two materials. For a better description of short-range interactions between the material and the boundary, various dynamic…

Numerical Analysis · Mathematics 2023-01-23 Stefan Metzger

The field theoretic renormalization group and operator product expansion are applied to the problem of a passive scalar advected by the Gaussian nonsolenoidal velocity field with finite correlation time, in the presence of large-scale…

chao-dyn · Physics 2009-10-31 N. V. Antonov

The energy dissipation law and the maximum bound principle (MBP) are two important physical features of the well-known Allen-Cahn equation. While some commonly-used first-order time stepping schemes have turned out to preserve…

Numerical Analysis · Mathematics 2022-03-10 Lili Ju , Xiao Li , Zhonghua Qiao

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

Machine Learning · Statistics 2022-03-22 Belhal Karimi , Ping Li

We provide a new efficient adaptive algorithm for performing phase estimation that does not require that the user infer the bits of the eigenphase in reverse order; rather it directly infers the phase and estimates the uncertainty in the…

Quantum Physics · Physics 2016-07-06 Nathan Wiebe , Christopher E Granade

In this paper, we consider the numerical solution of a binary fluid-surfactant phase field model, in which the free energy contains a nonlinear coupling entropy, a Ginzburg-Landau double well potential, and a logarithmic Flory-Huggins…

Numerical Analysis · Mathematics 2017-04-05 Xiaofeng Yang , Lili Ju

We compute the effective potential $V_{\rm eff}(\phi)$ for one-component real scalar field $\phi$ in three Euclidean dimensions (3D) in the case of spontaneously broken symmetry, from the Monte Carlo simulation of the 3D Ising model in…

High Energy Physics - Lattice · Physics 2009-10-28 M. M. Tsypin
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