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Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…

Numerical Analysis · Mathematics 2023-08-16 Alec Dektor , Daniele Venturi

Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…

Fluid Dynamics · Physics 2010-03-24 J. Bakosi , P. Franzese , Z. Boybeyi

We consider the problem of estimating the uncertainty in statistical inverse problems using Bayesian inference. When the probability density of the noise and the prior are Gaussian, the solution of such a statistical inverse problem is also…

Numerical Analysis · Mathematics 2018-07-20 Peter Benner , Yue Qiu , Martin Stoll

The reconstruction of the structure of biological tissue using electromyographic data is a non-invasive imaging method with diverse medical applications. Mathematically, this process is an inverse problem. Furthermore, electromyographic…

Numerical Analysis · Mathematics 2021-05-26 Anna Rörich , Tim A. Werthmann , Dominik Göddeke , Lars Grasedyck

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

Machine Learning · Computer Science 2013-09-27 Oluwasanmi Koyejo , Joydeep Ghosh

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…

Numerical Analysis · Mathematics 2019-09-11 Anthony Nouy

This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable…

Machine Learning · Computer Science 2020-05-05 Sandor Szedmak , Anna Cichonska , Heli Julkunen , Tapio Pahikkala , Juho Rousu

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…

Computation · Statistics 2023-02-28 Laurence Davies , Robert Salomone , Matthew Sutton , Christopher Drovandi

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

Statistics Theory · Mathematics 2024-03-05 Laya Ghodrati , Victor M. Panaretos

This paper presents a light-weight, high-quality texture synthesis algorithm that easily generalizes to other applications such as style transfer and texture mixing. We represent texture features through the deep neural activation vectors…

Graphics · Computer Science 2020-10-29 Eric Risser

We develop a methodology for the construction of a Hessian representation of Monte Carlo sets of parton distributions, based on the use of a subset of the Monte Carlo PDF replicas as an unbiased linear basis, and of a genetic algorithm for…

High Energy Physics - Phenomenology · Physics 2015-09-02 Stefano Carrazza , Stefano Forte , Zahari Kassabov , Jose Ignacio Latorre , Juan Rojo

This work proposes the extended functional tensor train (EFTT) format for compressing and working with multivariate functions on tensor product domains. Our compression algorithm combines tensorized Chebyshev interpolation with a low-rank…

Numerical Analysis · Mathematics 2024-05-30 Christoph Strössner , Bonan Sun , Daniel Kressner

We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor…

Numerical Analysis · Mathematics 2022-03-23 Wei Guo , Jing-Mei Qiu

Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this work, we propose a solution to this problem by using a family of Rotation-based Iterative…

Machine Learning · Statistics 2016-02-02 Valero Laparra , Gustavo Camps-Valls , Jesús Malo

Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport…

Machine Learning · Statistics 2024-02-27 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Bayesian inference for doubly intractable distributions is challenging because they include intractable terms, which are functions of parameters of interest. Although several alternatives have been developed for such models, they are…

Machine Learning · Statistics 2025-08-08 Heesang Lee , Songhee Kim , Bokgyeong Kang , Jaewoo Park

This paper is concerned with the approximation of high-dimensional functions in a statistical learning setting, by empirical risk minimization over model classes of functions in tree-based tensor format. These are particular classes of…

Machine Learning · Statistics 2019-01-15 Erwan Grelier , Anthony Nouy , Mathilde Chevreuil

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

We present an efficient algorithm for recent generalizations of optimal mass transport theory to matrix-valued and vector-valued densities. These generalizations lead to several applications including diffusion tensor imaging, color images…

Numerical Analysis · Computer Science 2017-06-28 Yongxin Chen , Eldad Haber , Kaoru Yamamoto , Tryphon T. Georgiou , Allen Tannenbaum