Related papers: Low-rank tensor reconstruction of concentrated den…
The numerical approximation of partial differential equations (PDEs) poses formidable challenges in high dimensions since classical grid-based methods suffer from the so-called curse of dimensionality. Recent attempts rely on a combination…
To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…
Learning generative probabilistic models is a core problem in machine learning, which presents significant challenges due to the curse of dimensionality. This paper proposes a joint dimensionality reduction and non-parametric density…
The health condition of components in civil infrastructures can be described by various discrete states according to their performance degradation. Inferring these states from measurable responses is typically an ill-posed inverse problem.…
We consider the problem of the estimation of a high-dimensional probability distribution from i.i.d. samples of the distribution using model classes of functions in tree-based tensor formats, a particular case of tensor networks associated…
Many common types of data can be represented as functions that map coordinates to signal values, such as pixel locations to RGB values in the case of an image. Based on this view, data can be compressed by overfitting a compact neural…
We introduce a novel random projection technique for efficiently reducing the dimension of very high-dimensional tensors. Building upon classical results on Gaussian random projections and Johnson-Lindenstrauss transforms~(JLT), we propose…
A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…
Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples…
The joint probability density function (PDF) of turbulent velocity and concentration of a passive scalar in an urban street canyon is computed using a newly developed particle-in-cell Monte Carlo method. Compared to moment closures, the PDF…
Representing the parton distribution functions (PDFs) of the proton and other hadrons through flexible, high-fidelity parametrizations has been a long-standing goal of particle physics phenomenology. This is particularly true since the…
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…
We introduce the Hessian reweighting of parton distribution functions (PDFs). Similarly to the better-known Bayesian methods, its purpose is to address the compatibility of new data and the quantitative modifications they induce within an…
The modern convolutional neural networks although achieve great results in solving complex computer vision tasks still cannot be effectively used in mobile and embedded devices due to the strict requirements for computational complexity,…
The probability density function (PDF) plays a central role in statistical and machine learning modeling. Real-world data often deviates from Gaussian assumptions, exhibiting skewness and exponential decay. To evaluate how well different…
The possibility of using the Eulerian discretization for the problem of modelling high-dimensional distributions and sampling, is studied. The problem is posed as a minimization problem over the space of probability measures with respect to…
This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…
Accurate reconstruction of probability density functions (PDFs) from data is essential in engineering applications. Classical global moment-based polynomial approximations often suffer from oscillations, instability in the tails, and…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…