Related papers: Low-rank statistical finite elements for scalable …
Ranking, and inferences based on ranking of a set of entities, are important problems in numerous contexts. This is especially true in small area statistics where there may be only a limited amount of directly observed data from each entity…
The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…
This work presents a reduced order modelling technique built on a high fidelity embedded mesh finite element method. Such methods, and in particular the CutFEM method, are attractive in the generation of projection-based reduced order…
Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…
Value functions are central to Dynamic Programming and Reinforcement Learning but their exact estimation suffers from the curse of dimensionality, challenging the development of practical value-function (VF) estimation algorithms. Several…
We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…
Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…
We study modeling and identification of processes with a spectral density matrix of low rank. Equivalently, we consider processes having an innovation of reduced dimension for which Prediction Error Methods (PEM) algorithms are not directly…
Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…
We investigate theoretically and numerically the use of the Least-Squares Finite-element method (LSFEM) to approach data-assimilation problems for the steady-state, incompressible Navier-Stokes equations. Our LSFEM discretization is based…
We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…
In this paper we use a splitting technique to develop new multiscale basis functions for the multiscale finite element method (MsFEM). The multiscale basis functions are iteratively generated using a Green's kernel. The Green's kernel is…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…
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…
For adaptive mixed finite element methods (AMFEM), we first introduce the data oscillation to analyze, without the restriction that the inverse of the coefficient matrix of the partial differential equations (PDEs) is a piecewise polynomial…