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In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

Quantum Physics · Physics 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Methodology · Statistics 2025-01-08 Siliang Zhang , Yunxiao Chen

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

We are to establish necessary conditions (of the primal and dual types) for the set of weak sharp minima of a nonconvex optimization problem on a Riemannian manifold. Here, we are to provide a generalization of some characterizations of…

Optimization and Control · Mathematics 2019-03-21 M. Mahdi Karkhaneei , Nezam Mahdavi-Amiri

Manifold learning seeks a low dimensional representation that faithfully captures the essence of data. Current methods can successfully learn such representations, but do not provide a meaningful set of operations that are associated with…

Machine Learning · Computer Science 2019-08-21 David Eklund , Søren Hauberg

Numerous problems in optics, quantum physics, stability analysis, and control of dynamical systems can be brought to an optimization problem with matrix variable subjected to the symplecticity constraint. As this constraint nicely forms a…

Optimization and Control · Mathematics 2022-11-18 Bin Gao , Nguyen Thanh Son , Tatjana Stykel

This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…

Optimization and Control · Mathematics 2020-12-18 Hideaki Iiduka , Hiroyuki Sakai

Meta-learning problem is usually formulated as a bi-level optimization in which the task-specific and the meta-parameters are updated in the inner and outer loops of optimization, respectively. However, performing the optimization in the…

Machine Learning · Computer Science 2024-06-04 Hadi Tabealhojeh , Soumava Kumar Roy , Peyman Adibi , Hossein Karshenas

Molecular structure elucidation is a fundamental step in understanding chemical phenomena, with applications in identifying molecules in natural products, lab syntheses, forensic samples, and the interstellar medium. We consider the task of…

Machine Learning · Computer Science 2025-03-04 Austin Cheng , Alston Lo , Kin Long Kelvin Lee , Santiago Miret , Alán Aspuru-Guzik

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…

Artificial Intelligence · Computer Science 2009-09-15 Vadim Yatsenko

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin

Euclidean representations distort data with intrinsic non-Euclidean structure. While Riemannian representation learning offers a solution by embedding data onto matching manifolds, it typically relies on an encoder to estimate densities on…

Machine Learning · Computer Science 2026-05-05 Andreas Bjerregaard , Søren Hauberg , Anders Krogh

We introduce a framework for molecular structure optimization using denoising model on a physics-informed Riemannian manifold (R-DM). Unlike conventional approaches operating in Euclidean space, our method leverages a Riemannian metric that…

Machine Learning · Computer Science 2026-01-21 Jeheon Woo , Seonghwan Kim , Jun Hyeong Kim , Woo Youn Kim

This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…

Numerical Analysis · Mathematics 2026-01-09 Jiaming Guo , Dunhui Xiao

We present Extended Riemannian Stochastic Derivative-Free Optimization (Extended RSDFO), a novel population-based stochastic optimization algorithm on Riemannian manifolds that addresses the locality and implicit assumptions of manifold…

Optimization and Control · Mathematics 2023-08-23 Robert Simon Fong , Peter Tino

Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak