Related papers: From Monte Carlo to neural networks approximations…

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Learning approximations to smooth target functions of many variables from finite sets of pointwise samples is an important task in scientific computing and its many applications in computational science and engineering. Despite well over…

In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…

Learning to predict solutions to real-valued combinatorial graph problems promises efficient approximations. As demonstrated based on the NP-hard edge clique cover number, recurrent neural networks (RNNs) are particularly suited for this…

Deep learning using multi-layer neural networks (NNs) architecture manifests superb power in modern machine learning systems. The trained Deep Neural Networks (DNNs) are typically large. The question we would like to address is whether it…

Neural networks have shown state-of-the-art performances in various classification and regression tasks. Rectified linear units (ReLU) are often used as activation functions for the hidden layers in a neural network model. In this article,…

We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo…

We present here a regress later based Monte Carlo approach that uses neural networks for pricing high-dimensional contingent claims. The choice of specific architecture of the neural networks used in the proposed algorithm provides for…

Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits…

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

Graph neural networks are useful for learning problems, as well as for combinatorial and graph problems such as the Subgraph Isomorphism Problem and the Traveling Salesman Problem. We describe an approach for computing Steiner Trees by…

This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on…

We investigate mathematically a nonlinear approximation type approach recently introduced in [A. Ammar et al., J. Non-Newtonian Fluid Mech., 2006] to solve high dimensional partial differential equations. We show the link between the…

Replacing non-polynomial functions (e.g., non-linear activation functions such as ReLU) in a neural network with their polynomial approximations is a standard practice in privacy-preserving machine learning. The resulting neural network,…

The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo methods have been developed to solve its linearized version (see…

Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…

We study the densest subgraph problem and its NP-hard densest at-most-$k$ subgraph variant through the lens of learning-augmented algorithms. We show that, given a reasonably accurate predictor that estimates whether a node belongs to the…

Deep neural networks (DNNs) have been widely applied to solve real-world regression problems. However, selecting optimal network structures remains a significant challenge. This study addresses this issue by linking neuron selection in DNNs…

We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo…

Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…