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We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the Euler scheme to solve the associated stochastic differential…

Numerical Analysis · Mathematics 2024-01-29 Max Jensen , Fabian Merle , Andreas Prohl

In the near-field region of an extremely large-scale multiple-input multiple-output (XL MIMO) system, channel reconstruction is typically addressed through sparse parameter estimation based on compressed sensing (CS) algorithms after…

Signal Processing · Electrical Eng. & Systems 2025-01-22 Mengyuan Li , Yu Han , Zhizheng Lu , Shi Jin , Yongxu Zhu , Chao-Kai Wen

The estimation of probability density functions (PDF) using approximate maps is a fundamental building block in computational probability. We consider forward problems in uncertainty quantification: the inputs or the parameters of a…

Numerical Analysis · Mathematics 2022-03-28 Amir Sagiv

Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on…

Machine Learning · Statistics 2018-06-06 Hiroaki Sasaki , Aapo Hyvärinen

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

Numerical Analysis · Mathematics 2025-08-18 Guanhang Lei , Zhen Lei , Lei Shi , Chenyu Zeng

We propose the novel numerical scheme for solution of the multidimensional Fokker-Planck equation, which is based on the Chebyshev interpolation and the spectral differentiation techniques as well as low rank tensor approximations, namely,…

Numerical Analysis · Mathematics 2021-02-17 Andrei Chertkov , Ivan Oseledets

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking…

Statistics Theory · Mathematics 2020-12-01 Matthew J. Colbrook , Zdravko I. Botev , Karsten Kuritz , Shev MacNamara

For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…

Statistical Mechanics · Physics 2019-10-02 Sarah A. M. Loos , Sabine H. L. Klapp

Deep Neural Networks (DNNs) demonstrate remarkable capabilities in learning complex hierarchical data representations, but the nature of these representations remains largely unknown. Existing global explainability methods, such as Network…

Machine Learning · Computer Science 2024-01-19 Kirill Bykov , Laura Kopf , Shinichi Nakajima , Marius Kloft , Marina M. -C. Höhne

Dimensionality reduction methods such as t-SNE are designed to preserve local neighborhood structure but do not explicitly account for how probability mass is distributed, often leading to distortions of data density. We reformulate…

Machine Learning · Computer Science 2026-05-05 Maksim Kazanskii

Despite substantial advances, single-image super-resolution (SISR) is always in a dilemma to reconstruct high-quality images with limited information from one input image, especially in realistic scenarios. In this paper, we establish a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-12 Pengxu Wei , Yujing Sun , Xingbei Guo , Chang Liu , Jie Chen , Xiangyang Ji , Liang Lin

We introduce a machine learning method in which energy solutions from the Schrodinger equation are predicted using symmetry adapted atomic orbitals features and a graph neural-network architecture. \textsc{OrbNet} is shown to outperform…

Traditional ground-penetrating radar (GPR) data inversion leverages iterative algorithms which suffer from high computation costs and low accuracy when applied to complex subsurface scenarios. Existing deep learning-based methods focus on…

Signal Processing · Electrical Eng. & Systems 2022-09-21 Qiqi Dai , Yee Hui Lee , Hai-Han Sun , Genevieve Ow , Mohamed Lokman Mohd Yusof , Abdulkadir C. Yucel

We consider the problem of estimating probability density functions based on sample data, using a finite mixture of densities from some component class. To this end, we introduce the $h$-lifted Kullback--Leibler (KL) divergence as a…

Machine Learning · Statistics 2024-12-24 Mark Chiu Chong , Hien Duy Nguyen , TrungTin Nguyen

It has been proposed by many researchers that combining deep neural networks with graphical models can create more efficient and better regularized composite models. The main difficulties in implementing this in practice are associated with…

Computer Vision and Pattern Recognition · Computer Science 2020-03-16 Patrick Knöbelreiter , Christian Sormann , Alexander Shekhovtsov , Friedrich Fraundorfer , Thomas Pock

We introduce a method for calculating the probability density function (PDF) of a turbulent density field in three dimensions using only information contained in the projected two-dimensional column density field. We test the method by…

Astrophysics of Galaxies · Physics 2015-05-18 Christopher M. Brunt , Christoph Federrath , Daniel J. Price

While the problem of estimating a probability density function (pdf) from its observations is classical, the estimation under additional shape constraints is both important and challenging. We introduce an efficient, geometric approach for…

Methodology · Statistics 2018-04-05 Sutanoy Dasgupta , Debdeep Pati , Ian H. Jermyn , Anuj Srivastava

Dealing with massive data is a challenging task for machine learning. An important aspect of machine learning is function approximation. In the context of massive data, some of the commonly used tools for this purpose are sparsity,…

Machine Learning · Computer Science 2020-07-08 Hrushikesh N Mhaskar

Deep neural network (DNN) models have achieved state-of-the-art predictive accuracy in a wide range of supervised learning applications. However, accurately quantifying the uncertainty in DNN predictions remains a challenging task. For…

Machine Learning · Computer Science 2022-06-14 Daiwei Zhang , Tianci Liu , Jian Kang

This paper presents an immersed, isogeometric finite element framework to predict the response of multi-material, multi-physics problems with complex geometries using locally refined discretizations. To circumvent the need to generate…

Numerical Analysis · Mathematics 2022-12-05 Mathias Schmidt , Lise Noel , Keenan Doble , John A. Evans , Kurt Maute
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