Related papers: High-order Moment Closure Models with Random Batch…

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response…

This paper proposes an analytical framework for modelling resource contention in multi-robot systems, where the travel times and task durations are uncertain. It uses several approximation methods to quickly and accurately calculate the…

In this paper we propose the first better than second order accurate method in space and time for the numerical solution of the resistive relativistic magnetohydrodynamics (RRMHD) equations on unstructured meshes in multiple space…

The purpose of this work is to present a reduced order modeling framework for parametrized turbulent flows with moderately high Reynolds numbers within the variational multiscale (VMS) method. The Reduced Order Models (ROMs) presented in…

We consider low-order controller design for large-scale linear time-invariant dynamical systems with inputs and outputs. Model order reduction is a popular technique, but controllers designed for reduced-order models may result in unstable…

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

This work proposes a technique for constructing a statistical closure model for reduced-order models (ROMs) applied to stationary systems modeled as parameterized systems of algebraic equations. The proposed technique extends the…

Reduced-order models (ROMs) have become an essential tool for reducing the computational cost of fluid flow simulations. While standard ROMs can efficiently approximate laminar flows, their accuracy often suffers in convection-dominated…

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

This paper investigates the computational and statistical limits in clustering matrix-valued observations. We propose a low-rank mixture model (LrMM), adapted from the classical Gaussian mixture model (GMM) to treat matrix-valued…

We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…

We propose a novel stochastic optimization algorithm called STOchastic Recursive Momentum for Compositional (STORM-Compositional) optimization that minimizes the composition of expectations of two stochastic functions, the latter being an…

Stochastic Hybrid Systems (SHS) constitute an important class of mathematical models that integrate discrete stochastic events with continuous dynamics. The time evolution of statistical moments is generally not closed for SHS, in the sense…

This paper is a continuation of our earlier work \cite{NRxx} in which a numerical moment method with arbitrary order of moments was presented. However, the computation may break down during the calculation of the structure of a shock wave…

A Bayesian method of moments/instrumental variable (BMOM/IV) approach is developed and applied in the analysis of the important mean and multiple regression models. Given a single set of data, it is shown how to obtain posterior and…

The use of momentum in stochastic optimization algorithms has shown empirical success across a range of machine learning tasks. Recently, a new class of stochastic momentum algorithms has emerged within the Linear Minimization Oracle (LMO)…

The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…

For many inference problems in statistics and econometrics, the unknown parameter is identified by a set of moment conditions. A generic method of solving moment conditions is the Generalized Method of Moments (GMM). However, classical GMM…

Restricted Boltzmann Machines (RBMs) are generative models which can learn useful representations from samples of a dataset in an unsupervised fashion. They have been widely employed as an unsupervised pre-training method in machine…