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Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…
Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…
Recently, diffusion models have achieved great success in generative tasks. Sampling from diffusion models is equivalent to solving the reverse diffusion stochastic differential equations (SDEs) or the corresponding probability flow…
Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…
Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…
In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…
Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…
Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…
Diffusion-based motion planners are becoming popular due to their well-established performance improvements, stemming from sample diversity and the ease of incorporating new constraints directly during inference. However, a primary…
Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…
Accurate underwater navigation is a challenging task due to the absence of global navigation satellite system signals and the reliance on inertial navigation systems that suffer from drift over time. Doppler velocity logs (DVLs) are…
The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…
In this paper, we apply the practical GADI-HS iteration as a smoother in algebraic multigrid (AMG) method for solving second-order non-selfadjoint elliptic problem. Additionally, we prove the convergence of the derived algorithm and…
In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…
In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…
Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…
Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…
Models of gravitational waveforms play a critical role in detecting and characterizing the gravitational waves (GWs) from compact binary coalescences. Waveforms from numerical relativity (NR), while highly accurate, are too computationally…
Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…
Solving inverse problems with the reverse process of a diffusion model represents an appealing avenue to produce highly realistic, yet diverse solutions from incomplete and possibly noisy measurements, ultimately enabling uncertainty…