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Bayesian inverse problems highly rely on efficient and effective inference methods for uncertainty quantification (UQ). Infinite-dimensional MCMC algorithms, directly defined on function spaces, are robust under refinement of physical…
Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by $N$ random variables. The…
Many problems can be formulated as high-dimensional integrals of discontinuous functions that exhibit significant boundary growth, challenging the error analysis and applications of randomized quasi-Monte Carlo (RQMC) methods. This paper…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…
While deep learning offers tremendous promise for scientific and medical imaging, any failures and hallucinations (predictions that do not coincide with reality) are hard to pinpoint and can have serious downstream consequences. Uncertainty…
This paper studies a generalization of hyperinterpolation over the high-dimensional unit cube. Hyperinterpolation of degree \( m \) serves as a discrete approximation of the \( L_2 \)-orthogonal projection of the same degree, using Fourier…
We explore the application of the quasi-Monte Carlo (QMC) method in deep backward dynamic programming (DBDP) (Hure et al. 2020) for numerically solving high-dimensional nonlinear partial differential equations (PDEs). Our study focuses on…
Nested integration of the form $\int f\left(\int g(\bs{y},\bs{x})\di{}\bs{x}\right)\di{}\bs{y}$, characterized by an outer integral connected to an inner integral through a nonlinear function $f$, is a challenging problem in various fields,…
The deployment of deep neural networks in safety-critical systems necessitates reliable and efficient uncertainty quantification (UQ). A practical and widespread strategy for UQ is repurposing stochastic regularizers as scalable approximate…
This paper presents a strategy for efficient quantum circuit design for density estimation. The strategy is based on a quantum-inspired algorithm for density estimation and a circuit optimisation routine based on memetic algorithms. The…
In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…
The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…
This paper addresses the problem of an efficient predictive density estimation for the density $q(\|y-\theta\|^2)$ of $Y$ based on $X \sim p(\|x-\theta\|^2)$ for $y, x, \theta \in \mathbb{R}^d$. The chosen criteria are integrated $L_1$ loss…
Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…
We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…
Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…
Approximations of the Dirac delta distribution are commonly used to create sequences of smooth functions approximating nonsmooth (generalized) functions, via convolution. In this work, we show a priori rates of convergence of this…
Exciton diffusion plays a vital role in the function of many organic semiconducting opto-electronic devices, where an accurate description requires precise control of heterojunctions. This poses a challenging problem because the…
This paper presents a hybrid classical-quantum program for density estimation and supervised classification. The program is implemented as a quantum circuit in a high-dimensional quantum computer simulator. We show that the proposed quantum…