Related papers: Adaptive hp-Polynomial Based Sparse Grid Collocati…
We propose an adaptive sparse grid stochastic collocation approach based upon Leja interpolation sequences for approximation of parameterized functions with high-dimensional parameters. Leja sequences are arbitrarily granular (any number of…
We study a hybrid conditional gradient - smoothing algorithm (HCGS) for solving composite convex optimization problems which contain several terms over a bounded set. Examples of these include regularization problems with several norms as…
Physics-Informed Neural Networks (PINNs) enforce governing equations by penalizing PDE residuals at interior collocation points, but standard collocation strategies - uniform sampling and residual-based adaptive refinement - can oversample…
In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such…
By combining a certain approximation property in the spatial domain, and weighted $\ell_2$-summability of the Hermite polynomial expansion coefficients in the parametric domain obtained in [M. Bachmayr, A. Cohen, R. DeVore and G.…
In astrophysical and cosmological analyses, the increasing quality and volume of astronomical data demand efficient and precise computational tools. This work introduces a novel adaptive algorithm for automatic knots (AutoKnots) allocation…
Sparse grids are popular tools for high-dimensional function approximation. In this work, we study the use of sparse grids for interpolation using separable Mat\'ern kernels…
We propose a new method of adaptive piecewise approximation based on Sinc points for ordinary differential equations. The adaptive method is a piecewise collocation method which utilizes Poly-Sinc interpolation to reach a preset level of…
The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…
In this work we study convergence properties of sparse polynomial approximations for a class of affine parametric saddle point problems. Such problems can be found in many computational science and engineering fields, including the Stokes…
Deep neural networks face several challenges in hyperspectral image classification, including high-dimensional data, sparse distribution of ground objects, and spectral redundancy, which often lead to classification overfitting and limited…
We highlight some recent new delevelopments concerning the sparse representation of possibly high-dimensional functions exhibiting strong anisotropic features and low regularity in isotropic Sobolev or Besov scales. Specifically, we focus…
Matrix scaling problems with sparse cost matrices arise frequently in various domains, such as optimal transport, image processing, and machine learning. The Sinkhorn-Knopp algorithm is a popular iterative method for solving these problems,…
This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…
Despite their attractiveness, popular perception is that techniques for nonparametric function approximation do not scale to streaming data due to an intractable growth in the amount of storage they require. To solve this problem in a…
We introduce a low-rank framework for adaptive isogeometric analysis with truncated hierarchical B-splines (THB-splines) that targets the main bottleneck of local refinement: memory- and time-intensive matrix assembly once the global…
In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…
This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the $d$-dimensional integral of a given function. The new algorithm, called the MDI-SG ({\em multilevel…
This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…
Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…