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It is well known that the number of particles should be scaled up to enable industrial scale simulation. The calculations are more computationally intensive when the motion of the surrounding fluid is considered. Besides the advances in…
This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…
The particle-particle random phase approximation (pp-RPA) has been shown to be capable of describing double, Rydberg, and charge transfer excitations, for which the conventional time-dependent density functional theory (TDDFT) might not be…
Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…
Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In order to foster…
The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…
The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of…
We investigate the efficiency of the recently proposed Restricted Boltzmann Machine (RBM) representation of quantum many-body states to study both the static properties and quantum spin dynamics in the two-dimensional Heisenberg model on a…
Immersed boundary-lattice Boltzmann method (IB-LBM) has been widely used for simulation of particle-laden flows recently. However, it was limited to small-scale simulations with no more than O(103) particles. Here, we expand IB-LBM for…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
Physics based emulators offer a fast and reliable replacement for an exact solution of the scattering problem in nuclear physics. Previous work developed a reduced-basis emulator for single-channel elastic scattering using an optical…
We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…
The Kaczmarz method is a popular iterative scheme for solving large-scale linear systems. The randomized Kaczmarz method (RK) greatly improves the convergence rate of the Kaczmarz method, by using the rows of the coefficient matrix in…
Recent stochastic gradient methods that have appeared in the literature base their efficiency and global convergence properties on a suitable control of the variance of the gradient batch estimate. This control is typically achieved by…
We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…
The Random Walk Metropolis (RWM) algorithm is a Metropolis- Hastings MCMC algorithm designed to sample from a given target distribution \pi with Lebesgue density on R^N. RWM constructs a Markov chain by randomly proposing a new position…
We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…
In this paper, the surface of revolution discrete element method (SR-DEM) is introduced to simulate systems of particles with closed surfaces of revolution. Due to the cylindrical symmetry of a surface of revolution, the geometry of any…