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Hamiltonian Monte-Carlo (HMC) and its auto-tuned variant, the No U-Turn Sampler (NUTS) can struggle to accurately sample distributions with complex geometries, e.g., varying curvature, due to their constant step size for leapfrog…

Computation · Statistics 2024-10-30 Chirag Modi

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

Machine Learning · Computer Science 2017-03-08 Dmytro Perekrestenko , Volkan Cevher , Martin Jaggi

A fully adaptive methodology is developed for reducing the complexity of large dissipative systems. This represents a significant step towards extracting essential physical knowledge from complex systems, by addressing the challenging…

Statistical Mechanics · Physics 2025-10-01 Eliodoro Chiavazzo , Ilya Karlin

The accurate sampling of protein dynamics is an ongoing challenge despite the utilization of High-Performance Computers (HPC) systems. Utilizing only "brute force" MD simulations requires an unacceptably long time to solution. Adaptive…

Quantitative Methods · Quantitative Biology 2020-09-25 Eugen Hruska , Vivekanandan Balasubramanian , Hyungro Lee , Shantenu Jha , Cecilia Clementi

The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

Machine Learning · Statistics 2016-08-16 Marco Fraccaro , Ulrich Paquet , Ole Winther

A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…

Methodology · Statistics 2024-05-09 Lucas Caparini , Gwynn J. Elfring , Mauricio Ponga

A robust $hp$-adaptive finite element framework is presented for the investigation of static cracks in materials characterized by complex, pointwise density variations. Within such heterogeneous media, the equilibrium equation governed by…

Numerical Analysis · Mathematics 2025-12-29 S. M. Mallikarjunaiah

In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…

Plasma Physics · Physics 2016-10-05 David Ciro Taborda , Todd Edwin Evans , Iberê Luiz Caldas

Accurate early prediction of software defects is essential to maintain software quality and reduce maintenance costs. However, the field of software defect prediction (SDP) faces challenges such as class imbalances, high-dimensional feature…

Software Engineering · Computer Science 2024-10-15 Jie Zhang , Dongcheng Li , W. Eric Wong , Shengrong Wang

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood approximated by the particle filter. Furthermore, an adapyive…

Computation · Statistics 2009-11-03 Ralph Silva , Paolo Giordani , Robert Kohn , Mike Pitt

In this paper, we propose a new adaptive technique, named adaptive trajectories sampling (ATS), which is used to select training points for the numerical solution of partial differential equations (PDEs) with deep learning methods. The key…

Numerical Analysis · Mathematics 2023-03-29 Xingyu Chen , Jianhuan Cen , Qingsong Zou

We present an anisotropic goal-oriented error estimator based on the Dual Weighted Residual (DWR) method for time-dependent convection-dominated problems. Using elementwise p-anisotropic finite element spaces, the estimator is elementwise…

Numerical Analysis · Mathematics 2026-02-17 Nils Margenberg , Marius Paul Bruchhäuser , Bernhard Endtmayer

The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…

Fluid Dynamics · Physics 2015-10-28 Bastien E. Jordi , Colin J. Cotter , Spencer J. Sherwin

This paper discusses the adaptive sampling problem in a nonholonomic mobile robotic sensor network for efficiently monitoring a spatial field. It is proposed to employ Gaussian process to model a spatial phenomenon and predict it at…

Robotics · Computer Science 2021-03-23 Viet-Anh Le , Linh Nguyen , Truong X. Nghiem

In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method…

Machine Learning · Statistics 2025-03-14 Hamidreza Behjoo , Michael Chertkov

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-21 Wiktor Maj

In this work we propose a deep adaptive sampling (DAS) method for solving partial differential equations (PDEs), where deep neural networks are utilized to approximate the solutions of PDEs and deep generative models are employed to…

Numerical Analysis · Mathematics 2022-07-06 Kejun Tang , Xiaoliang Wan , Chao Yang

We propose a new adaptive Particle-in-Cloud (AP-Cloud) method for obtaining optimal numerical solutions to the Vlasov-Poisson equation. Unlike the traditional particle-in-cell (PIC) method, which is commonly used for solving this problem,…

Numerical Analysis · Mathematics 2016-05-25 Xingyu Wang , Roman Samulyak , Xiangmin Jiao , Kwangmin Yu

Recently non-reversible samplers based on simulating piecewise deterministic Markov processes (PDMPs) have shown potential for efficient sampling in Bayesian inference problems. However, there remains a lack of guidance on how to best…

Methodology · Statistics 2021-12-28 Matthew Sutton , Paul Fearnhead