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In this paper, we propose a randomized generalized multiscale finite element method (Randomized GMsFEM) for flow problems with parameterized inputs and high-contrast heterogeneous media. The method employs a data-driven predictor to…

Numerical Analysis · Mathematics 2025-08-05 Wing Tat Leung , Qiuqi Li , Songwei Liu

A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

Due to the success of generative flows to model data distributions, they have been explored in inverse problems. Given a pre-trained generative flow, previous work proposed to minimize the 2-norm of the latent variables as a regularization…

Computer Vision and Pattern Recognition · Computer Science 2022-05-30 José A. Chávez

We discuss the relation of three methods to determine energy levels in lattice QCD simulations: the generalised eigenvalue, the Prony and the generalised pencil of function methods. All three can be understood as special cases of a…

High Energy Physics - Lattice · Physics 2022-07-25 Matthias Fischer , Bartosz Kostrzewa , Johann Ostmeyer , Konstantin Ottnad , Martin Ueding , Carsten Urbach

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , Lenka Zdeborová

This work is concerned with the rigorous analysis on the Generalized Multiscale Finite Element Methods (GMsFEMs) for elliptic problems with high-contrast heterogeneous coefficients. GMsFEMs are popular numerical methods for solving flow…

Numerical Analysis · Mathematics 2018-02-27 Guanglian Li

In this paper, we propose a deep-learning-based approach to a class of multiscale problems. THe Generalized Multiscale Finite Element Method (GMsFEM) has been proven successful as a model reduction technique of flow problems in…

Numerical Analysis · Mathematics 2018-10-30 Min Wang , Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Yating Wang

We propose a new normalized Sobolev gradient flow for the Gross-Pitaevskii eigenvalue problem based on an energy inner product that depends on time through the density of the flow itself. The gradient flow is well-defined and converges to…

Numerical Analysis · Mathematics 2020-04-03 Patrick Henning , Daniel Peterseim

Graph Generation is a recently introduced enhanced Column Generation algorithm for solving expanded Linear Programming relaxations of mixed integer linear programs without weakening the expanded relaxations which characterize these methods.…

Optimization and Control · Mathematics 2022-02-04 Julian Yarkony , Amelia Regan

In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Zhisheng Xiao , Qing Yan , Yali Amit

In this paper, we consider an approximation method, and a novel general analysis, for second-order elliptic differential equations with heterogeneous multiscale coefficients. We obtain convergence of the Generalized Multi-scale Finite…

Numerical Analysis · Mathematics 2024-12-20 Eduardo Abreu , Ciro Diaz , Juan Galvis

We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between…

Machine Learning · Statistics 2021-10-06 Jacquelyn A. Shelton , Jan Gasthaus , Zhenwen Dai , Joerg Luecke , Arthur Gretton

The power-expected-posterior (PEP) prior provides an objective, automatic, consistent and parsimonious model selection procedure. At the same time it resolves the conceptual and computational problems due to the use of imaginary data.…

Methodology · Statistics 2017-10-02 Dimitris Fouskakis , Ioannis Ntzoufras , Konstantinos Perrakis

Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution…

Computation · Statistics 2024-07-03 Niccolò Anceschi , Augusto Fasano , Beatrice Franzolini , Giovanni Rebaudo

The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…

Quantum Physics · Physics 2022-03-08 Jin-Min Liang , Shu-Qian Shen , Ming Li , Shao-Ming Fei

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

(Gradient) Expectation Maximization (EM) is a widely used algorithm for estimating the maximum likelihood of mixture models or incomplete data problems. A major challenge facing this popular technique is how to effectively preserve the…

Machine Learning · Computer Science 2022-01-19 Di Wang , Jiahao Ding , Lijie Hu , Zejun Xie , Miao Pan , Jinhui Xu

In this paper, we propose \texttt{FGPR}: a Federated Gaussian process ($\mathcal{GP}$) regression framework that uses an averaging strategy for model aggregation and stochastic gradient descent for local client computations. Notably, the…

Machine Learning · Statistics 2024-04-01 Xubo Yue , Raed Al Kontar

Non-Hermitian generalized eigenvalue problems (GEPs) play a significant role in many practical applications, such as mechanical engineering. Based on the generalized Schur decomposition, we propose a variational quantum algorithm for…

Partial differential equations (PDEs) are important tools to model physical systems and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant…

Machine Learning · Statistics 2023-11-03 Marc Härkönen , Markus Lange-Hegermann , Bogdan Raiţă