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Time-delay embeddings and dimensionality reduction are powerful techniques for discovering effective coordinate systems to represent the dynamics of physical systems. Recently, it has been shown that models identified by dynamic mode…

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging.…

We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes exploit time-splitting methods for the variation of constants…

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.…

A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…

We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability. We propose the harmonic kernel decomposition (HKD), which uses Fourier series to…

In this paper, a class of high-order methods to numerically solve Functional Differential Equations with Piecewise Continuous Arguments (FDEPCAs) is discussed. The framework stems from the expansion of the vector field associated with the…

Most results in nonparametric regression theory are developed only for the case of additive noise. In such a setting many smoothing techniques including wavelet thresholding methods have been developed and shown to be highly adaptive. In…

We propose an adaptive Hermite spectral method for the Vlasov-Poisson system based on a recently developed frequency indicator that measures the contribution of the high-order expansion coefficients. Precisely, the symmetrically weighted…

I propose a novel approach for nonlinear Logistic regression using a two-layer neural network (NN) model structure with hierarchical priors on the network weights. I present a hybrid of expectation propagation called Variational Expectation…

For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

We investigate the nonparametric bivariate additive regression estimation in the random design and long-memory errors and construct adaptive thresholding estimators based on wavelet series. The proposed approach achieves asymptotically…

Trajectory data, including time series and longitudinal measurements, are increasingly common in health-related domains such as biomedical research and epidemiology. Real-world trajectory data frequently exhibit heterogeneity across…

Reduced Order Models (ROMs) are of considerable importance in many areas of engineering in which computational time presents difficulties. Established approaches employ projection-based reduction such as Proper Orthogonal Decomposition,…

This paper presents the Virtual Element Method (VEM) for the modeling of crack propagation in 2D within the context of linear elastic fracture mechanics (LEFM). By exploiting the advantage of mesh flexibility in the VEM, we establish an…

This paper proposes a semiparametric sieve approach to estimate impulse response functions of nonlinear time series within a general class of structural autoregressive models. We prove that a two-step procedure can flexibly accommodate…

First proposed by Seide (2014) as a heuristic, error feedback (EF) is a very popular mechanism for enforcing convergence of distributed gradient-based optimization methods enhanced with communication compression strategies based on the…

We propose a method for the calculation of vacuum expectation values (VEVs) given a non-trivial, long-distance vacuum wave functional (VWF) of the kind that arises, for example, in variational calculations. The VEV is written in terms of a…

With the introduction of the variational autoencoder (VAE), probabilistic latent variable models have received renewed attention as powerful generative models. However, their performance in terms of test likelihood and quality of generated…