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We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
We propose an efficient algorithm for the evaluation of the potential and its gradient of gravitational/electrostatic $N$-body systems, which we call particle mesh multipole method (PMMM or PM$^3$). PMMM can be understood both as an…
When addressing the challenge of complex multi-objective optimization problems, particularly those with non-convex and non-uniform Pareto fronts, Decomposition-based Multi-Objective Evolutionary Algorithms (MOEADs) often converge to local…
We present several modifications to the previously proposed MSPP algorithm that can speed-up its execution considerably. The MSPP algorithm leverages a multiscale representation of the environment in $n$ dimensions. The information of the…
A computational technique borrowed from the physical sciences is introduced to obtain accurate closed-form approximations for the transition probability of arbitrary diffusion processes. Within the path integral framework the same technique…
Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…
We introduce a new type of graphical model that we call a "memory factor network" (MFN). We show how to use MFNs to model the structure inherent in many types of data sets. We also introduce an associated message-passing style algorithm…
The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…
Primordial non-Gaussianity is one of the most powerful probes of the inflationary epoch. The particle spectrum relevant to inflation, including masses and spins, is encoded in the precise form of statistical correlations of the adiabatic…
Accurate determination of carrier transport properties in two-dimensional (2D) materials is critical for designing high-performance nano-electronic devices and quantum information platforms. While first-principles calculations effectively…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
Predicting individual mobility patterns is crucial across various applications. While current methods mainly focus on predicting the next location for personalized services like recommendations, they often fall short in supporting broader…
How to integrate human factors into the motion planning system is of great significance for improving the acceptance of intelligent vehicles. Decomposing motion into primitives and then accurately and smoothly joining the motion primitives…
In view of cosmological parameters being measured to ever higher precision, theoretical predictions must also be computed to an equally high level of precision. In this work we investigate the impact on such predictions of relaxing some of…
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…
This research introduces MP-RBFN, a novel formulation leveraging Radial Basis Function Networks for efficiently learning Motion Primitives derived from optimal control problems for autonomous driving. While traditional motion planning…
Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…
Multi-relational networks capture intricate relationships in data and have diverse applications across fields such as biomedical, financial, and social sciences. As networks derived from increasingly large datasets become more common,…
In conventional approaches for multiobject tracking (MOT), raw sensor data undergoes several preprocessing stages to reduce data rate and computational complexity. This typically includes coherent processing that aims at maximizing the…
Changepoint localization is the problem of estimating the index at which a change occurred in the data generating distribution of an ordered list of data, or declaring that no change occurred. We present the broadly applicable MCP…