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We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows…
In various engineering fields including mechanical, aerospace, and civil engineering, the identification of modal parameters, including natural frequencies, damping ratios, and mode shapes, is crucial for determining the vibration…
We study efficient importance sampling techniques for particle filtering (PF) when either (a) the observation likelihood (OL) is frequently multimodal or heavy-tailed, or (b) the state space dimension is large or both. When the OL is…
Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…
Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear…
The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic…
Fine-tuning large language models (LLMs) on downstream tasks requires substantial computational resources. Selective PEFT, a class of parameter-efficient fine-tuning (PEFT) methodologies, aims to mitigate these computational challenges by…
The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to…
Motivated by the idea of turbomachinery active subspace performance maps, this paper studies dimension reduction in turbomachinery 3D CFD simulations. First, we show that these subspaces exist across different blades---under the same…
Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…
Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. However, common likelihood-free methods do not scale well to…
The potential of mean force (PMF) between two nano crystals (NCs) represents an effective interaction potential that can be used to study the assembly of NCs to various superstructures. For a given temperature, the effective interaction is…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
In identification of dynamical systems, the prediction error method using a quadratic cost function provides asymptotically efficient estimates under Gaussian noise and additional mild assumptions, but in general it requires solving a…
We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…
We investigate the use of the Multiple Optimised Parameter Estimation and Data compression algorithm (MOPED) for data compression and faster evaluation of likelihood functions. Since MOPED only guarantees maintaining the Fisher matrix of…
Persistent Homology (PH) allows tracking homology features like loops, holes and their higher-dimensional analogs, along with a single-parameter family of nested spaces. Currently, computing descriptors for complex data characterized by…