Related papers: Metric/Nonmetric Elastic MDS
We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable confidence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation…
Robust topology optimization (RTO) improves the robustness of designs with respect to random sources in real-world structures, yet an accurate sensitivity analysis requires the solution of many systems of equations at each optimization…
Model predictive control (MPC) is a promising technique for motion cueing in driving simulators, but its high computation time limits widespread real-time application. This paper proposes a hybrid algorithm that combines filter-based and…
The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit. Many approaches, both classical and Bayesian, have…
We present a new adaptive resolution technique for efficient particle-based multiscale molecular dynamics (MD) simulations. The presented approach is tailor-made for molecular systems where atomistic resolution is required only in spatially…
The adaptive BDDC method is extended to the selection of face constraints in three dimensions. A new implementation of the BDDC method is presented based on a global formulation without an explicit coarse problem, with massive parallelism…
In this paper two theoretical approaches for the calculation of the rate of quasi-stationary, two-dimensional magnetic reconnection with nonuniform anomalous resistivity are considered in the framework of incompressible magnetohydrodynamics…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
We compare different methods to reconstruct the three-dimensional (3D) CME morphology. The explored methods include geometric localisation, mask fitting, forward modeling, polarisation ratio and local correlation tracking plus…
High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of the data space and then applies a…
This article extends the study of the dynamical properties of the symmetric McMillan map, emphasizing its utility in understanding and modeling complex nonlinear systems. Although the map features six parameters, we demonstrate that only…
We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…
This paper addresses the problem of mapping high-dimensional data to a low-dimensional space, in the presence of other known features. This problem is ubiquitous in science and engineering as there are often controllable/measurable features…
We performed a theoretical investigation focused on the age estimate of RGB stars in OCs based on mixed classical surface and asteroseismic parameters. We evaluated the performances of three widely adopted methods (pure geometrical fit,…
This paper considers the problem of nonlinear attitude estimation for a rigid body system using intermittent and multi-rate inertial vector measurements as well as continuous (high-rate) angular velocity measurements. Two types of hybrid…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
Scale variation has been a challenge from traditional to modern approaches in computer vision. Most solutions to scale issues have a similar theme: a set of intuitive and manually designed policies that are generic and fixed (e.g. SIFT or…
A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…
We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term;…