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A new modification of the minimum-contrast estimator (the weighted MCE) of drift parameter in a linear stochastic evolution equation with additive fractional noise is introduced in the setting of the spectral approach (Fourier coordinates…

Probability · Mathematics 2019-09-30 Pavel Kriz

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

Statistics Theory · Mathematics 2020-11-16 Yisha Yao , Cun-Hui Zhang

Optimal control (OC) using inverse dynamics provides numerical benefits such as coarse optimization, cheaper computation of derivatives, and a high convergence rate. However, to take advantage of these benefits in model predictive control…

Robotics · Computer Science 2023-03-24 Carlos Mastalli , Saroj Prasad Chhatoi , Thomas Corbères , Steve Tonneau , Sethu Vijayakumar

This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…

Numerical Analysis · Mathematics 2022-08-10 Shangting Li , Junming Duan , Huazhong Tang

We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES…

Neural and Evolutionary Computing · Computer Science 2019-05-16 Youhei Akimoto , Nikolaus Hansen

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

We study the optimal design of a heterogeneous coded elastic computing (CEC) network where machines have varying relative computation speeds. CEC introduced by Yang {\it et al.} is a framework which mitigates the impact of elastic events,…

Information Theory · Computer Science 2020-01-14 Nicholas Woolsey , Rong-Rong Chen , Mingyue Ji

This work proposes convolutional-sparse-coded dynamic mode decomposition (CSC-DMD) by unifying extended dynamic mode decomposition (EDMD) and convolutional sparse coding. EDMD is a data driven analysis method for describing a nonlinear…

Signal Processing · Electrical Eng. & Systems 2019-02-21 Yuhei Kaneko , Shogo Muramatsu , Hiroyasu Yasuda , Kiyoshi Hayasaka , Yu Otake , Shunsuke Ono , Masahiro Yukawa

Dynamic Contrast-enhanced magnetic resonance imaging (DCE-MRI) is a tissue perfusion imaging technique. Some versatile free-breathing DCE-MRI techniques combining compressed sensing (CS) and parallel imaging with golden-angle radial…

Medical Physics · Physics 2020-07-08 Yuhan Hu , Xinlin Zhang , Li Feng , Dicheng Chen , Zhiping Yan , Xiaoyong Shen , Gen Yan , Lin Ou-yang , Xiaobo Qu

Multivariate adaptive regression splines (MARS) is a popular method for nonparametric regression introduced by Friedman in 1991. MARS fits simple nonlinear and non-additive functions to regression data. We propose and study a natural lasso…

Statistics Theory · Mathematics 2024-10-15 Dohyeong Ki , Billy Fang , Adityanand Guntuboyina

Latent Space (LS) network models project the nodes of a network on a $d$-dimensional latent space to achieve dimensionality reduction of the network while preserving its relevant features. Inference is often carried out within a Markov…

Computation · Statistics 2024-08-23 Roberto Casarin , Antonio Peruzzi

We address the numerical solution of infinite-dimensional inverse problems in the framework of Bayesian inference. In the Part I companion to this paper (arXiv.org:1308.1313), we considered the linearized infinite-dimensional inverse…

Methodology · Statistics 2014-04-14 Noemi Petra , James Martin , Georg Stadler , Omar Ghattas

The reverse Monte Carlo (RMC) method is widely used in structural modelling and analysis of experimental data. More recently, RMC has been applied to the calculation of equilibrium thermodynamic properties and dynamic problems. These…

Other Condensed Matter · Physics 2022-12-02 Akash Kumar Ball , Suhail Haque , Abhijit Chatterjee

The issues of bias-correction and robustness are crucial in the strategy of divide-and-conquer (DC), especially for asymmetric nonparametric models with massive data. It is known that quantile-based methods can achieve the robustness, but…

Methodology · Statistics 2022-02-01 Yan Chen , Lu Lin

This work describes a domain embedding technique between two non-matching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is…

Numerical Analysis · Mathematics 2017-12-20 Sarah Osborn , Patrick Zulian , Thomas Benson , Umberto Villa , Rolf Krause , Panayot S. Vassilevski

Metric embedding has become a common technique in the design of algorithms. Its applicability is often dependent on how high the embedding's distortion is. For example, embedding finite metric space into trees may require linear distortion…

Data Structures and Algorithms · Computer Science 2007-05-23 Yair Bartal , Manor Mendel

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…

Numerical Analysis · Mathematics 2023-03-23 Kody J. H. Law , Neil Walton , Shangda Yang , Ajay Jasra

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

Computational Physics · Physics 2025-05-15 Diba Behnoudfar

In this work we propose and analyze a novel Hybrid High-Order discretization of a class of (linear and) nonlinear elasticity models in the small deformation regime which are of common use in solid mechanics. The proposed method is valid in…

Numerical Analysis · Mathematics 2017-07-10 Michele Botti , Daniele Di Pietro , Pierre Sochala

High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…

Computation · Statistics 2024-02-22 Jun Yang , Krzysztof Łatuszyński , Gareth O. Roberts