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Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…

Methodology · Statistics 2024-03-04 Yuling Yao , Bruno Régaldo-Saint Blancard , Justin Domke

Conventional methods of quantum simulation involve trade-offs that limit their applicability to specific contexts where their use is optimal. In particular, the interaction picture simulation has been found to provide substantial asymptotic…

Quantum Physics · Physics 2022-08-17 Abhishek Rajput , Alessandro Roggero , Nathan Wiebe

Many results in the theory of Gaussian processes rely on the eigenstructure of the covariance operator. However, eigenproblems are notoriously hard to solve explicitly and closed form solutions are known only in a limited number of cases.…

Probability · Mathematics 2018-05-23 Pavel Chigansky , Marina Kleptsyna

Large-eddy simulation developments and validations are presented for an improved simulation of turbulent internal flows. Numerical methods are proposed according to two competing criteria: numerical qualities (precision and spectral…

Fluid Dynamics · Physics 2008-01-15 Jérôme Boudet , Joëlle Caro , L. Shao , Emmanuel Lévêque

In this paper we study dynamic backward problems, with the computation of conditional expectations as a main objective, in a framework where the (forward) state process satisfies a Volterra type SDE, with fractional Brownian motion as a…

Probability · Mathematics 2018-10-09 Frederi Viens , Jianfeng Zhang

Backward simulation is an approximate inference technique for Bayesian belief networks. It differs from existing simulation methods in that it starts simulation from the known evidence and works backward (i.e., contrary to the direction of…

Artificial Intelligence · Computer Science 2013-02-28 Robert Fung , Brendan del Favero

We propose a semiparametric independent-component model for the intensity functions of a point process. When independent replications of the process are available, we show that the estimators are consistent and asymptotically normal. We…

Methodology · Statistics 2015-06-02 Daniel Gervini

Trajectory planning in autonomous driving is highly dependent on predicting the emergent behavior of other road users. Learning-based methods are currently showing impressive results in simulation-based challenges, with transformer-based…

Machine Learning · Computer Science 2024-08-08 Lars Ullrich , Alex McMaster , Knut Graichen

Human inertial thinking schemes can be formed through learning, which are then applied to quickly solve similar problems later. However, when problems are significantly different, inertial thinking generally presents the solutions that are…

Machine Learning · Computer Science 2018-03-02 Li Huihui , Wen Guihua

We provide a quantum method for simulating Hamiltonian evolution with complexity polynomial in the logarithm of the inverse error. This is an exponential improvement over existing methods for Hamiltonian simulation. In addition, its scaling…

Quantum Physics · Physics 2013-10-24 Dominic W. Berry , Richard Cleve , Rolando D. Somma

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

Based on recently introduced efficient quantum state tomography schemes, we propose a scalable method for the tomography of unitary processes and the reconstruction of one-dimensional local Hamiltonians. As opposed to the exponential…

Quantum Physics · Physics 2015-04-30 M. Holzäpfel , T. Baumgratz , M. Cramer , M. B. Plenio

There has been a recent interest in imitation learning methods that are guaranteed to produce a stabilizing control law with respect to a known system. Work in this area has generally considered linear systems and controllers, for which…

Optimization and Control · Mathematics 2021-09-23 Sebastian East

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approximate methods are required, for example, the recently…

Methodology · Statistics 2026-03-24 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

Business process simulation is an approach to evaluate business process changes prior to implementation. Existing methods in this field primarily support tactical decision-making, where simulations start from an empty state and aim to…

Software Engineering · Computer Science 2025-09-10 Maksym Avramenko , David Chapela-Campa , Marlon Dumas , Fredrik Milani

Through a regularization procedure, few approximation schemes of the local time of a large class of one dimensional processes are given. We mainly consider the local time of continuous semimartingales and reversible diffusions, and the…

Probability · Mathematics 2007-09-05 Blandine Berard Bergery , Pierre Vallois

Sampling-based methods are widely adopted solutions for robot motion planning. The methods are straightforward to implement, effective in practice for many robotic systems. It is often possible to prove that they have desirable properties,…

Robotics · Computer Science 2022-11-16 Troy McMahon , Aravind Sivaramakrishnan , Edgar Granados , Kostas E. Bekris

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

This article proposes a universal simulation platform for simulating systems undergoing duress. In other words, this paper introduces a total simulation package which includes a number of methods of simulating the flexibility of a given…

Optimization and Control · Mathematics 2017-10-20 Vu Hoang Minh , Tajwar Abrar Aleef , Usama Pervaiz , Yeman Brhane Hagos , Saed Khawaldeh