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Diffusion models are typically trained using score matching, a learning objective agnostic to the underlying noising process that guides the model. This paper argues that Markov noising processes enjoy an advantage over alternatives, as the…

Machine Learning · Statistics 2025-05-27 Zheyang Shen , Huihui Wang , Marina Riabiz , Chris J. Oates

This work presents a novel stabilization strategy for the Galerkin formulation of the incompressible Navier-Stokes equations, developed to achieve high accuracy while ensuring convergence and compatibility with high-order elements on…

Numerical Analysis · Mathematics 2025-09-05 Antonio Blanco-Casares , Vishal Kumar , Daniel Mira , Oriol Lehmkuhl

Compressed sensing techniques enable efficient acquisition and recovery of sparse, high-dimensional data signals via low-dimensional projections. In this work, we propose Uncertainty Autoencoders, a learning framework for unsupervised…

Machine Learning · Statistics 2019-04-15 Aditya Grover , Stefano Ermon

In this work we recast parametrized time dependent optimal control problems governed by partial differential equations in a saddle point formulation and we propose reduced order methods as an effective strategy to solve them. Indeed, on one…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…

Computation · Statistics 2025-04-08 Andrea Bertazzi , Giorgos Vasdekis

Enabling robots to quickly learn manipulation skills is an important, yet challenging problem. Such manipulation skills should be flexible, e.g., be able adapt to the current workspace configuration. Furthermore, to accomplish complex…

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Econometrics · Economics 2024-12-04 Matteo Barigozzi , Daniele Massacci

We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…

Systems and Control · Computer Science 2017-11-22 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

Many unsteady flows exhibiting complex dynamics are nevertheless characterized by emergent large-scale coherence in space and time. Reduced-order models based on Galerkin projection of the governing equations onto an orthogonal modal basis…

Fluid Dynamics · Physics 2022-06-28 Jared L. Callaham , Jean-Christophe Loiseau , Steven L. Brunton

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

Diffusion models have found widespread adoption in various areas. However, their sampling process is slow because it requires hundreds to thousands of network evaluations to emulate a continuous process defined by differential equations. In…

Machine Learning · Computer Science 2023-07-25 Hongkai Zheng , Weili Nie , Arash Vahdat , Kamyar Azizzadenesheli , Anima Anandkumar

The theory of Koopman operators allows to deploy non-parametric machine learning algorithms to predict and analyze complex dynamical systems. Estimators such as principal component regression (PCR) or reduced rank regression (RRR) in kernel…

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

Operator learning focuses on approximating mappings $\mathcal{G}^\dagger:\mathcal{U} \rightarrow\mathcal{V}$ between infinite-dimensional spaces of functions, such as $u: \Omega_u\rightarrow\mathbb{R}$ and $v:…

Machine Learning · Computer Science 2024-09-10 Carlos Mora , Amin Yousefpour , Shirin Hosseinmardi , Houman Owhadi , Ramin Bostanabad

This study presents novel strategies for improving the node-level performance of matrix-free evaluation of continuous and discontinuous Galerkin spatial discretizations on unstructured tetrahedral grids. In our approach the underlying…

Numerical Analysis · Mathematics 2025-09-15 Dominik Still , Niklas Fehn , Wolfgang A. Wall , Martin Kronbichler

Reduced-order modeling techniques, including balanced truncation and $\mathcal{H}_2$-optimal model reduction, exploit the structure of linear dynamical systems to produce models that accurately capture the dynamics. For nonlinear systems…

Optimization and Control · Mathematics 2022-01-17 Samuel E. Otto , Alberto Padovan , Clarence W. Rowley

In this paper, we generalize a high order semi-Lagrangian (SL) discontinuous Galerkin (DG) method for multi-dimensional linear transport equations without operator splitting developed in Cai et al. (J. Sci. Comput. 73: 514-542, 2017) to the…

Numerical Analysis · Mathematics 2018-04-09 Xiaofeng Cai , Wei Guo , Jingmei Qiu

We present an algebraic method for constructing a highly effective coarse grid correction to accelerate domain decomposition. The coarse problem is constructed from the original matrix and a small set of input vectors that span a low-degree…

Numerical Analysis · Computer Science 2015-04-06 Essex Edwards , Robert Bridson

Generally, reduced order models of fluid flows are obtained by projecting the Navier-Stokes equations onto a reduced subspace spanned by vector functions that carry the meaningful information of the dynamics. A common method to generate…

Fluid Dynamics · Physics 2023-09-22 M. Oulghelou , A. Ammar , R. Ayoub

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

Numerical Analysis · Mathematics 2019-12-03 Elizaveta Rebrova , Deanna Needell
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