Related papers: Active subspace methods and derivative-based Shapl…
Many problems involve the use of models which learn probability distributions or incorporate randomness in some way. In such problems, because computing the true expected gradient may be intractable, a gradient estimator is used to update…
Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…
Discrete simulation methods are efficient tools to investigate the complex behaviors of complex fluids made of either dry granular materials or dilute suspensions. By contrast, materials made of soft and/or concentrated units (emulsions,…
This article presents a multi-physics methodology for the numerical simulation of physical systems that involve the non-linear interaction of multi-phase reactive fluids and elastoplastic solids, inducing high strain-rates and high…
We focus on nonlinear Function-on-Scalar regression, where the predictors are scalar variables, and the responses are functional data. Most existing studies approximate the hidden nonlinear relationships using linear combinations of basis…
Spectral subspaces of a linear dynamical system identify a large class of invariant structures that highlight/isolate the dynamics associated to select subsets of the spectrum. The corresponding notion for nonlinear systems is that of…
Recently, several studies have investigated active learning (AL) for natural language processing tasks to alleviate data dependency. However, for query selection, most of these studies mainly rely on uncertainty-based sampling, which…
Deep networks realize complex mappings that are often understood by their locally linear behavior at or around points of interest. For example, we use the derivative of the mapping with respect to its inputs for sensitivity analysis, or to…
Dynamic substructuring (DS) methods encompass a range of techniques to decompose large structural systems into multiple coupled subsystems. This decomposition has the principle benefit of reducing computational time for dynamic simulation…
Perspective functions arise explicitly or implicitly in various forms in applied mathematics and in statistical data analysis. To date, no systematic strategy is available to solve the associated, typically nonsmooth, optimization problems.…
The Shapley value provides a principled framework for fairly distributing rewards among participants according to their individual contributions. While prior work has applied this concept to data valuation in machine learning, existing…
Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…
We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…
We consider smooth stochastic convex optimization problems in the context of algorithms which are based on directional derivatives of the objective function. This context can be considered as an intermediate one between derivative-free…
We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…
A ubiquitous feature of data of our era is their extra-large sizes and dimensions. Analyzing such high-dimensional data poses significant challenges, since the feature dimension is often much larger than the sample size. This thesis…
We introduce a theoretical framework for differentiable surface evolution that allows discrete topology changes through the use of topological derivatives for variational optimization of image functionals. While prior methods for inverse…
The invariant subspace method is refined to present more unity and more diversity of exact solutions to evolution equations. The key idea is to take subspaces of solutions to linear ordinary differential equations as invariant subspaces…
We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…
We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective…