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Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…

Methodology · Statistics 2026-05-14 Matias Quiroz , Aishwarya Bhaskaran , Zixuan Wang , Thomas Goodwin

The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…

Chemical Physics · Physics 2017-03-23 Venkat Kapil , Jörg Behler , Michele Ceriotti

The Jacobian matrix is the core part of power flow analysis, which is the basis for power system planning and operations. This paper estimates the Jacobian matrix in high dimensional space. Firstly, theoretical analysis and model-based…

Systems and Control · Computer Science 2019-02-19 Xing He , Lei Chu , Robert Qiu , Qian Ai , Wentao Huang

Inferring the number of distinct components contributing to an observation, while simultaneously estimating their parameters, remains a long-standing challenge across signal processing, astrophysics, and neuroscience. Classical…

Instrumentation and Methods for Astrophysics · Physics 2025-12-01 Niklas Houba , Giovanni Giarda , Lorenzo Speri

Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…

Computational Physics · Physics 2016-09-21 Benjamin Collyer , Colm Connaughton , Duncan Lockerby

We present an iterative sampling method which delivers upper and lower bounding processes for the Brownian path. We develop such processes with particular emphasis on being able to unbiasedly simulate them on a personal computer. The…

Computation · Statistics 2012-11-27 Alexandros Beskos , Stefano Peluchetti , Gareth Roberts

Neural posterior estimation methods based on discrete normalizing flows have become established tools for simulation-based inference (SBI), but scaling them to high-dimensional problems can be challenging. Building on recent advances in…

Machine Learning · Computer Science 2023-10-30 Maximilian Dax , Jonas Wildberger , Simon Buchholz , Stephen R. Green , Jakob H. Macke , Bernhard Schölkopf

Deep-learning methods have shown promising performance for low-dose computed tomography (LDCT) reconstruction. However, supervised methods face the problem of lacking labeled data in clinical scenarios, and the CNN-based unsupervised…

Image and Video Processing · Electrical Eng. & Systems 2025-04-25 Ran An , Ke Chen , Hongwei Li

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

This paper presents a new iterative state estimation algorithm for advection dominated flows with non-Gaussian uncertainty description of $L^\infty$-type: uncertain initial condition and model error are assumed to be pointvise bounded in…

Optimization and Control · Mathematics 2017-12-05 Emanuele Ragnoli , Mykhaylo Zayats , Fearghal O'Donncha , Sergiy Zhuk

A low diffusive flux difference splitting based kinetic scheme is developed based on a discrete velocity Boltzmann equation, with a novel three velocity model. While two discrete velocities are used for upwinding, the third discrete…

Fluid Dynamics · Physics 2024-10-01 Shrinath. K. S , Maruthi. N. H , S. V. Raghurama Rao , Veeredhi Vasudeva Rao

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…

Statistical Mechanics · Physics 2021-06-30 Francesco Coghi , Raphael Chetrite , Hugo Touchette

Numerous applications of machine learning involve representing probability distributions over high-dimensional data. We propose autoregressive quantile flows, a flexible class of normalizing flow models trained using a novel objective based…

Machine Learning · Computer Science 2023-02-17 Phillip Si , Allan Bishop , Volodymyr Kuleshov

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

Three-dimensional (3D) high-speed compressible flow is a typical nonlinear, nonequilibrium, and multiscale complex flow. Traditional fluid mechanics models, based on the quasi-continuum assumption and near-equilibrium approximation, are…

Fluid Dynamics · Physics 2025-04-14 Qinghong Guo , Yanbiao Gan , Bin Yang , Yanhong Wu , Huilin Lai , Aiguo Xu

Recently, it has been demonstrated experimentally that adaptive estimation of a continuously varying optical phase provides superior accuracy in the phase estimate compared to static estimation. Here, we show that the mean-square error in…

Quantum Physics · Physics 2012-12-12 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

Generating high-quality time-series data is challenging because real-world signals often exhibit multimodal patterns and multiscale dynamics, including oscillations and high-frequency variations. Flow Matching (FM) offers an efficient…

Machine Learning · Computer Science 2026-05-29 Junru Zhang , Lang Feng , Jinbo Wang , Xu Guo , Yucheng Wang , Han Yu , Min Wu , Yabo Dong , Duanqing Xu

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Computation · Statistics 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

One-step generative modeling has emerged as a leading approach to amortize the inference cost of diffusion and flow-matching models. Among distillation-free methods, MeanFlow training is notoriously unstable, with non-decreasing loss and…

Machine Learning · Computer Science 2026-05-12 Juanwu Lu , Ziran Wang