Related papers: Time-Uniform Error Bound for Temporal Coarse Grain…
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
We establish a sharp uniform-in-time error estimate for the Stochastic Gradient Langevin Dynamics (SGLD), which is a widely-used sampling algorithm. Under mild assumptions, we obtain a uniform-in-time $O(\eta^2)$ bound for the KL-divergence…
Intrinsic noise in pre-fault-tolerant quantum devices poses a major challenge to the reliable realization of unitary dynamics in quantum algorithms and simulations. To address this, we present a method for simulating open quantum system…
We establish improved uniform error bounds for the time-splitting methods for the long-time dynamics of the Schr\"odinger equation with small potential and the nonlinear Schr\"odinger equation (NLSE) with weak nonlinearity. For the…
We present a first-principles derivation of the Markovian semi-group master equation without invoking the rotating wave approximation (RWA). Instead we use a time coarse-graining approach which leaves us with a free timescale parameter,…
We investigate the steady-state diffusion-approximation error for continuous-time queueing systems with generally distributed primitives. Across four canonical systems -- the $G/G/1$ and $G/M/\infty$ queues, the join-the-shortest-queue…
We show how to recover complete positivity (and hence positivity) of the Redfield equation via a coarse grain average technique. We derive general bounds for the coarse graining time scale above which the positivity of the Redfield equation…
The truncated Wigner approximation (TWA) enables us to investigate bosonic quantum many-body dynamics, including open quantum systems described by the Gorini-Kossakowski-Sudarshan-Lindblad (GKSL) equation. In the TWA, the Weyl-Wigner…
Conventional uncertainty-aware temporal difference (TD) learning often assumes a zero-mean Gaussian distribution for TD errors, leading to inaccurate error representations and compromised uncertainty estimation. We introduce a novel…
In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…
In the present article, novel Coarse-Graining (CG) algorithms for the Eulerian-Lagrangian (EL) simulation of particle-laden flows are proposed. These include different variants of Reproducing Kernel Particle Methods (RKPM) and an extended…
Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
We provide a set of conditions which ensure the almost sure convergence of a class of simulated annealing algorithms on a bounded set $\mathcal{X}\subset\mathbb{R}^d$ based on a time-varying Markov kernel. The class of algorithms considered…
We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…
The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates $L_p([0,T])$ and uniform approximations of…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…
Accurately modeling time-continuous stochastic processes from irregular observations remains a significant challenge. In this paper, we leverage ideas from generative modeling of image data to push the boundary of time series generation.…