Related papers: Variance-Reduced Manifold Sampling via Polynomial-…
A unified framework for the characterization of continuous electromagnetic (EM) manifolds for arbitrary multipleinput multiple-output (MIMO) system geometries is presented. The EM manifold refers to the set of all physically realizable…
A scheme for locally adaptive bandwidth selection is proposed which sensitively shrinks the bandwidth of a kernel estimator at lowest density regions such as the support boundary which are unknown to the statistician. In case of a…
Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps…
In this paper, we study the maximum entropy sampling problem (MESP) and its variants. MESP seeks to identify a small subset of variables that maximizes the determinant of a covariance submatrix, and is a fundamental model in optimal…
In the manifold learning problem one seeks to discover a smooth low dimensional surface, i.e., a manifold embedded in a higher dimensional linear vector space, based on a set of measured sample points on the surface. In this paper we…
Density estimation is a crucial component of many machine learning methods, and manifold learning in particular, where geometry is to be constructed from data alone. A significant practical limitation of the current density estimation…
We employ the full FENE-P model of hydrodynamics of a dilute polymer solutions to derive a theoretical approach to drag reduction in wall bounded turbulence. We recapture the results of a recent simplified theory which derived the universal…
Norm-constrained linear minimization oracle (LMO)-based optimizers such as spectral gradient descent and Muon are attractive in large-scale learning, but extending them to manifold-constrained problems is nontrivial and often leads to…
Undersampling is a common method in Magnetic Resonance Imaging (MRI) to subsample the number of data points in k-space, reducing acquisition times at the cost of decreased image quality. A popular approach is to employ undersampling…
The James-Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a…
We study optimization for losses that admit a variance-mean scale-mixture representation. Under this representation, each EM iteration is a weighted least squares update in which latent variables determine observation and parameter weights;…
For adaptive mixed finite element methods (AMFEM), we first introduce the data oscillation to analyze, without the restriction that the inverse of the coefficient matrix of the partial differential equations (PDEs) is a piecewise polynomial…
In the context of density level set estimation, we study the convergence of general plug-in methods under two main assumptions on the density for a given level $\lambda$. More precisely, it is assumed that the density (i) is smooth in a…
The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…
Expand-and-sparsify representations are a class of theoretical models that capture sparse representation phenomena observed in the sensory systems of many animals. At a high level, these representations map an input $x \in \mathbb{R}^d$ to…
Let $\Phi$ be a random $k$-CNF formula on $n$ variables and $m$ clauses, where each clause is a disjunction of $k$ literals chosen independently and uniformly. Our goal is to sample an approximately uniform solution of $\Phi$ (or…
In this work, we employ the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) to solve the problem of linear heterogeneous poroelasticity with coefficients of high contrast. The proposed method makes use…
Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
Time-dependent partial differential equations (PDEs) often develop sharp fronts, localized peaks, and other moving structures that occupy only a small portion of the space--time domain but dominate the approximation error. This makes fixed…