Related papers: Tensor train methods for high-dimensional nonlinea…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…
This paper proposes low tensor-train (TT) rank and low multilinear (ML) rank approximations for de-speckling and compression of 3D optical coherence tomography (OCT) images for a given compression ratio (CR). To this end, we derive the…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…
It is well known that the nonlinear filtering problem has important applications in both military and civil industries. The central problem of nonlinear filtering is to solve the Duncan-Mortensen-Zakai (DMZ) equation in real time and in a…
We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…
This paper presents the Tensor Product Network (TPNet), a novel neural architecture for efficient and accurate function approximation and PDE solving. The core of the proposal involves constructing the solution explicitly as a linear…
This thesis is mainly concerned with state-space approaches for solving deep (temporal) Gaussian process (DGP) regression problems. More specifically, we represent DGPs as hierarchically composed systems of stochastic differential equations…
A linear PDE problem for randomly perturbed domains is considered in an adaptive Galerkin framework. The perturbation of the domain's boundary is described by a vector valued random field depending on a countable number of random variables…
Transport phenomena-describing the movement of particles, energy, or other physical quantities-are fundamental in various scientific disciplines, including nuclear physics, plasma physics, astrophysics, engineering, and the natural…
We study convergence in high-probability of SGD-type methods in non-convex optimization and the presence of heavy-tailed noise. To combat the heavy-tailed noise, a general black-box nonlinear framework is considered, subsuming…
Nearest-neighbor search in large vector databases is crucial for various machine learning applications. This paper introduces a novel method using tensor-train (TT) low-rank tensor decomposition to efficiently represent point clouds and…
Tensor train is a hierarchical tensor network structure that helps alleviate the curse of dimensionality by parameterizing large-scale multidimensional data via a set of network of low-rank tensors. Associated with such a construction is a…
The transfer tensor method (TTM) [Cerrillo and Cao, Phys. Rev. Lett. 2014, 112, 110401] can be considered a discrete-time formulation of the Nakajima-Zwanzig quantum master equation (NZ-QME) for modeling non-Markovian quantum dynamics. A…
A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…
The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…