Related papers: From Massively Parallel Algorithms and Fluctuating…
We introduce a general form of sequential Monte Carlo algorithm defined in terms of a parameterized resampling mechanism. We find that a suitably generalized notion of the Effective Sample Size (ESS), widely used to monitor algorithm…
In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results…
Slowing down phenomena occur in both deterministic and stochastic dynamical systems at the vicinity of phase transitions or bifurcations. An example is found in systems exhibiting a saddle-node bifurcation, which undergo a dramatic time…
We derive rigorous results describing the asymptotic dynamics of a discrete time model of spiking neurons introduced in \cite{BMS}. Using symbolic dynamic techniques we show how the dynamics of membrane potential has a one to one…
We discuss a new algorithm to generate multi-scale initial conditions with multiple levels of refinements for cosmological "zoom-in" simulations. The method uses an adaptive convolution of Gaussian white noise with a real space transfer…
We study the problem of stochastic optimization for deep learning in the parallel computing environment under communication constraints. A new algorithm is proposed in this setting where the communication and coordination of work among…
We consider the simulation of the dynamics of one nonlocal Hamiltonian by another, allowing arbitrary local resources but no entanglement nor classical communication. We characterize notions of simulation, and proceed to focus on…
We extend the notions of multipole and subsystem symmetries to more general {\it spatially modulated} symmetries. We uncover two instances with exponential and (quasi)-periodic modulations, and provide simple microscopic models in one, two…
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case…
We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…
We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…
Supervised learning by extreme learning machines resp. neural networks with random weights is studied under a non-stationary spatial-temporal sampling design which especially addresses settings where an autonomous object moving in a…
We developed a parallel Bayesian optimization algorithm for large eddy simulations. These simulations challenge optimization methods because they take hours or days to compute, and their objective function contains noise as turbulent…
We present an efficient quantum algorithm for simulating the evolution of a sparse Hamiltonian H for a given time t in terms of a procedure for computing the matrix entries of H. In particular, when H acts on n qubits, has at most a…
We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…
Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…
Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…
Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…
In this short note we study the asymptotic behaviour of the minima over compact intervals of Gaussian processes, whose paths are not necessarily smooth. We show that, beyond the logarithmic large deviation Gaussian estimates, this problem…
The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasing function of the jump times of a standard Poisson process.…