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This paper is concerned with the problem of state estimation for discrete-time linear systems in the presence of additional (equality or inequality) constraints on the state (or estimate). By use of the minimum variance duality, the…

Optimization and Control · Mathematics 2021-12-08 Prabhat K. Mishra , Girish Chowdhary , Prashant G. Mehta

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

Efficient low-variance gradient estimation enabled by the reparameterization trick (RT) has been essential to the success of variational autoencoders. Doubly-reparameterized gradients (DReGs) improve on the RT for multi-sample variational…

Machine Learning · Statistics 2021-07-14 Matthias Bauer , Andriy Mnih

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm

Reinforcement learning (RL) agents make decisions using nothing but observations from the environment, and consequently, heavily rely on the representations of those observations. Though some recent breakthroughs have used vector-based…

Machine Learning · Computer Science 2024-07-16 Edan Meyer , Adam White , Marlos C. Machado

In this thesis the variational optimisation of the density matrix is discussed as a method in many-body quantum mechanics. This is a relatively unknown technique in which one tries to obtain the two-particle reduced density matrix directly…

Quantum Physics · Physics 2012-03-27 Brecht Verstichel

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require…

Machine Learning · Computer Science 2017-04-10 Soham De , Gavin Taylor , Tom Goldstein

We develop a nondirect product discrete variable representation (npDVR) for treating quantum dynamical problems which involve nonseparable angular variables. The npDVR basis is constructed on spherical functions orthogonalized on the grids…

Computational Physics · Physics 2020-01-07 Sara Shadmehri , Shahpoor Saeidian , Vladimir S. Melezhik

A novel implicit integration scheme for the Discrete Element Method (DEM) based on the variational integrator approach is presented. The numerical solver provides a fully dynamical description that, notably, reduces to an energy…

Numerical Analysis · Mathematics 2022-05-25 David N. De Klerk , Thomas Shire , Zhiwei Gao , Andrew T. McBride , Christopher J. Pearce , Paul Steinmann

Selected resonance states of the deuterated formyl radical in the electronic ground state ($\widetilde{X}\,{}^2A'$) are computed using our recently introduced dynamically pruned discrete variable representation (DP-DVR) [H. R. Larsson, B.…

Chemical Physics · Physics 2018-07-04 Henrik R. Larsson , Jens Riedel , Jie Wei , Friedrich Temps , Bernd Hartke

Latent traversal is a popular approach to visualize the disentangled latent representations. Given a bunch of variations in a single unit of the latent representation, it is expected that there is a change in a single factor of variation of…

Computer Vision and Pattern Recognition · Computer Science 2020-07-28 Xinqi Zhu , Chang Xu , Dacheng Tao

We consider the problem of training machine learning models on distributed data in a decentralized way. For finite-sum problems, fast single-machine algorithms for large datasets rely on stochastic updates combined with variance reduction.…

Optimization and Control · Mathematics 2020-06-26 Hadrien Hendrikx , Francis Bach , Laurent Massoulié

Variational integrators are well-suited for simulation of mechanical systems because they preserve mechanical quantities about a system such as momentum, or its change if external forcing is involved, and holonomic constraints. While they…

Optimization and Control · Mathematics 2017-09-04 Elliot Johnson , Jarvis Schultz , Todd Murphey

Reduced magnetohydrodynamics is a simplified set of magnetohydrodynamics equations with applications to both fusion and astrophysical plasmas, possessing a noncanonical Hamiltonian structure and consequently a number of conserved…

Computational Physics · Physics 2017-10-05 Michael Kraus , Emanuele Tassi , Daniela Grasso

A key issue in dimension reduction of dissipative dynamical systems with spectral gaps is the identification of slow invariant manifolds. We present theoretical and numerical results for a variational approach to the problem of computing…

Dynamical Systems · Mathematics 2012-11-30 Dirk Lebiedz , Jochen Siehr , Jonas Unger

The two-electron reduced density matrix (2RDM) carries enough information to evaluate the electronic energy of a many-electron system. The variational 2RDM (v2RDM) approach seeks to determine the 2RDM directly, without knowledge of the wave…

Chemical Physics · Physics 2023-12-19 A. Eugene DePrince

Besides perturbation theory, which requires, of course, the knowledge of the exact unperturbed solution, variational techniques represent the main tool for any investigation of the eigenvalue problem of some semibounded operator H in…

High Energy Physics - Phenomenology · Physics 2016-12-28 Wolfgang Lucha , F. F. Schoberl

Two integral relations derived from the Kohn Variational Principle (KVP) are used for describing scattering states. In usual applications the KVP requires the explicit form of the asymptotic behavior of the scattering wave function. This is…

Nuclear Theory · Physics 2015-05-18 A. Kievsky , M. Viviani , P. Barletta , C. Romero-Redondo , E. Garrido

Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that…

Machine Learning · Statistics 2015-12-08 Ardavan Saeedi , Tejas D Kulkarni , Vikash Mansinghka , Samuel Gershman

Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…

Numerical Analysis · Mathematics 2024-03-28 Khaled Hariz , Fernando Jiménez , Sina Ober-Blöbaum