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相关论文: A Bootstrap Algebraic Multilevel method for Markov…

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We propose a novel training method based on nonlinear multilevel minimization techniques, commonly used for solving discretized large scale partial differential equations. Our multilevel training method constructs a multilevel hierarchy by…

机器学习 · 计算机科学 2020-06-30 Vanessa Braglia , Alena Kopaničáková , Rolf Krause

Categorizing individual cells into one of many known cell type categories, also known as cell type annotation, is a critical step in the analysis of single-cell genomics data. The current process of annotation is time-intensive and…

应用统计 · 统计学 2021-11-25 Keshav Motwani , Rhonda Bacher , Aaron J. Molstad

Stemmed from the derivation of the optimal control to a stochastic linear-quadratic control problem with Markov jumps, we study one kind of backward stochastic differential equations (BSDEs) that the generator f is affected by a Markovian…

概率论 · 数学 2010-09-28 Huaibin Tang , Zhen Wu

In this article, we study the application of Multi-Level Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the…

数值分析 · 数学 2013-01-15 Yalchin Efendiev , Cornelia Kronsbein , Frederic Legoll

In this paper, we give a numerical analysis for the transmission eigenvalue problem by the finite element method. A type of multilevel correction method is proposed to solve the transmission eigenvalue problem. The multilevel correction…

数值分析 · 数学 2016-04-26 Hehu Xie , Xinming Wu

Simulation of multiphase poromechanics involves solving a multi-physics problem in which multiphase flow and transport are tightly coupled with the porous medium deformation. To capture this dynamic interplay, fully implicit methods, also…

数值分析 · 数学 2021-01-08 Quan M. Bui , Daniel Osei-Kuffuor , Nicola Castelletto , Joshua A. White

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

数值分析 · 数学 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

Nesterov's accelerated gradient method (NAG) is widely used in problems with machine learning background including deep learning, and is corresponding to a continuous-time differential equation. From this connection, the property of the…

最优化与控制 · 数学 2022-04-05 Yasong Feng , Weiguo Gao

Graph neural networks (GNNs) have struggled to outperform traditional optimization methods on combinatorial problems, limiting their practical impact. We address this gap by introducing a novel chaining procedure for the graph alignment…

机器学习 · 计算机科学 2025-10-06 Marc Lelarge

We consider an algebraic multigrid (AMG) scheme for the direct solution of complex- valued square linear systems based on a recursive 2 x 2 block partitioning of the coefficient matrix and study the optimal choices of its components. In…

数值分析 · 数学 2026-03-18 Jose Pablo Lucero Lorca , Conor McCoid , Michal Outrata

In many numerical schemes, the computational complexity scales non-linearly with the problem size. Solving a linear system of equations using direct methods or most iterative methods is a typical example. Algebraic multi-grid (AMG) methods…

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic…

计算工程、金融与科学 · 计算机科学 2023-10-24 Sudhi Sharma , Pierre Jolivet , Victorita Dolean , Abhijit Sarkar

Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods…

机器学习 · 统计学 2014-06-03 Tue Herlau , Morten Mørup , Yee Whye Teh , Mikkel N. Schmidt

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

数值分析 · 数学 2015-11-13 Yunhui He , Yu Li , Hehu Xie

In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…

机器学习 · 计算机科学 2023-10-11 Kei Ishikawa

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

无序系统与神经网络 · 物理学 2020-01-22 Or Sharir , Yoav Levine , Noam Wies , Giuseppe Carleo , Amnon Shashua

Recently, a novel bootstrap method for numerical calculations in matrix models and quantum mechanical systems is proposed. We apply the method to certain quantum mechanical systems derived from some well-known local toric Calabi-Yau…

高能物理 - 理论 · 物理学 2022-12-08 Bao-ning Du , Min-xin Huang , Pei-xuan Zeng

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…

定量方法 · 定量生物学 2016-05-20 Christopher Lester , Christian A. Yates , Michael B. Giles , Ruth E. Baker

We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…

数值分析 · 数学 2019-04-10 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

Accurately detecting symbols transmitted over multiple-input multiple-output (MIMO) wireless channels is crucial in realizing the benefits of MIMO techniques. However, optimal MIMO detection is associated with a complexity that grows…

信号处理 · 电气工程与系统科学 2024-10-28 Xingyu Zhou , Le Liang , Jing Zhang , Chao-Kai Wen , Shi Jin