相关论文: Efficient implementations of the Multivariate Deco…

Bayesian methods are appealing in their flexibility in modeling complex data and ability in capturing uncertainty in parameters. However, when Bayes' rule does not result in tractable closed-form, most approximate inference algorithms lack…

A Multistage Full Matching disparity estimation scheme (MFM) is proposed in this work. We demonstrate that decouple all similarity scores directly from the low-resolution 4D volume step by step instead of estimating low-resolution 3D cost…

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion and importance sampling. The presented general fusion method combines multiple probability…

The computation of integrals is a fundamental task in the analysis of functional data, which are typically considered as random elements in a space of squared integrable functions. Borrowing ideas from recent advances in the Monte Carlo…

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…

We investigate multivariate integration for a space of infinitely times differentiable functions $\mathcal{F}_{s, \boldsymbol{u}} := \{f \in C^\infty [0,1]^s \mid \| f \|_{\mathcal{F}_{s, \boldsymbol{u}}} < \infty \}$, where $\| f…

In this paper we propose a novel algorithm, factored value iteration (FVI), for the approximate solution of factored Markov decision processes (fMDPs). The traditional approximate value iteration algorithm is modified in two ways. For one,…

There is growing interest in learning Fourier domain sampling strategies (particularly for magnetic resonance imaging, MRI) using optimization approaches. For non-Cartesian sampling patterns, the system models typically involve non-uniform…

Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class…

This article advocates factorized and hybrid dimensional decompositions (FDD/HDD), as alternatives to analysis-of-variance dimensional decomposition (ADD), for second-moment statistical analysis of multivariate functions. New formulae…

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…

This paper develops a comprehensive probabilistic setup to compute approximating functions in active subspaces. Constantine et al. proposed the active subspace method in (Constantine et al., 2014) to reduce the dimension of computational…

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

This paper analyses the finite element component of the error when using preintegration to approximate the cdf and pdf for uncertainty quantification (UQ) problems involving elliptic PDEs with random inputs. It is a follow up to Gilbert,…

We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

We present two new methods for multivariate exponential analysis. In [7], we developed a new algorithm for reconstruction of univariate exponential sums by exploiting the rational structure of their Fourier coefficients and reconstructing…