相关论文: Efficient implementations of the Multivariate Deco…

Static correlation is a difficult problem for density-functional theory (DFT) as it arises in cases of degenerate or quasi-degenerate states where a multideterminantal wave function provides the simplest reasonable first approximation to…

In this work we present a variant of the fast multipole method (FMM) for efficiently evaluating standard layer potentials on geometries with complex coordinates in two and three dimensions. The complex scaled boundary integral method for…

Markov chain Monte Carlo (MCMC) is an established approach for uncertainty quantification and propagation in scientific applications. A key challenge in applying MCMC to scientific domains is computation: the target density of interest is…

Multivariate functions emerge naturally in a wide variety of data-driven models. Popular choices are expressions in the form of basis expansions or neural networks. While highly effective, the resulting functions tend to be hard to…

Quasi-Monte Carlo methods are used for numerically integrating multivariate functions. However, the error bounds for these methods typically rely on a priori knowledge of some semi-norm of the integrand, not on the sampled function values.…

Many practical problems involve estimating low dimensional statistical quantities with high-dimensional models and datasets. Several approaches address these estimation tasks based on the theory of influence functions, such as…

We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…

Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…

We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…

Instead of sampling a function at a single point, average sampling takes the weighted sum of function values around the point. Such a sampling strategy is more practical and more stable. In this note, we present an explicit method with an…

Inferential models (IMs) offer provably reliable, data-driven, possibilistic statistical inference. But despite the IM framework's theoretical and foundational advantages, efficient computation is a challenge. This paper presents a simple…

We evaluate some methods designed for tensor- (or data-) based multivariate model construction (approximation and compression). To this aim, a collection of multivariate functions and an evaluation methodology are suggested. First, these…

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

This paper is concerned with multi-modal data fusion (MMDF) under unexpected modality failures in nonlinear non-Gaussian dynamic processes. An efficient framework to tackle this problem is proposed. In particular, a notion termed modality…

The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…

The Multiscale Hierarchical Decomposition Method (MHDM) was introduced as an iterative method for total variation regularization, with the aim of recovering details at various scales from images corrupted by additive or multiplicative…

In this work we describe an efficient implementation of a hierarchy of algorithms for the decomposition of dense matrices over the field with two elements (GF(2)). Matrix decomposition is an essential building block for solving dense…

Value function decomposition methods for cooperative multi-agent reinforcement learning compose joint values from individual per-agent utilities, and train them using a joint objective. To ensure that the action selection process between…