相关论文: Sparse Polynomial Chaos Expansions: Literature Sur…

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Theoretical results show that Bayesian methods can achieve lower bounds on regret for online logistic regression. In practice, however, such techniques may not be feasible especially for very large feature sets. Various approximations that,…

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the use of a PC surrogate introduces the modeling error, that may…

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity)…

Recently, SimCSE has shown the feasibility of contrastive learning in training sentence embeddings and illustrates its expressiveness in spanning an aligned and uniform embedding space. However, prior studies have shown that dense models…

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

In recent years, a large amount of multi-disciplinary research has been conducted on sparse models and their applications. In statistics and machine learning, the sparsity principle is used to perform model selection---that is,…

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…

Coupled problems with various combinations of multiple physics, scales, and domains can be found in numerous areas of science and engineering. A key challenge in the formulation and implementation of corresponding coupled models is to…

Patient similarity assessment (PSA) is pivotal to evidence-based and personalized medicine, enabled by analyzing the increasingly available electronic health records (EHRs). However, machine learning approaches for PSA has to deal with…

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics…

In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural…

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

In recent years we have witnessed a growing interest in various non-equilibrium systems described in terms of stochastic non-linear field theories. In some of those systems like the KPZ and related models, the interesting behavior is in the…

Sparse PCA is the optimization problem obtained from PCA by adding a sparsity constraint on the principal components. Sparse PCA is NP-hard and hard to approximate even in the single-component case. In this paper we settle the computational…

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…