相关论文: Noise calibration for the stochastic rotating shal…

The phase retrieval problem in the presence of noise aims to recover the signal vector of interest from a set of quadratic measurements with infrequent but arbitrary corruptions, and it plays an important role in many scientific…

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

We develop a framework for estimating unknown partial differential equations from noisy data, using a deep learning approach. Given noisy samples of a solution to an unknown PDE, our method interpolates the samples using a neural network,…

A major challenge in next-generation industrial applications is to improve numerical analysis by quantifying uncertainties in predictions. In this work we present a formulation of a fully nonlinear and dispersive potential flow water wave…

We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Stochastic learning dynamics based on Langevin or Levy stochastic differential equations (SDEs) in deep neural networks control the variance of noise by varying the size of the mini-batch or directly those of injecting noise. Since the…

In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…

Many complex fluids can be described by continuum hydrodynamic field equations, to which noise must be added in order to capture thermal fluctuations. In almost all cases, the resulting coarse-grained stochastic partial differential…

Data normalisation, a common and often necessary preprocessing step in engineering and scientific applications, can severely distort the discovery of governing equations by magnitudebased sparse regression methods. This issue is…

We present an extensive numerical comparison of a family of balance models appropriate to the semi-geostrophic limit of the rotating shallow water equations, and derived by variational asymptotics in Oliver (2006) for small Rossby numbers…

Modeling and synthesizing image noise is an important aspect in many computer vision applications. The long-standing additive white Gaussian and heteroscedastic (signal-dependent) noise models widely used in the literature provide only a…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t distributed measurement noise are presented. The proposed algorithms improve upon our earlier proposed filter and smoother using the mean field…

Reduced precision floating point arithmetic is now routinely deployed in numerical weather forecasting over short timescales. However the applicability of these reduced precision techniques to longer timescale climate simulations -…

In usual (non-stochastic) tensor network calculations, the truncated singular value decomposition (SVD) is often used for approximating a tensor, and it causes systematic errors. By introducing stochastic noise in the approximation,…

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Stochastic Variance-Reduced Cubic regularization (SVRC) algorithms have received increasing attention due to its improved gradient/Hessian complexities (i.e., number of queries to stochastic gradient/Hessian oracles) to find local minima…

Noise is usually regarded as adversarial to extract the effective dynamics from time series, such that the conventional data-driven approaches usually aim at learning the dynamics by mitigating the noisy effect. However, noise can have a…

The Broad Learning System (BLS) has gained significant attention for its computational efficiency and less network parameters compared to deep learning structures. However, the standard BLS relies on the pseudoinverse solution, which…