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Bayesian inverse problems highly rely on efficient and effective inference methods for uncertainty quantification (UQ). Infinite-dimensional MCMC algorithms, directly defined on function spaces, are robust under refinement of physical…

统计计算 · 统计学 2019-05-22 Shiwei Lan

Partial differential equations (PDEs) are fundamental for theoretically describing numerous physical processes that are based on some input fields in spatial configurations. Understanding the physical process, in general, requires…

In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by $N$ random variables. The…

数值分析 · 数学 2016-03-29 Julio E. Castrillon-Candas , Fabio Nobile , Raul F. Tempone

Many problems can be formulated as high-dimensional integrals of discontinuous functions that exhibit significant boundary growth, challenging the error analysis and applications of randomized quasi-Monte Carlo (RQMC) methods. This paper…

数值分析 · 数学 2025-12-02 Jianlong Chen , Yu Xu , Jiarui Du , Xiaoqun Wang

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…

数值分析 · 数学 2023-03-23 Kody J. H. Law , Neil Walton , Shangda Yang , Ajay Jasra

While deep learning offers tremendous promise for scientific and medical imaging, any failures and hallucinations (predictions that do not coincide with reality) are hard to pinpoint and can have serious downstream consequences. Uncertainty…

图像与视频处理 · 电气工程与系统科学 2026-05-26 Cassandra Tong Ye , Shamus Li , Tyler King , Kristina Monakhova

This paper studies a generalization of hyperinterpolation over the high-dimensional unit cube. Hyperinterpolation of degree \( m \) serves as a discrete approximation of the \( L_2 \)-orthogonal projection of the same degree, using Fourier…

数值分析 · 数学 2025-07-08 Congpei An , Mou Cai , Takashi Goda

We explore the application of the quasi-Monte Carlo (QMC) method in deep backward dynamic programming (DBDP) (Hure et al. 2020) for numerically solving high-dimensional nonlinear partial differential equations (PDEs). Our study focuses on…

数值分析 · 数学 2024-07-23 Du Ouyang , Jichang Xiao , Xiaoqun Wang

Nested integration of the form $\int f\left(\int g(\bs{y},\bs{x})\di{}\bs{x}\right)\di{}\bs{y}$, characterized by an outer integral connected to an inner integral through a nonlinear function $f$, is a challenging problem in various fields,…

The deployment of deep neural networks in safety-critical systems necessitates reliable and efficient uncertainty quantification (UQ). A practical and widespread strategy for UQ is repurposing stochastic regularizers as scalable approximate…

机器学习 · 计算机科学 2026-04-15 Adam T. Müller , Tobias Rögelein , Nicolaj C. Stache

This paper presents a strategy for efficient quantum circuit design for density estimation. The strategy is based on a quantum-inspired algorithm for density estimation and a circuit optimisation routine based on memetic algorithms. The…

In this manuscript, we investigate regularity estimates for a class of quasilinear elliptic equations in the non-divergence form that may exhibit degenerate behavior at critical points of their gradient. The prototype equation under…

偏微分方程分析 · 数学 2025-05-14 Junior da Silva Bessa , João Vitor da Silva

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

信息论 · 计算机科学 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

This paper addresses the problem of an efficient predictive density estimation for the density $q(\|y-\theta\|^2)$ of $Y$ based on $X \sim p(\|x-\theta\|^2)$ for $y, x, \theta \in \mathbb{R}^d$. The chosen criteria are integrated $L_1$ loss…

统计理论 · 数学 2022-10-04 Pankaj Bhagwat , Eric Marchand

Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…

统计计算 · 统计学 2023-09-25 Sifan Liu

We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…

数值分析 · 数学 2025-12-24 Wenwu Gao , Le Hu , Xingping Sun , Xuan Zhou

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

最优化与控制 · 数学 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

Approximations of the Dirac delta distribution are commonly used to create sequences of smooth functions approximating nonsmooth (generalized) functions, via convolution. In this work, we show a priori rates of convergence of this…

数值分析 · 数学 2021-11-18 Luca Heltai , Wenyu Lei

Exciton diffusion plays a vital role in the function of many organic semiconducting opto-electronic devices, where an accurate description requires precise control of heterojunctions. This poses a challenging problem because the…

计算物理 · 物理学 2020-12-10 Liyao Lyu , Zhiwen Zhang , Jingrun Chen

This paper presents a hybrid classical-quantum program for density estimation and supervised classification. The program is implemented as a quantum circuit in a high-dimensional quantum computer simulator. We show that the proposed quantum…