相关论文: Adaptive Sampling-Based Bi-Fidelity Stochastic Tru…

We consider convex, black-box objective functions with additive or multiplicative noise with a high-dimensional parameter space and a data space of lower dimension, where gradients of the map exist, but may be inaccessible. We investigate…

This paper is concerned with particle filtering for $\alpha$-stable stochastic volatility models. The $\alpha$-stable distribution provides a flexible framework for modeling asymmetry and heavy tails, which is useful when modeling financial…

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

The objective of this study is to establish a gradient-free topology optimization framework that facilitates more global solution searches to avoid entrapping in undesirable local optima, especially in problems with strong non-linearity.…

This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists of three computational steps. First an ensemble of model…

In this paper, a third-order time adaptive algorithm with less computation, low complexity is provided for shale reservoir model based on coupled fluid flow with porous media flow. The algorithm combines the three-step linear time filters…

Source-free domain adaptation (SFDA) aims to adapt a model trained on labelled data in a source domain to unlabelled data in a target domain without access to the source-domain data during adaptation. Existing methods for SFDA leverage…

We propose a training-free conditional sampling method for flow matching models based on importance sampling. Because a na\"ive application of importance sampling suffers from weight degeneracy in high-dimensional settings, we modify and…

Solving high-dimensional Fokker-Planck (FP) equations is a challenge in computational physics and stochastic dynamics, due to the curse of dimensionality (CoD) and unbounded domains. Existing deep learning approaches, such as…

In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

While multifidelity modeling provides a cost-effective way to conduct uncertainty quantification with computationally expensive models, much greater efficiency can be achieved by adaptively deciding the number of required high-fidelity (HF)…

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Bayesian optimization (BO) is increasingly employed in critical applications such as materials design and drug discovery. An increasingly popular strategy in BO is to forgo the sole reliance on high-fidelity data and instead use an ensemble…

Stochastic minimax optimization has drawn much attention over the past decade due to its broad applications in machine learning, signal processing and game theory. In some applications, the probability distribution of uncertainty depends on…

In Federated Learning (FL), a number of clients or devices collaborate to train a model without sharing their data. Models are optimized locally at each client and further communicated to a central hub for aggregation. While FL is an…

This paper studies the performative prediction problem where a learner aims to minimize the expected loss with a decision-dependent data distribution. Such setting is motivated when outcomes can be affected by the prediction model, e.g., in…

In this paper, we present and analyze a linear fully discrete second order scheme with variable time steps for the phase field crystal equation. More precisely, we construct a linear adaptive time stepping scheme based on the second order…

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of \citet{sorensen1982newton}. The…