Search Results - "Numerical methods in probability and statistics"

Arbitrary Distributions Mapping via SyMOT-Flow: A Flow-Based Approach Integrating Maximum Mean Discrepancy and Optimal Transport: Arbitrary distributions mapping via SyMOT-flow: a flow-based approach integrating maximum mean discrepancy and optimal transport

Authors: Zhe Xiong Qiaoqiao Ding Xiaoqun Zhang

Source: SIAM Journal on Imaging Sciences. 18:570-596

Subject Terms: FOS: Computer and information sciences, Computer Science - Machine Learning, Optimal transportation, maximum mean discrepancy, optimal transport, normalizing flow, probability distributions, Distribution theory, 68U10, 94A08, Probabilistic models, generic numerical methods in probability and statistics, Machine Learning (cs.LG)

File Description: application/xml

Access URL: http://arxiv.org/abs/2308.13815

KL Convergence Guarantees for Score Diffusion Models under Minimal Data Assumptions: KL convergence guarantees for score diffusion models under minimal data assumptions

Authors: Conforti, Giovanni Durmus, Alain Silveri, Marta Gentiloni

Source: SIAM Journal on Mathematics of Data Science. 7:86-109

Subject Terms: Numerical solutions to stochastic differential and integral equations, FOS: Computer and information sciences, score diffusion models, Fisher information, Mathematics - Statistics Theory, Machine Learning (stat.ML), Statistics Theory (math.ST), stochastic differential equations, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic models, generic numerical methods in probability and statistics, Limit theorems in probability theory, Statistics - Machine Learning, FOS: Mathematics, Kullback-Leibler convergence, stochastic control, Computational methods for stochastic equations (aspects of stochastic analysis)

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Access URL: http://arxiv.org/abs/2308.12240
https://hdl.handle.net/11577/3544760
https://doi.org/10.1137/23m1613670

Optimal stopping of Gauss–Markov bridges: Optimal stopping of Gauss-Markov bridges

Authors: Abel Azze Bernardo D’Auria Eduardo García-Portugués et al.

Contributors: Abel Azze Bernardo D’Auria Eduardo García-Portugués et al.

Source: e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
Universidad Carlos III de Madrid (UC3M)

Subject Terms: Gauss-Markov bridges, Stopping times, optimal stopping problems, gambling theory, Matemáticas, Probability (math.PR), Gaussian processes, time-inhomogeneity, Estadística, Time-inhomogeneity, Ornstein-uhlenbeck bridge, Mathematical Finance (q-fin.MF), 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, Ornstein-Uhlenbeck bridge, FOS: Economics and business, 60G40, 60J60, optimal stopping, Quantitative Finance - Mathematical Finance, Optimal stopping, FOS: Mathematics, Free boundary problems for PDEs, 0101 mathematics, Diffusion processes, Mathematics - Probability

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Access URL: http://arxiv.org/abs/2211.05835
https://hdl.handle.net/10016/47169
https://zbmath.org/8015223
https://doi.org/10.1017/apr.2024.21

Learning Transition Operators From Sparse Space-Time Samples: Learning transition operators from sparse space-time samples

Authors: Christian Kümmerle Mauro Maggioni Sui Tang

Source: IEEE Transactions on Information Theory. 70:6412-6446

Subject Terms: Signal theory (characterization, reconstruction, filtering, etc.), FOS: Computer and information sciences, Computer Science - Machine Learning, Toeplitz, Cauchy, and related matrices, non-convex iterative reweighted least squares algorithm, Computer Science - Information Theory, Information Theory (cs.IT), nonlinear inverse problem, Machine Learning (stat.ML), 02 engineering and technology, learning of transition operator from partial observations, block-Hankel matrices, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, Machine Learning (cs.LG), Statistics - Machine Learning, Optimization and Control (math.OC), 0202 electrical engineering, electronic engineering, information engineering, FOS: Mathematics, 0101 mathematics, Mathematics - Optimization and Control, spatio-temporal transition operator recovery

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Access URL: http://arxiv.org/abs/2212.00746

Extinction and persistence of a stochastic tumor–normal–immune model with periodically pulsed chemotherapy treatment: Extinction and persistence of a stochastic tumor-normal-immune model with periodically pulsed chemotherapy treatment

Authors: Bajja, Nabyl Seghir, Driss

Source: Journal of Mathematical Biology. 90

Subject Terms: Stochastic Processes, Models, Immunological, Applications of stochastic analysis (to PDEs, etc.), Antineoplastic Agents, Mathematical Concepts, survival fraction, Models, Biological, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic models, generic numerical methods in probability and statistics, Medical applications (general), impulsive stochastic differential equation, stochastic tumor-normal-immune model, Itô's formula, pulsed chemotherapy, Neoplasms, Humans, Computer Simulation

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Access URL: https://pubmed.ncbi.nlm.nih.gov/40249398
https://zbmath.org/8031951
https://doi.org/10.1007/s00285-025-02215-y

Dynamics and simulations of stochastic time delay avian influenza model using spectral method

Authors: Xuezhong Bao Xiaoling Han

Source: Computational and Applied Mathematics. 44

Subject Terms: Epidemiology, extinction, spectral method, time delay, stochastic avian influenza model, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic models, generic numerical methods in probability and statistics

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An Improved Polynomial Chaos-Legendre Metamodel Method for Hybrid Uncertainty Analysis of Flexible Multibody Systems: An improved polynomial chaos-Legendre metamodel method for hybrid uncertainty analysis of flexible multibody systems

Authors: Meng, Jingwei Jin, Yanfei

Source: Communications in Nonlinear Science and Numerical Simulation. 147:108853

Subject Terms: hybrid uncertainty analysis, flexible multibody systems, Dynamics of multibody systems, local mean decomposition, polynomial chaos-Legendre metamodel method, Interacting random processes, statistical mechanics type models, percolation theory, Probabilistic models, generic numerical methods in probability and statistics

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Augmenting Stationary Covariance Functions with a Smoothness Hyperparameter and Improving Gaussian Process Regression Using a Structural Similarity Index: Augmenting stationary covariance functions with a smoothness hyperparameter and improving Gaussian process regression using a structural similarity index

Authors: Anna Chlingaryan Raymond Leung Arman Melkumyan

Source: Mathematical Geosciences. 56:605-637

Subject Terms: Sobolev smoothness, spectral flatness, Bayesian inference, Gaussian processes, 02 engineering and technology, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, machine learning, covariance function, 0202 electrical engineering, electronic engineering, information engineering, Robustness and adaptive procedures (parametric inference), Geostatistics, structural similarity index, 0105 earth and related environmental sciences

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Physics-based linear regression for high-dimensional forward uncertainty quantification

Authors: Ziqi Wang

Source: Journal of Computational Physics. 523:113668

Subject Terms: physics-based surrogate modeling, uncertainty quantification, Physics - Data Analysis, Statistics and Probability, FOS: Physical sciences, Numerical approximation of high-dimensional functions, sparse grids, high-dimensional regression, Data Analysis, Statistics and Probability (physics.data-an), Probabilistic models, generic numerical methods in probability and statistics

File Description: application/xml; application/pdf

Access URL: http://arxiv.org/abs/2405.08006
https://zbmath.org/7986890
https://doi.org/10.1016/j.jcp.2024.113668
https://escholarship.org/uc/item/3kz3g18j

Annealed adaptive importance sampling method in PINNs for solving high dimensional partial differential equations

Authors: Zhengqi Zhang Jing Li Bin Liu

Source: Journal of Computational Physics. 521:113561

Subject Terms: 0103 physical sciences, FOS: Mathematics, physics informed neural networks, adaptive sampling, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), high dimensional partial differential equations, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs

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Access URL: http://arxiv.org/abs/2405.03433
https://zbmath.org/7974296
https://doi.org/10.1016/j.jcp.2024.113561

Multiscale Global Sensitivity Analysis for Stochastic Chemical Systems: Multiscale global sensitivity analysis for stochastic chemical systems

Authors: Pierre-Alain Gremaud Alen Alexanderian Michael Merritt

Source: Multiscale Modeling & Simulation. 19:440-459

Subject Terms: thermodynamic limit, chemical reaction networks, Numerical Analysis (math.NA), multiscale modeling, 01 natural sciences, Chemical kinetics in thermodynamics and heat transfer, Probabilistic models, generic numerical methods in probability and statistics, Applications to the sciences, global sensitivity analysis, 0103 physical sciences, FOS: Mathematics, stochastic processes, Mathematics - Numerical Analysis, 0101 mathematics, Classical flows, reactions, etc. in chemistry

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Access URL: http://arxiv.org/pdf/2003.07842
http://arxiv.org/abs/2003.07842
https://epubs.siam.org/doi/pdf/10.1137/20M1323989
https://dblp.uni-trier.de/db/journals/corr/corr2003.html#abs-2003-07842
http://dblp.uni-trier.de/db/journals/corr/corr2003.html#abs-2003-07842

Optimizing Weighted Ensemble Sampling of Steady States: Optimizing weighted ensemble sampling of steady states

Authors: David Aristoff Daniel M. Zuckerman

Source: Multiscale Modeling & Simulation. 18:646-673

Subject Terms: Markov chains, reaction networks, Monte Carlo methods, Parallel numerical computation, Numerical Analysis (math.NA), sequential Monte Carlo, weighted ensemble, 01 natural sciences, molecular dynamics, Probabilistic models, generic numerical methods in probability and statistics, 0104 chemical sciences, resampling, coarse graining, 0103 physical sciences, FOS: Mathematics, Numerical methods of time-dependent statistical mechanics, Numerical analysis or methods applied to Markov chains, steady state, Mathematics - Numerical Analysis, 65C05, 65C20, 65C40, 65Y05, 82C80

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Access URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8378190
https://pubmed.ncbi.nlm.nih.gov/34421402
http://arxiv.org/abs/1806.00860
https://zbmath.org/7205781
https://doi.org/10.1137/18m1212100
https://ohsu.pure.elsevier.com/en/publications/optimizing-weighted-ensemble-sampling-of-steady-states
https://europepmc.org/article/PMC/PMC8378190
https://www.ncbi.nlm.nih.gov/pubmed/34421402
https://doi.org/10.1137/18M1212100
https://dl.acm.org/doi/10.1137/18M1212100
https://epubs.siam.org/doi/10.1137/18M1212100

Lax pairs informed neural networks solving integrable systems

Authors: Juncai Pu Yong Chen

Source: Journal of Computational Physics. 510:113090

Subject Terms: Numerical optimization and variational techniques, Lax pairs informed neural networks, integrable systems, Nonlinear Sciences - Exactly Solvable and Integrable Systems, Lax pairs, 0103 physical sciences, FOS: Physical sciences, localized wave solutions, Exactly Solvable and Integrable Systems (nlin.SI), 01 natural sciences, Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs, Probabilistic models, generic numerical methods in probability and statistics

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Access URL: http://arxiv.org/abs/2401.04982

Parallel ensemble Kalman method with total variation regularization for large-scale field inversion

Authors: Zhang, Xin-Lei Zhang, Lei He, Guowei

Source: Journal of Computational Physics. 509:113059

Subject Terms: Numerical optimization and variational techniques, machine learning, parallel implementation, field inversion, Numerical solution to inverse problems in abstract spaces, ensemble Kalman method, data assimilation, Probabilistic models, generic numerical methods in probability and statistics

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Access URL: https://zbmath.org/8021020
https://doi.org/10.1016/j.jcp.2024.113059

An upwind moving least squares approximation to solve convection-dominated problems: An application in mixed discrete least squares meshfree method: An upwind moving least squares approximation to solve convection-dominated problems: an application in mixed discrete least squares meshfree method

Authors: Saeb Faraji Gargari Ziyang Huang Sadegh Dabiri et al.

Contributors: Saeb Faraji Gargari Ziyang Huang Sadegh Dabiri et al.

Source: Journal of Computational Physics. 506:112931

Subject Terms: Numerical Analysis, Meshfree methods, Physics and Astronomy (miscellaneous), moving least squares (MLS), Applied Mathematics, meshfree methods, General Physics and Astronomy, Upwind, Positivity analysis, PDEs in connection with fluid mechanics, upwind, Computer Science Applications, Probabilistic models, generic numerical methods in probability and statistics, Computational Mathematics, Modelling and Simulation, Taverne, Moving least squares (MLS), Convection-dominated PDEs, Particle methods and lattice-gas methods, positivity analysis, DLSM, Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs, convection-dominated PDEs

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Access URL: https://research-portal.uu.nl/en/publications/99107a18-72ed-4b09-8ca7-cbce50ccbf34
https://doi.org/10.1016/j.jcp.2024.112931
https://dspace.library.uu.nl/handle/1874/451546

Convergence of Adaptive Stochastic Galerkin FEM: Convergence of adaptive stochastic Galerkin FEM

Authors: Alex Bespalov Dirk Praetorius Leonardo Rocchi et al.

Source: SIAM Journal on Numerical Analysis. 57:2359-2382

Subject Terms: Adaptive methods, Finite element methods, Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs, 101014 Numerische Mathematik, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, 35R60, 65C20, 65N12, 65N15, 65N30, Parametric PDEs, FOS: Mathematics, Two-level error estimate, finite element methods, PDEs with randomness, stochastic partial differential equations, Mathematics - Numerical Analysis, 0101 mathematics, parametric PDEs, 101014 Numerical mathematics, Error bounds for boundary value problems involving PDEs, two-level error estimate, Numerical Analysis (math.NA), Stability and convergence of numerical methods for boundary value problems involving PDEs, Stochastic Galerkin methods, A posteriori error analysis, stochastic Galerkin methods, a posteriori error analysis, adaptive methods

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Access URL: http://pure-oai.bham.ac.uk/ws/files/78662869/18m1229560.pdf
http://arxiv.org/abs/1811.09462
https://epubs.siam.org/doi/10.1137/18M1229560
https://arxiv.org/pdf/1811.09462.pdf
https://ui.adsabs.harvard.edu/abs/2018arXiv181109462B/abstract
http://ui.adsabs.harvard.edu/abs/2018arXiv181109462B/abstract
https://arxiv.org/abs/1811.09462
https://hdl.handle.net/11585/944074
https://doi.org/10.1137/18M1229560

Solving system of inequalities via a smoothing homotopy method

Authors: Qinglun Yan Xiaona Fan

Source: Numerical Algorithms. 82:719-728

Subject Terms: global convergence, system of inequalities, Numerical computation of solutions to systems of equations, homotopy method, 0101 mathematics, Numerical methods for initial value problems involving ordinary differential equations, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics

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Access URL: http://dblp.uni-trier.de/db/journals/na/na82.html#FanY19
https://link.springer.com/article/10.1007/s11075-018-0622-z
https://dblp.uni-trier.de/db/journals/na/na82.html#FanY19

Goal-oriented adaptive surrogate construction for stochastic inversion

Authors: Steven A. Mattis Barbara Wohlmuth

Source: Computer Methods in Applied Mechanics and Engineering. 339:36-60

Subject Terms: Response surface designs, uncertainty quantification, error estimation, Bayesian inference, FOS: Mathematics, computational engineering, Bayesian inversion, Mathematics - Numerical Analysis, Numerical Analysis (math.NA), 0101 mathematics, adaptive methods, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics

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Access URL: http://arxiv.org/pdf/1802.10487
http://arxiv.org/abs/1802.10487
https://zbmath.org/7188244
https://doi.org/10.1016/j.cma.2018.04.045
https://arxiv.org/pdf/1802.10487.pdf
http://ui.adsabs.harvard.edu/abs/2018CMAME.339...36M/abstract
https://arxiv.org/abs/1802.10487
https://www.sciencedirect.com/science/article/pii/S0045782518302305
https://core.ac.uk/display/151255891

A Physics and Data Co-Driven Surrogate Modeling Method for High-Dimensional Rare Event Simulation: A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation

Authors: Jianhua Xian Ziqi Wang

Source: Journal of Computational Physics. 510:113069

Subject Terms: FOS: Computer and information sciences, Numerical optimization and variational techniques, uncertainty quantification, Numerical approximation of high-dimensional functions, sparse grids, Statistics - Computation, Statistics - Applications, surrogate modeling, Probabilistic models, generic numerical methods in probability and statistics, rare event simulation, importance sampling, high-dimensional, active learning, Applications (stat.AP), Computation (stat.CO)

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Access URL: http://arxiv.org/abs/2310.00261
https://zbmath.org/8021035
https://doi.org/10.1016/j.jcp.2024.113069

An embedded surface method for valve simulation. Application to stenotic aortic valve estimation

Authors: Causin, Paula Diniz dos Santos, Nuno Gerbeau, Jean-Frédéric et al.

Contributors: Causin, Paula Diniz dos Santos, Nuno Gerbeau, Jean-Frédéric et al.

Source: ESAIM: Proceedings. 14:48-62

Subject Terms: Physiological flow, Medical applications (general), [SPI.MECA.BIOM] Engineering Sciences [physics]/Mechanics [physics.med-ph]/Biomechanics [physics.med-ph], Navier-Stokes equations for incompressible viscous fluids, 0103 physical sciences, [PHYS.MECA.BIOM] Physics [physics]/Mechanics [physics]/Biomechanics [physics.med-ph], stenosis, discretization, fluid-structure interaction, Navier-Stokes, fictitious domain, Lagrange multiplier, valve, aorta, 01 natural sciences, Probabilistic models, generic numerical methods in probability and statistics, 3. Good health

File Description: application/xml

Access URL: https://www.esaim-proc.org/articles/proc/pdf/2005/01/causin.pdf
https://hal.archives-ouvertes.fr/hal-00085396
https://hal.inria.fr/hal-00085396
https://www.esaim-proc.org/articles/proc/abs/2005/01/causin/causin.html
http://www.esaim-proc.org/articles/proc/abs/2005/01/causin/causin.html
https://www.esaim-proc.org/articles/proc/pdf/2005/01/causin.pdf