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math.NA2021
A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
Sijing Li, Cheng Zhang, Zhiwen Zhang +1
In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to…
math.NA2019
Solving high-dimensional nonlinear filtering problems using a tensor train decomposition method
Sijing Li, Zhongjian Wang, Stephen S. T. Yau +1
In this paper, we propose an efficient numerical method to solve high-dimensional nonlinear filtering (NLF) problems. Specifically, we use the tensor train decomposition method to…
math.NA2019★ 1 cited
A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
Sijing Li, Zhiwen Zhang, Hongkai Zhao
We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential…