activity
20122023
most citedEnsemble Kalman Inversion: mean-field limit and convergence analysis

47 citations · 317 across the 48 of their papers we have counts for

collaborators

50 papers

math.DS2023

Beyond expectations: Residual Dynamic Mode Decomposition and Variance for Stochastic Dynamical Systems

Matthew J. Colbrook, Qin Li, Ryan V. Raut +1

Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectra…

math.NA2023

On optimal bases for multiscale PDEs and Bayesian homogenization

Shi Chen, Zhiyan Ding, Qin Li +1

PDE solutions are numerically represented by basis functions. Classical methods employ pre-defined bases that encode minimum desired PDE properties, which naturally cause redundant…

physics.comp-ph2022

Computation of optimal beams in weak turbulence

Qin Li, Anjali Nair, Samuel N Stechmann

When an optical beam propagates through a turbulent medium such as the atmosphere or ocean, the beam will become distorted. It is then natural to seek the best or optimal beam that…

math.NA2022

Second-order diffusion limit for the phonon transport equation-asymptotics and numerics

Anjali Nair, Qin Li, Weiran Sun

We investigate the numerical implementation of the limiting equation for the phonon transport equation in the small Knudsen number regime. The main contribution is that we derive t…

math.NA2022

High-frequency limit of the inverse scattering problem: asymptotic convergence from inverse Helmholtz to inverse Liouville

Shi Chen, Zhiyan Ding, Qin Li +1

We investigate the asymptotic relation between the inverse problems relying on the Helmholtz equation and the radiative transfer equation (RTE) as physical models, in the high-freq…

cs.LG2021★ 2 cited

On the Global Convergence of Gradient Descent for multi-layer ResNets in the mean-field regime

Zhiyan Ding, Shi Chen, Qin Li +1

Finding the optimal configuration of parameters in ResNet is a nonconvex minimization problem, but first-order methods nevertheless find the global optimum in the overparameterized…

math.NA2021

Low-rank approximation for multiscale PDEs

Ke Chen, Shi Chen, Qin Li +2

Historically, analysis for multiscale PDEs is largely unified while numerical schemes tend to be equation-specific. In this paper, we propose a unified framework for computing mult…

math.NA2021★ 3 cited

A reduced order Schwarz method for nonlinear multiscale elliptic equations based on two-layer neural networks

Shi Chen, Zhiyan Ding, Qin Li +1

Neural networks are powerful tools for approximating high dimensional data that have been used in many contexts, including solution of partial differential equations (PDEs). We des…

math.AP2021

Multiscale convergence of the inverse problem for chemotaxis in the Bayesian setting

Kathrin Hellmuth, Christian Klingenberg, Qin Li +1

Chemotaxis describes the movement of an organism, such as single or multi-cellular organisms and bacteria, in response to a chemical stimulus. Two widely used models to describe th…

math.NA2021

Bridging and Improving Theoretical and Computational Electric Impedance Tomography via Data Completion

Tan Bui-Thanh, Qin Li, Leonardo Zepeda-Núñez

In computational PDE-based inverse problems, a finite amount of data is collected to infer unknown parameters in the PDE. In order to obtain accurate inferences, the collected data…

cs.LG2021

Overparameterization of deep ResNet: zero loss and mean-field analysis

Zhiyan Ding, Shi Chen, Qin Li +1

Finding parameters in a deep neural network (NN) that fit training data is a nonconvex optimization problem, but a basic first-order optimization method (gradient descent) finds a…

math.AP2021★ 21 cited

Local Well-posedness of Vlasov-Poisson-Boltzmann Equation with Generalized Diffuse Boundary Condition

Hongxu Chen, Chanwoo Kim, Qin Li

The Vlasov-Poisson-Boltzmann equation is a classical equation governing the dynamics of charged particles with the electric force being self-imposed. We consider the system in a co…

stat.ML2021★ 1 cited

Constrained Ensemble Langevin Monte Carlo

Zhiyan Ding, Qin Li

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a…

math-ph2020

Semi-classical limit of an inverse problem for the Schrödinger equation

Shi Chen, Qin Li

It is a classical derivation that the Wigner equation, derived from the Schrödinger equation that contains the quantum information, converges to the Liouville equation when the res…

math.NA2020★ 1 cited

Manifold Learning and Nonlinear Homogenization

Shi Chen, Qin Li, Jianfeng Lu +1

We describe an efficient domain decomposition-based framework for nonlinear multiscale PDE problems. The framework is inspired by manifold learning techniques and exploits the tang…

stat.ML2020★ 2 cited

Random Coordinate Underdamped Langevin Monte Carlo

Zhiyan Ding, Qin Li, Jianfeng Lu +1

The Underdamped Langevin Monte Carlo (ULMC) is a popular Markov chain Monte Carlo sampling method. It requires the computation of the full gradient of the log-density at each itera…

stat.ML2020★ 3 cited

Random Coordinate Langevin Monte Carlo

Zhiyan Ding, Qin Li, Jianfeng Lu +1

Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo sampling method. One drawback is that it requires the computation of the full gradient at each iteration, an expens…

stat.ML2020

Langevin Monte Carlo: random coordinate descent and variance reduction

Zhiyan Ding, Qin Li

Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretiz…

math.AP2020★ 1 cited

Reconstruction of the emission coefficient in the nonlinear radiative transfer equation

Christian Klingenberg, Ru-Yu Lai, Qin Li

In this paper, we investigate an inverse problem for the radiative transfer equation that is coupled with a heat equation in a nonscattering medium in , . Th…

stat.ML2020

Variance reduction for Random Coordinate Descent-Langevin Monte Carlo

Zhiyan Ding, Qin Li

Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have…

math.NA2020★ 13 cited

Ensemble Kalman Inversion for nonlinear problems: weights, consistency, and variance bounds

Zhiyan Ding, Qin Li, Jianfeng Lu

Ensemble Kalman Inversion (EnKI) and Ensemble Square Root Filter (EnSRF) are popular sampling methods for obtaining a target posterior distribution. They can be seem as one step (t…

math.NA2020

Classical limit for the varying-mass Schrödinger equation with random inhomogeneities

Shi Chen, Qin Li, Xu Yang

The varying-mass Schrödinger equation (VMSE) has been successfully applied to model electronic properties of semiconductor hetero-structures, for example, quantum dots and quantum…

math.AP2020★ 1 cited

On diffusive scaling in acousto-optic imaging

Francis J. Chung, Ru-Yu Lai, Qin Li

Acousto-optic imaging (AOI) is a hybrid imaging process. By perturbing the to-be-reconstructed tissues with acoustic waves, one introduces the interaction between the acoustic and…

math.OC2019★ 2 cited

Error Lower Bounds of Constant Step-size Stochastic Gradient Descent

Zhiyan Ding, Yiding Chen, Qin Li +1

Stochastic Gradient Descent (SGD) plays a central role in modern machine learning. While there is extensive work on providing error upper bound for SGD, not much is known about SGD…