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

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

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Showing 2020Show all

10 papers · 1 filter

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…