bias delocalization 1hamiltonian monte carlo 1high-dimensional sampling 1underdamped langevin 1Wasserstein distance 1
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math.NA2026
Randomized Neural Networks for Integro-Differential Equations with Application to Neutron Transport
Haoning Dang, Fei Wang, Yifan Chen +3
Integro-differential equations arise in a wide range of applications, including transport, kinetic theory, radiative transfer, and multiphysics modeling, where nonlocal integral op…
math.NA2024
Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations
Yifan Chen, Ethan N. Epperly, Joel A. Tropp +1
The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k…